The response of multinationals’ foreign exchange rate exposure to macroeconomic news
Year of publication: |
2019
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Authors: | Boudt, Kris ; Neely, Christopher J. ; Sercu, Piet ; Wauters, Marjan |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 94.2019, p. 32-47
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Subject: | Foreign exchange exposure | High-frequency data | Macro | Währungsrisiko | Exchange rate risk | Multinationales Unternehmen | Transnational corporation | Wechselkurs | Exchange rate | Ankündigungseffekt | Announcement effect | Währungsmanagement | Foreign exchange management | Volatilität | Volatility | Börsenkurs | Share price |
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