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Year of publication
Subject
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Währungsrisiko 3,058 Exchange rate risk 2,846 Theorie 851 Theory 842 Wechselkurs 705 Exchange rate 680 Währungsmanagement 520 Foreign exchange management 515 Welt 493 World 493 Hedging 491 Schätzung 467 Estimation 465 Risikoprämie 444 Risk premium 442 Risikomanagement 303 Devisenmarkt 293 Foreign exchange market 280 Volatilität 280 Volatility 275 Capital income 261 Kapitaleinkommen 261 USA 254 United States 253 Currency speculation 236 Währungsspekulation 236 Portfolio selection 235 Portfolio-Management 235 exchange rate risk 234 Risiko 208 Risk 199 Risk management 197 Währungsderivat 197 Currency derivative 194 Multinationales Unternehmen 190 CAPM 181 Schwellenländer 175 Emerging economies 174 Transnational corporation 162 Börsenkurs 151
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Online availability
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Free 1,218 Undetermined 480
Type of publication
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Book / Working Paper 1,827 Article 1,484 Other 2
Type of publication (narrower categories)
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Article in journal 1,306 Aufsatz in Zeitschrift 1,306 Graue Literatur 664 Non-commercial literature 664 Working Paper 638 Arbeitspapier 619 Hochschulschrift 144 Aufsatz im Buch 116 Book section 116 Thesis 92 Dissertation u.a. Prüfungsschriften 49 Lehrbuch 26 Textbook 25 Bibliografie enthalten 24 Bibliography included 24 Collection of articles of several authors 20 Sammelwerk 20 Collection of articles written by one author 17 Sammlung 17 Aufsatzsammlung 11 Conference paper 11 Konferenzbeitrag 11 Glossar enthalten 10 Glossary included 10 Konferenzschrift 9 Case study 6 Fallstudie 6 Amtsdruckschrift 3 Conference proceedings 3 Government document 3 Handbook 3 Handbuch 3 Universitätsschrift 3 Amtliche Publikation 2 Article 2 Aufgabensammlung 2 Einführung 2 Festschrift 2 Guidebook 2 Ratgeber 2
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Language
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English 2,793 German 272 Undetermined 188 Spanish 23 French 10 Polish 7 Italian 5 Portuguese 5 Lithuanian 2 Dutch 2 Ukrainian 2 Bulgarian 1 Danish 1 Finnish 1 Croatian 1 Swedish 1 Chinese 1
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Author
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Broll, Udo 105 Wahl, Jack E. 35 Verdelhan, Adrien 31 Kit, Pong Wong 27 Sarno, Lucio 24 Eckwert, Bernhard 22 Ongena, Steven 19 Rey, Hélène 19 Lustig, Hanno 18 Brown, Martin 17 Hau, Harald 17 Bartram, Söhnke M. 16 Bernoth, Kerstin 16 Belke, Ansgar 14 Tesar, Linda L. 14 Faff, Robert W. 13 Shimizu, Junko 13 Hassan, Tarek A. 12 Londono, Juan M. 12 McAleer, Michael 12 Sercu, Piet 12 Bahmani-Oskooee, Mohsen 11 Bergin, Paul R. 11 Burnside, Craig 11 Entorf, Horst 11 Guesmi, Khaled 11 Hagen, Jürgen von 11 Harvey, Campbell R. 11 Schmeling, Maik 11 Thorbecke, Willem 11 Bodnar, Gordon M. 10 Caballero, Ricardo J. 10 Friberg, Richard 10 Goldberg, Linda S. 10 Koibuchi, Satoshi 10 O'Brien, Thomas J. 10 Obstfeld, Maurice 10 Wessel, Christoph 10 Farhi, Emmanuel 9 Funke, Michael 9
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Institution
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International Monetary Fund (IMF) 116 National Bureau of Economic Research 57 International Monetary Fund 42 Fakultät Wirtschaftswissenschaften, Technische Universität Dresden 6 Fachbereich Wirtschaftswissenschaften, Universität Konstanz 5 Institut de Préparation à l'Administration et à la Gestion (IPAG) 5 Ekonomiska forskningsinstitutet <Stockholm> 4 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 National Institute of Economic and Social Research 3 Springer Fachmedien Wiesbaden 3 Basel Committee on Banking Supervision 2 Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio> 2 Department of Economics, University of Connecticut 2 Finance Discipline Group, Business School 2 Helmut-Schmidt-Universität 2 Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät 2 Massachusetts Institute of Technology / Department of Economics 2 Research Seminar in International Economics 2 Tilburg University, Center for Economic Research 2 İktisat Bölümü, Bilkent Üniversitesi 2 Asociación Española de Economía y Finanzas Internacionales - AEEFI 1 Associazione Tesorieri Istituzioni Creditizie 1 Banca d'Italia 1 Banco Central do Brasil 1 Bank for International Settlements (BIS) 1 Bank für Internationalen Zahlungsausgleich / Consultative Group of Directors of Operations 1 Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung 1 Birmingham Business School 1 Bundesverband Investment- und Asset-Management 1 C.E.P.R. Discussion Papers 1 CESifo 1 CESifo Venice Summer Institute Conference <16, 2015, Venedig> 1 CFA Institute <Charlottesville, Va.> 1 Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) 1 Center for European, Governance and Economic Development Research (CeGE), Wirtschaftswissenschaftliche Fakultät 1 Center for Globalization and Europeanization of the Economy (CeGE), Georg-August-Universität 1 Centro Internacional Carlos V 1 Chambre de commerce et d'industrie de Paris 1 Charles H. Dyson School of Applied Economics and Management, Cornell University 1 China Economics and Management Academy, Central University of Finance and Economics (CUFE) 1
