IDEAS home Printed from https://ideas.repec.org/r/pra/mprapa/14018.html
   My bibliography  Save this item

Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Snaith, Stuart & Termprasertsakul, Santi & Wood, Andrew, 2017. "The exchange rate exposure puzzle: The long and the short of it," Economics Letters, Elsevier, vol. 159(C), pages 204-207.
  2. Chiah, Mardy & Long, Huaigang & Zaremba, Adam & Umar, Zaghum, 2023. "Trade competitiveness and the aggregate returns in global stock markets," Journal of Economic Dynamics and Control, Elsevier, vol. 148(C).
  3. Mohammad Al‐Shboul & Sajid Anwar, 2014. "Foreign exchange rate exposure: Evidence from Canada," Review of Financial Economics, John Wiley & Sons, vol. 23(1), pages 18-29, January.
  4. Krapl, Alain A., 2017. "Asymmetric foreign exchange cash flow exposure: A firm-level analysis," Journal of Corporate Finance, Elsevier, vol. 44(C), pages 48-72.
  5. Banti, C, 2015. "Illiquidity in the stock and FX markets: an investigation of their cross-market dynamics," Essex Finance Centre Working Papers 15626, University of Essex, Essex Business School.
  6. Al-Shboul, Mohammad & Anwar, Sajid, 2014. "Pricing of the currency risk in the Canadian equity market," Research in International Business and Finance, Elsevier, vol. 30(C), pages 173-194.
  7. Huang, Lin & Wu, Jia & Zhang, Rui, 2014. "Exchange risk and asset returns: A theoretical and empirical study of an open economy asset pricing model," Emerging Markets Review, Elsevier, vol. 21(C), pages 96-116.
  8. Lucie Tomanová, 2014. "Exchange Rate Exposure and its Determinants: Evidence on Hungarian Firms," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2014(2), pages 47-65.
  9. Bartram, Söhnke M., 2019. "Corporate hedging and speculation with derivatives," Journal of Corporate Finance, Elsevier, vol. 57(C), pages 9-34.
  10. Sikarwar, Ekta, 2020. "Forex interventions and exchange rate exposure: Evidence from emerging market firms," Economic Modelling, Elsevier, vol. 93(C), pages 69-81.
  11. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013. "Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets," MPRA Paper 49921, University Library of Munich, Germany.
  12. Söhnke M. Bartram & Natasha Burns & Jean Helwege, 2013. "Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 3(02), pages 1-20.
  13. Liu, Fang & Sercu, Piet & Vandebroek, Martina, 2015. "Orthogonalized regressors and spurious precision, with an application to currency exposures," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 245-263.
  14. Chou, De-Wai & Lin, Lin & Hung, Pi-Hsia & Lin, Chun Heng, 2017. "A revisit to economic exposure of U.S. multinational corporations," The North American Journal of Economics and Finance, Elsevier, vol. 39(C), pages 273-287.
  15. Haytem Ahmed Troug & Rashid Sbia, 2015. "The Relationship between Banking Competition and Stability in Developing Countries: The Case of Libya," International Journal of Economics and Financial Issues, Econjournals, vol. 5(3), pages 772-779.
  16. Boudt, Kris & Neely, Christopher J. & Sercu, Piet & Wauters, Marjan, 2019. "The response of multinationals’ foreign exchange rate exposure to macroeconomic news," Journal of International Money and Finance, Elsevier, vol. 94(C), pages 32-47.
  17. 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.
  18. He, Qing & Liu, Junyi & Zhang, Ce, 2021. "Exchange rate exposure and its determinants in China," China Economic Review, Elsevier, vol. 65(C).
  19. Narayan, Seema & Ur Rehman, Mobeen, 2017. "Diversification opportunities between emerging and frontier Asian (EFA) and developed stock markets," Finance Research Letters, Elsevier, vol. 23(C), pages 223-232.
  20. Abdulkadir Abdulrashid Rafindadi & Zarinah Yusof, 2015. "Are Linear and Nonlinear Exchange Rate Exposures Aggravating Agents to Corporate Bankruptcy in Nigeria? New Evidence from the U Test Analysis," International Journal of Economics and Financial Issues, Econjournals, vol. 5(1), pages 212-229.
  21. Jairo Andrés Rendón, 2020. "Foreign exchange risk in stock returns," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(3), pages 430-443, July.
  22. Ernesto LEON CASTRO & Ezequiel AVILÉS OCHOA & Anna Maria GIL LAFUENTE, 2016. "Exchange Rate Usd/Mxn Forecast Through Econometric Models, Time Series And Howma Operators," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(4), pages 135-150.
  23. Delia-Elena Diaconaşu, 2015. "CENTRAL AND EASTERN EUROPEAN STOCK MARKETS IN TIMES OF CRISIS (International Conference "Recent Advances in Economic and Social Research", 13-14 mai 2015, București)," Institute for Economic Forecasting Conference Proceedings 151205, Institute for Economic Forecasting.
  24. Tsai, I-Chun & Chiang, Ming-Chu & Tsai, Huey-Cherng & Liou, Chia-Ho, 2014. "Hot money effect or foreign exchange exposure? Investigation of the exchange rate exposures of Taiwanese industries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 75-96.
  25. Alain Krapl & Thomas J. O'Brien, 2014. "A comparison of FX exposure estimates with different control variables," Applied Financial Economics, Taylor & Francis Journals, vol. 24(6), pages 437-451, March.
  26. 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.
  27. Young Sang Kim & Junyoup Lee & Ha-Chin Yi, 2021. "Is Foreign Exchange Risk Priced in Bank Loan Spreads?," Review of Quantitative Finance and Accounting, Springer, vol. 57(3), pages 1061-1092, October.
  28. Brice V. Dupoyet & Corey A. Shank, 2018. "Oil prices implied volatility or direction: Which matters more to financial markets?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 32(3), pages 275-295, August.
  29. Dejan Živkov & Jovan Njegić & Vera Mirović, 2016. "Dynamic Nexus between Exchange Rate and Stock Prices in the Major East European Economies," Prague Economic Papers, Prague University of Economics and Business, vol. 2016(6), pages 686-705.
  30. repec:dgr:rugsom:14029-eef is not listed on IDEAS
  31. Rossi Júnior, José Luiz, 2012. "Understanding Brazilian companies' foreign exchange exposure," Emerging Markets Review, Elsevier, vol. 13(3), pages 352-365.
  32. Bonga-Bonga, Lumengo & Montshioa, Keitumetse, 2024. "Navigating extreme market fluctuations: asset allocation strategies in developed vs. emerging economies," MPRA Paper 119910, University Library of Munich, Germany.
  33. Dejan Živkov & Jovan Njegić & Vera Mirović, . "Dynamic Nexus between Exchange Rate and Stock Prices in the Major East European Economies," Prague Economic Papers, University of Economics, Prague, vol. 0, pages 1-20.
  34. Andrikopoulos, Athanasios & Dassiou, Xeni & Zheng, Min, 2020. "Exchange-rate exposure and Brexit: The case of FTSE, DAX and IBEX," International Review of Financial Analysis, Elsevier, vol. 68(C).
  35. Du, Ding & Hu, Ou & Wu, Hong, 2014. "Emerging market currency exposure: Taiwan," Journal of Multinational Financial Management, Elsevier, vol. 28(C), pages 47-61.
  36. repec:dau:papers:123456789/15237 is not listed on IDEAS
  37. Li, Ningzhong & Richardson, Scott & Tuna, İrem, 2014. "Macro to micro: Country exposures, firm fundamentals and stock returns," Journal of Accounting and Economics, Elsevier, vol. 58(1), pages 1-20.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.