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Exchange rate uncertainty and firm profitability

Baum, Christopher F.; Caglayan, Mustafa; Barkoulas, John T. - In: Journal of macroeconomics 23 (2001) 4, pp. 565-576

Persistent link: https://www.econbiz.de/10001621975

Exchange rate effects on the volume and variability of tade flows

Barkoulas, John T.; Baum, Christopher F.; Caglayan, Mustafa - In: Journal of international money and finance 21 (2002) 4, pp. 481-496

Persistent link: https://www.econbiz.de/10001676622

Persistent dependence in foreign exchange rates? : A reexamination

Barkoulas, John T.; Baum, Christopher F.; Caglayan, Mustafa - In: Global financial markets : issues and strategies, (pp. 153-164). 2004

Persistent link: https://www.econbiz.de/10002569538

Exchange Rate Uncertainty and Firm Profitability

Baum, Christopher F.; Caglayan, Mustafa O.; Barkoulas, … - 2001

This paper investigates the effects of permanent and transitory components of the exchange rate on firms' profitability under imperfect information. Utilizing a signal extraction framework, we show that the variances of these components of the exchange rate process will have indeterminate...

Persistent link: https://www.econbiz.de/10014130619