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Published in...
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IMF Working Papers 71 Journal of international money and finance 68 NBER working paper series 57 Working paper / National Bureau of Economic Research, Inc. 49 NBER Working Paper 44 IMF Staff Country Reports 36 Journal of banking & finance 35 Journal of multinational financial management 34 Discussion paper / Centre for Economic Policy Research 32 Journal of international financial markets, institutions & money 29 International review of economics & finance : IREF 25 Discussion papers / CEPR 22 Economic modelling 21 The European journal of finance 18 Emerging markets review 17 Applied economics 15 CESifo working papers 15 IMF working paper 15 Journal of financial economics 15 International finance discussion papers 14 International review of financial analysis 14 Dresden discussion paper series in economics 13 Global finance journal 13 Dresden Discussion Paper Series in Economics 12 Europäische Hochschulschriften / 5 12 Journal of empirical finance 12 Journal of international economics 12 Research in international business and finance 12 SNB working papers 12 European financial management : the journal of the European Financial Management Association 11 Open economies review 11 The American economic review 11 Working paper 11 Working paper series / European Central Bank 11 Applied financial economics 10 IMF Occasional Papers 10 Pacific-Basin finance journal 10 Research paper series / Swiss Finance Institute 10 The North American journal of economics and finance : a journal of financial economics studies 10 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 9
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Source
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ECONIS (ZBW) 2,943 RePEc 219 USB Cologne (EcoSocSci) 127 EconStor 22 BASE 2
Showing 1 - 50 of 3,313
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Optimal cross-currency mortgage decisions
Lütkebohmert-Holtz, Eva; Falk, Thorsten; Zhu, Tianjiao - In: International journal of theoretical and applied … 25 (2022) 3, pp. 1-31
Persistent link: https://ebtypo.dmz1.zbw/10013371057
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Export under risk and expectation dependence
Broll, Udo; Pelster, Matthias; Kit, Pong Wong - 2021
Abstracting from self-protection and self-insurance e ects of export produc-tion choices, exporting rms usually have access to a number of risk sharingmarkets that have an efficient risk management role. Two of the most strikingresults achieved from the existence of risk sharing markets are the...
Persistent link: https://ebtypo.dmz1.zbw/10012514017
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Exchange rate risk and sovereign debt risk in South Africa : a regime dependent approach
Manguzvane, Mathias Mandla; Biyase, Mduduzi - 2023
Persistent link: https://ebtypo.dmz1.zbw/10013553306
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The term structure of currency futures' risk premia
Bernoth, Kerstin; Hagen, Jürgen von; Vries, Casper G. de - In: Journal of money, credit and banking : JMCB 54 (2022) 1, pp. 5-38
Persistent link: https://ebtypo.dmz1.zbw/10012819558
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Chinese exchange rate policy : lessons for global investors
Melvin, Michael; Westermann, Frank - In: Journal of money, credit and banking : JMCB 54 (2022) 1, pp. 145-168
Persistent link: https://ebtypo.dmz1.zbw/10012819573
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Sparse and stable international portfolio optimization and currency risk management
Burkhardt, Raphael; Ulrych, Urban - 2022 - This Version: January 2022
This paper introduces a sparse and stable optimization approach for a multi-currency asset allocation problem. We study the benefits of joint optimization of assets and currencies as opposed to the standard industry practice of managing currency risk via so-called currency overlay strategies. In...
