Search Results - subject:"Asymmetric exposure"

Foreign exchange rate exposure: Evidence from Canada

Al-Shboul, Mohammad; Anwar, Sajid - In: Review of Financial Economics 23 (2014) 1, pp. 18-29

-GFC sub-samples. We also find weak evidence of an asymmetric exposure sign effect on stock returns in the full and pre … and nonlinear exposure and (iii) it makes use of the sign and size bias tests to investigate the presence of asymmetric … exposure. In general, we find some evidence of linear and nonlinear exposure in the full sample as well as in the pre and post …

Persistent link: https://www.econbiz.de/10010744318

Foreign exchange rate exposure : evidence from Canada

Al-Shboul, Mohammad; Anwar, Sajid - In: Review of financial economics : RFE 23 (2014) 1, pp. 18-29

Persistent link: https://www.econbiz.de/10010442639

No puzzle : the foreign exchange exposure of Australian firms

Baur, Dirk G.; Miyakawa, Isaac - In: International review of financial analysis 32 (2014), pp. 13-22

Persistent link: https://www.econbiz.de/10010461355

Foreign currency derivative use and shareholder value

Belghitar, Yacine; Clark, Ephraim; Mefteh, Salma - In: International Review of Financial Analysis 29 (2013) C, pp. 283-293

This paper investigates the effect of foreign currency (FC) derivative use on shareholder value. Exposures are broken down by currency, by whether the currency is appreciating or depreciating and by whether exposures are symmetric or asymmetric. We find that derivatives are effective in reducing...

Persistent link: https://www.econbiz.de/10010741750

Foreign currency derivative use and shareholder value

Belghitar, Yacine; Clark, Ephraim; Mefteh, Salma - Université Paris-Dauphine (Paris IX) - 2013

Persistent link: https://www.econbiz.de/10010707997

Foreign currency derivative use and shareholder value

Belghitar, Yacine; Clark, Ephraim; Mefteh, Salma - In: International review of financial analysis 29 (2013), pp. 283-293

Persistent link: https://www.econbiz.de/10010244931

Exchange rate exposure in the pre- and post-Euro periods: evidence from Finland

Koutmos, Gregory; Knif, Johan - In: The European Journal of Finance 17 (2011) 8, pp. 661-674

This paper investigates asymmetric as well as first- and second-moment exchange rate exposure of the Finnish stock exchange (FSE) during the pre- and post-Euro periods. There is evidence of significant market-level and residual exchange rate exposure in the pre-Euro period. In the period,...

Persistent link: https://www.econbiz.de/10009276916

Exchange rate exposure in the pre- and post-Euro periods : evidence from Finland

Koutmos, Gregory; Knif, Johan - In: The European journal of finance 17 (2011) 7/8, pp. 661-674

Persistent link: https://www.econbiz.de/10009509838