The Exchange Rate Exposure of UK Nonfinancial Companies: Industry-Level Analysis
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Cited by:
- Hyde, Stuart J, 2007. "The response of industry stock returns to market, exchange rate and interest rate risks," MPRA Paper 9679, University Library of Munich, Germany.
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More about this item
Keywords
exchange rate changes; foreign exchange exposure; stock returns; UK industries; subperiod analysis and ERM.;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2004-01-12 (Corporate Finance)
- NEP-EEC-2004-01-12 (European Economics)
- NEP-IFN-2004-01-12 (International Finance)
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