Persistent link: https://ebtypo.dmz1.zbw/10012800968
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Firm export dynamics and the exchange rate: a quantitative exploration
Lopez-Martin, Bernabe - 2022
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Quantifying foreign exchange risk in the selected listed sectors of the Johannesburg Stock Exchange : an SV-EVT pairwise copula approach
Eita, Joel Hinaunye; Djemo, Charles Raoul Tchuinkam - In: International Journal of Financial Studies : open … 10 (2022) 2, pp. 1-29
This paper attempted to apply an EVT-based pairwise copula method for modelling risk interaction between foreign exchange rates and equity indices of the Johannesburg Stock Exchange (JSE) and to model the dependence structure of the underlying assets with some selected listed stock indices. We...
Persistent link: https://ebtypo.dmz1.zbw/10013252765
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FX liquidity risk and carry trade premia
Söderlind, Paul; Somogyi, Fabricius - 2022
The foreign exchange (FX) market is considered to be the largest and presumably most liquid financial market in the world. We show that even in this market exposure to liquidity risk commands a non-trivial risk premium of up to 3.6% per annum. In particular, systematic and currency-specific...
Persistent link: https://ebtypo.dmz1.zbw/10013252868
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The cost of foreign-currency lending
Delēs, Manthos D.; Politsidis, Panagiotis N.; Sarno, Lucio - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013188204
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Why does currency denomination in external liabilities of small island developing states matter? : evidence from Fiji
Jain, Devendra Kumar; Rup Singh; Kumar, Henali; Kumar, … - In: Asia & the Pacific policy studies 9 (2022) 3, pp. 447-464
Persistent link: https://ebtypo.dmz1.zbw/10013472004
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Time and frequency dependency of foreign exchange rates and country risk : evidence from Turkey
Kirikkaleli, Derviş; Kartal, Mustafa Tevfik; Adebayo, … - In: Bulletin of monetary economics and banking 25 (2022) 1, pp. 37-54
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Can time-varying currency risk hedging explain exchange rates?
Bräuer, Leonie; Hau, Harald - 2022
Over the last decade foreign bond portfolio positions in US dollar assets have risen above the reciprocal US investor positions in foreign currencies. In periods of increased economic uncertainty, institutional investors hedge their international bond positions, which creates a net hedging...
Persistent link: https://ebtypo.dmz1.zbw/10013440410
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Portrait of equity risk premium in Indonesia capital market period 1990-2022
Arifin, Zaenal - In: International Journal of Research in Business and … 11 (2022) 7, pp. 152-159
Persistent link: https://ebtypo.dmz1.zbw/10013445263
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India's external commercial borrowings : determinants and optimal hedge ratio
Ranjeev - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013399884
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Global portfolio rebalancing and exchange rates
Costa Neto, Nelson Camanho da; Hau, Harald; Rey, Hélène - In: The review of financial studies 35 (2022) 11, pp. 5228-5274
Persistent link: https://ebtypo.dmz1.zbw/10013400164
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Determinants of the exchange rate, its volatility and currency crash risk in Africa's low and lower middle-income countries
Okot, Anjelo; Kaltenbrunner, Annina; Perez Ruiz, Daniel - 2022
This paper investigates the determinants of nominal exchange rates, their volatility, and crash risk in Africa's lower and lower-middle income countries (LLMICs). It combines macro-panel estimations for 15 African LLMICs with floating or lightly managed exchange rates, with insights from 13...
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Persistent link: https://ebtypo.dmz1.zbw/10013393445
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Dynamic asymmetric effect of currency risk pricing of exchange rate on equity markets : a regime-switching based C-Vine copulas method
Mudiangombe, Benjamin; Muteba Mwamba, John - In: International Journal of Financial Studies : open … 10 (2022) 3, pp. 1-30
This paper investigates whether currency risk is priced differently in the different sectors (industrial, financial, and basic materials) of equity markets in a sample of developed United States of America (USA) and developing economies (Brazil, India, Poland, and South Africa). The paper makes...
