Estimating exchange rate exposure over various return horizons : focusing on major countries in East Asia
Jeong Wook Lee, Sunghee Ahn, Sammo Kang
| Year of publication: |
December 2016
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|---|---|
| Authors: | Lee, Jeong Wook ; Ahn, Sunghee ; Kang, Sam-mo |
| Published in: |
East Asian economic review. - Sejong-si : Korea Institute for International Economic Policy, ISSN 2508-1640, ZDB-ID 2866615-X. - Vol. 20.2016, 4, p. 469-491
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| Subject: | Exchange Rate Exposure | Change in Exchange Rates | Exchange Rate Volatility | Stock Price | Exposure Puzzle | Wechselkurs | Exchange rate | Volatilität | Volatility | Währungsrisiko | Exchange rate risk | Börsenkurs | Share price | Ostasien | East Asia | Schätzung | Estimation | Japan |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.11644/KIEP.EAER.2016.20.4.318 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011613452