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A Financial Model of Foreign Exchange Exposure

Citations

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Cited by:

  1. Gordon M. Bodnar & Bernard Dumas & Richard C. Marston, 2002. "Pass‐through and Exposure," Journal of Finance, American Finance Association, vol. 57(1), pages 199-231, February.
  2. repec:dgr:rugccs:200602 is not listed on IDEAS
  3. He, Qing & Liang, Bailin & Liu, Junyi, 2024. "RMB internationalization and exchange rate exposure of Chinese listed firms," Journal of International Money and Finance, Elsevier, vol. 145(C).
  4. Christine Ries, 2001. "Enterprise risk management: Applications of economic modeling and information technology," Mind & Society: Cognitive Studies in Economics and Social Sciences, Springer;Fondazione Rosselli, vol. 2(2), pages 1-8, September.
  5. Goswami, Gautam & Shrikhande, Milind M., 2001. "Economic exposure and debt financing choice," Journal of Multinational Financial Management, Elsevier, vol. 11(1), pages 39-58, February.
  6. Malik, Farooq, 2021. "Volatility spillover between exchange rate and stock returns under volatility shifts," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 605-613.
  7. Gordon M. Bodnar & M.H. Franco Wong, 2000. "Estimating Exchange Rate Exposures: Some "Weighty" Issues," NBER Working Papers 7497, National Bureau of Economic Research, Inc.
  8. Boyang Miao & Si Zhou & Jing Nie & Zhichao Zhang, 2013. "Renminbi exchange rate exposure: evidence from Chinese industries," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 11(4), pages 229-250, November.
  9. Muller, Aline & Verschoor, Willem F.C., 2006. "Asymmetric foreign exchange risk exposure: Evidence from U.S. multinational firms," Journal of Empirical Finance, Elsevier, vol. 13(4-5), pages 495-518, October.
  10. Huang, Roger D. & Stoll, Hans R., 2001. "Exchange rates and firms' liquidity: evidence from ADRs," Journal of International Money and Finance, Elsevier, vol. 20(3), pages 297-325, June.
  11. Suparna Nandy (Pal) & Arup Kr. Chattopadhyay, 2019. "‘Indian Stock Market Volatility’: A Study of Inter-linkages and Spillover Effects," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 18(2_suppl), pages 183-212, August.
  12. Muller, Aline & Verschoor, Willem F.C., 2006. "Foreign exchange risk exposure: Survey and suggestions," Journal of Multinational Financial Management, Elsevier, vol. 16(4), pages 385-410, October.
  13. Oxelheim, Lars, 2002. "The Impact of Macroeconomic Variables on Corporate Performance - What Shareholders Ought to Know?," Working Paper Series 571, Research Institute of Industrial Economics, revised 22 Aug 2007.
  14. Kuper, Gerard H. & Lestano, 2007. "Dynamic conditional correlation analysis of financial market interdependence: An application to Thailand and Indonesia," Journal of Asian Economics, Elsevier, vol. 18(4), pages 670-684, August.
  15. Bartram, Söhnke M. & Brown, Gregory W. & Minton, Bernadette A., 2010. "Resolving the exposure puzzle: The many facets of exchange rate exposure," Journal of Financial Economics, Elsevier, vol. 95(2), pages 148-173, February.
  16. Doidge, Craig & Griffin, John & Williamson, Rohan, 2006. "Measuring the economic importance of exchange rate exposure," Journal of Empirical Finance, Elsevier, vol. 13(4-5), pages 550-576, October.
  17. Oxelheim, Lars & Wihlborg, Clas, 1991. "Accounting for Macroeconomic Influences on the Firm," Working Paper Series 308, Research Institute of Industrial Economics.
  18. Ekta Sikarwar & Ganesh Kumar Nidugala, 2018. "Effect of Central Bank Intervention in Estimating Exchange Rate Exposure: Evidence from an Emerging Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(1), pages 60-95, April.
  19. Bodnar, Gordan M. & Marston, Richard C., 2000. "A Simple Model of Foreign Exchange Exposure," Working Papers 00-3, University of Pennsylvania, Wharton School, Weiss Center.
  20. Williamson, Rohan, 2001. "Exchange rate exposure and competition: evidence from the automotive industry," Journal of Financial Economics, Elsevier, vol. 59(3), pages 441-475, March.
  21. Krapl, Alain & O'Brien, Thomas J., 2015. "Direct versus indirect regression estimates of foreign exchange cash flow exposure," International Review of Financial Analysis, Elsevier, vol. 37(C), pages 103-112.
  22. repec:dgr:rugsom:14029-eef is not listed on IDEAS
  23. Chen, Cherry C. & So, Raymond W., 2002. "Exchange rate variability and the riskiness of US multinational firms: evidence from the Asian financial turmoil," Journal of Multinational Financial Management, Elsevier, vol. 12(4-5), pages 411-428.
  24. Richard C. Marston, 1996. "The Effects of Industry Structure on Economic Exposure," NBER Working Papers 5518, National Bureau of Economic Research, Inc.
  25. Qiao, Tongshuai & Ding, Wenjie & Han, Liyan & Li, Donghui, 2024. "RMB exchange rate volatility and the cross-section of Chinese A-share returns," Journal of International Money and Finance, Elsevier, vol. 142(C).
  26. repec:dau:papers:123456789/15237 is not listed on IDEAS
  27. Marston, Richard C., 2001. "The effects of industry structure on economic exposure," Journal of International Money and Finance, Elsevier, vol. 20(2), pages 149-164, April.
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