Persistent link: https://ebtypo.dmz1.zbw/10013368440
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World oil prices and exchange rates on Islamic banking risks
Ryandono, Muhamad Nafik Hadi; Imron, Mochamad Ali; … - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 4, pp. 409-413
Persistent link: https://ebtypo.dmz1.zbw/10013370524
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The dominant currency financing channel of external adjustment
Casas, Camila; Meleshchuk, Sergii; Timmer, Yannick - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013268001
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Risk capacity, portfolio choice and exchange rates
Hofmann, Boris; Shim, Ilhyock; Shin, Hyun Song - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013327233
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Investigating how exchange rates affected the Japanese economy after the advent of Abenomics
Thorbecke, Willem - In: Asia and the global economy : AGE 2 (2022) 1, pp. 1-10
News of aggressive monetary easing by the Bank of Japan in late 2012 contributed to a 45 percent depreciation of the Japanese yen relative to the U.S. dollar. This paper investigates how the depreciation affected the Japanese economy. Exports responded much less than predicted, especially for...
Persistent link: https://ebtypo.dmz1.zbw/10013334711
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Sweetness by the pound : sugar and currency correlations in pre-Brexit UK prices
Cicchetti, Chase Christopher - In: Borsa Istanbul Review 22 (2022) 2, pp. 400-408
In observing British pound spot prices and European sugar import prices over the 2004–2016 period, an unusually strong currency-commodity correlation is detected and statistically validated. This correlation is the result of a single firm dominating European refining, effectively fixing the...
Persistent link: https://ebtypo.dmz1.zbw/10013184332
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US dollar dominance in Asia's trade invoicing
Mercado, Rogelio V. <Jr.>; Jacildo, Ryan; Basu Das, Sanchita - 2022
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Foreign Exchange Order Flow as a Risk Factor
Burnside, A. Craig; Cerrato, Mario; Zhang, Zhekai - 2022
This paper proposes a set of novel pricing factors for currency returns that are motivated by microstructure models. In so doing, we bring two strands of the exchange rate literature, namely market-microstructure and risk-based models, closer together. Our novel factors use order flow data to...
Persistent link: https://ebtypo.dmz1.zbw/10013291553
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Firm Foreign Activity and Exchange Rate Risk
Akbari, Amir; Carrieri, Francesca - 2022
Globally focused firms are the drivers of foreign exchange rate (FX) risk. Among the risk of the G10 currencies, the comovements with the largest currencies are the most important of the postulated risk factors. Firms’ exposure to FX risk is time-varying, is larger with respect to the home...
Persistent link: https://ebtypo.dmz1.zbw/10013293748
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Original Sin Dissipation and Currency Exposures in Emerging Markets
Han, Bada - 2022
In this paper, I construct a dataset, which measures the external liability composition of emerging market economies in different instruments and currencies. Thus, the dataset shows, with reasonable precision, the original sin dissipation in emerging markets since the early-2000s and accordingly...
Persistent link: https://ebtypo.dmz1.zbw/10013293990
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Original Sin Dissipation and Currency Exposures in Emerging Markets
Han, Bada - 2022
In this paper, I construct a dataset, which measures the external liability composition of emerging market economies in different instruments and currencies. Thus, the dataset shows, with reasonable precision, the original sin dissipation in emerging markets since the early 2000s and accordingly...
Persistent link: https://ebtypo.dmz1.zbw/10013294445
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The Broad Dollar Exchange Rate as an EME Risk Factor
Hofmann, Boris; Park, Taejin - 2022
US dollar appreciation is associated with a darkening of the economic outlook for emerging market economies (EMEs). Using data from 21 EMEs, we find that a 1 percentage point (ppt) appreciation shock to the dollar against a broad basket of currencies dampens the growth outlook by over 0.3 ppt...
Persistent link: https://ebtypo.dmz1.zbw/10013295213
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How Does Currency Risk Impact Firms? New Evidence from Bank Loan Contracts
Bergbrant, Mikael C.; Francis, Bill B.; Hunter, Delroy M. - 2022
We use unique features of the private credit market to examine whether currency risk is a priced systematic risk at the firm level and, therefore, whether and how it affects firms’ financing. We find that currency exposure has a large impact on loan spreads. Decomposing loan spreads, we find...
