Reexamining the exchange rate exposure puzzle by classifying exchange rate risks into two types
Sammo Kang (Department of Economics, Dongguk University-Seoul, Seoul Republic of Korea), Soyoung Kim (Department of Economics, Seoul National University, Gwanak-Gu, Seoul, Republic of Korea), Jeong Wook Lee (Bank of Korea, Chung-Gu, Seoul Republic of Korea)
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Kang, Sam-mo ; Kim, Soyoung ; Lee, Jeong Wook |
| Published in: |
Global economic review. - Abingdon, Oxfordshire : Routledge, ISSN 1226-508X, ZDB-ID 1398828-1. - Vol. 45.2016, 2, p. 116-133
|
| Subject: | Exchange rate exposure | exposure puzzle | exchange rate risk | changes in exchange rate | standard deviation of exchange rate changes | stock returns | Währungsrisiko | Exchange rate risk | Wechselkurs | Exchange rate | Volatilität | Volatility | Hedging |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1226508X.2015.1072730 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011565902