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  • Search: subject:"Exposure puzzle"
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Year of publication
Subject
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Exchange rate risk 9 Währungsrisiko 9 Exchange rate 7 Wechselkurs 7 Börsenkurs 5 Share price 5 Estimation 4 Schätzung 4 Volatility 4 Volatilität 4 ARCH model 3 ARCH-Modell 3 Change in Exchange Rates 3 Exchange Rate Exposure 3 Exchange Rate Volatility 3 Exposure Puzzle 3 Exposure puzzle 3 Foreign exchange management 3 Hedging 3 Stock Price 3 Währungsmanagement 3 Capital income 2 Currency exposure 2 East Asia 2 Exchange rate exposure 2 Exchange rate exposure puzzle 2 FX exposure puzzle 2 Foreign exchange (FX) exposure 2 Japan 2 Kapitaleinkommen 2 Missing variable bias 2 Multinationales Unternehmen 2 Ostasien 2 Quantile regression 2 Transnational corporation 2 Aktienmarkt 1 Asymmetric FX exposure 1 Asymmetric GARCH model 1 Asymmetric exchange rate exposure 1 Cash Flow 1
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Online availability
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Undetermined 8 Free 2
Type of publication
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Article 11
Type of publication (narrower categories)
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Article in journal 9 Aufsatz in Zeitschrift 9 Article 1
Language
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English 10 Undetermined 1
Author
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Lee, Jeong Wook 4 Ahn, Sunghee 3 Kang, Sam-mo 3 Du, Ding 2 Krapl, Alain A. 2 Tai, Chu-sheng 2 Zhao, Xiaobing 2 Abdul Aziz Karia 1 Imbarine Bujang 1 Jaratin Lily 1 Kang, Sammo 1 Kim, Soyoung 1 Mori Kogid 1 Ng, Pin 1 Ng, Pin T. 1
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Published in...
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East Asian economic review 2 Managerial finance 2 The journal of corporate finance : contracting, governance and organization 2 East Asian Economic Review (EAER) 1 Eurasian business review 1 Global economic review 1 Review of Quantitative Finance and Accounting 1 Review of quantitative finance and accounting 1
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Source
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ECONIS (ZBW) 9 EconStor 1 RePEc 1
Showing 1 - 10 of 11
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Is the exchange rate exposure puzzle really a puzzle? : international evidence
Tai, Chu-sheng - In: Managerial finance 50 (2024) 8, pp. 1444-1461
Persistent link: https://www.econbiz.de/10015049433
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On resolving exchange rate exposure puzzle : evidence from Chinese stock market
Tai, Chu-sheng - In: Managerial finance 48 (2022) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10012798512
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Estimating Exchange Rate Exposure over Various Return Horizons: Focusing on Major Countries in East Asia
Lee, Jeong Wook; Ahn, Sunghee; Kang, Sammo - In: East Asian Economic Review (EAER) 20 (2016) 4, pp. 469-491
for exposure to exchange rate itself. Taken as a whole, our findings suggest that the so-called "exposure puzzle" may be a …
Persistent link: https://www.econbiz.de/10015397938
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Cover Image
Estimating exchange rate exposure over various return horizons : focusing on major countries in East Asia
Lee, Jeong Wook; Ahn, Sunghee; Kang, Sam-mo - In: East Asian economic review 20 (2016) 4, pp. 469-491
for exposure to exchange rate itself. Taken as a whole, our findings suggest that the so-called "exposure puzzle" may be a …
Persistent link: https://www.econbiz.de/10011765037
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The time-varying diversifiability of corporate foreign exchange exposure
Krapl, Alain A. - In: The journal of corporate finance : contracting, … 65 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012424278
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Exchange rate exposure revisited in Malaysia : a tale of two measures
Jaratin Lily; Imbarine Bujang; Abdul Aziz Karia; Mori Kogid - In: Eurasian business review 8 (2018) 4, pp. 409-435
Persistent link: https://www.econbiz.de/10011925013
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Asymmetric foreign exchange cash flow exposure : a firm-level analysis
Krapl, Alain A. - In: The journal of corporate finance : contracting, … 44 (2017), pp. 48-72
Persistent link: https://www.econbiz.de/10011751934
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Reexamining the exchange rate exposure puzzle by classifying exchange rate risks into two types
Kang, Sam-mo; Kim, Soyoung; Lee, Jeong Wook - In: Global economic review 45 (2016) 2, pp. 116-133
Persistent link: https://www.econbiz.de/10011565902
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Cover Image
Estimating exchange rate exposure over various return horizons : focusing on major countries in East Asia
Lee, Jeong Wook; Ahn, Sunghee; Kang, Sam-mo - In: East Asian economic review 20 (2016) 4, pp. 469-491
Persistent link: https://www.econbiz.de/10011613452
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Measuring currency exposure with quantile regression
Du, Ding; Ng, Pin; Zhao, Xiaobing - In: Review of Quantitative Finance and Accounting 41 (2013) 3, pp. 549-566
In this paper, we explore an alternative explanation of the exposure puzzle, the missing variable bias in previous …
Persistent link: https://www.econbiz.de/10010989620
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