Higher moment exchange rate exposure of S&P500 firms
Marcelo Bianconi, Zhe Cai
| Year of publication: |
November 2017
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|---|---|
| Authors: | Bianconi, Marcelo ; Cai, Zhe |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 42.2017, p. 513-530
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| Subject: | U.S. large-cap | FX risk | FX skewness | FX kurtosis | Panel data | USA | United States | Währungsrisiko | Exchange rate risk | Panel | Panel study | Statistische Verteilung | Statistical distribution | Wechselkurs | Exchange rate | Schätzung | Estimation | Kapitaleinkommen | Capital income | Volatilität | Volatility | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2017.08.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011938192