Persistent link: https://ebtypo.dmz1.zbw/10013295621
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Risk capacity, portfolio choice and exchange rates
Hofmann, Boris; Shim, Ilhyock; Shin, Hyun Song - 2022
We lay out a model of risk capacity for global portfolio investors in which swings in exchange rates can affect their risk-taking capacity in a Value-at-Risk framework. Exchange rate fluctuations induce shifts in portfolio holdings of global investors, even in the absence of currency mismatches...
Persistent link: https://ebtypo.dmz1.zbw/10013306223
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Why Do Emerging Economies Borrow in Foreign Currency? The Role of Exchange Rate Risk
Lee, Annie Soyean - 2022
Borrowing in foreign currency has historically induced a large currency mismatch on emerging economies' balance sheets, leading to financial instability and economic crises. Nonetheless, emerging market sovereigns still borrow a substantial amount in foreign currency. In fact, in this paper, we...
Persistent link: https://ebtypo.dmz1.zbw/10013312397
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Optimal Bond Holding Dynamics with Hedging Motives Against Real Exchange Rate Risks
Kim, Kyounghun; Lim, Sanho; Kim, Sunghyun Henry - 2022
This study examines optimal bond holding dynamics using a two-country DSGE model with two bonds. Unlike previous studies focusing on steady-state properties of optimal bond holdings, we solve the model by employing a third-order approximation method and show how optimal bond holdings respond...
Persistent link: https://ebtypo.dmz1.zbw/10013405225
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How to deal with exchange rate risk in infrastructure and other long-lived projects
Castro, Luciano I. de; Frischtak, Cláudio R.; … - International Growth Centre <London> - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013454672
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Foreign currency exposure and the financial channel of exchange rates
Anaya Longaric, Pablo Andrés - 2022
Exchange rate movements affect the economy through changes in net exports, i.e. the trade channel, and through valuation changes in assets and liabilities denominated in foreign currencies, i.e. the financial channel. In this paper, I investigate the macroeconomic and financial effects of U.S....
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Persistent link: https://ebtypo.dmz1.zbw/10013390993
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Sovereign Credit and Exchange Rate Risks : Evidence from Asia-Pacific Local Currency Bonds
Chernov, Mikhail; Creal, Drew; Hördahl, Peter - 2022
We study the dynamic properties of sovereign bonds in emerging markets and their associated risk premiums. We focus on the properties of credit spreads, exchange rates, and their interaction. Relying on the term structure of local currency bonds issued by Asia-Pacific sovereigns, we find that...
Persistent link: https://ebtypo.dmz1.zbw/10013492630
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The Economics of Currency Risk
Hassan, Tarek A.; Zhang, Tony - 2022
This article reviews the literature on currency and country risk with a focus on its macroeconomic origins and implications. A growing body of evidence shows countries with safer currencies enjoy persistently lower interest rates and a lower required return to capital. As a result, they...
Persistent link: https://ebtypo.dmz1.zbw/10013403751
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Technology Diffusion and Currency Risk Premia
Cui, Min; Filippou, Ilias; Liu, Siming - 2022
This paper identifies a unique dimension of currency carry trade related to the intensity of technology spillover across countries. In the data, technology diffusion is measured by the R\&D ingredient embodied in manufactured goods imports. Empirical evidence shows that the difference in the...
Persistent link: https://ebtypo.dmz1.zbw/10013404716
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Controlled currency regime and pricing of exchange rate risk : evidence from China
Hua, Xiuping; Huang, Wei; Jiang, Ying - In: Journal of accounting, auditing & finance : JAAF 37 (2022) 1, pp. 39-76
Persistent link: https://ebtypo.dmz1.zbw/10012794264
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Foreign currency invoicing of domestic transactions as a hedging strategy : evidence for Uruguay
Licandro Ferrando, Gerardo; Mello Costa, Miguel - In: Journal of applied economics 22 (2019) 1, pp. 622-634
This study is an empirical analysis of the factors associated with the use of the US dollar for the invoicing of domestic transactions, which is a common practice of Uruguayan firms. Using a novel dataset we find that both the input and debt structure of firms are relevant for determining their...
Persistent link: https://ebtypo.dmz1.zbw/10012157457
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Export under risk and expectation dependence
Broll, Udo; Pelster, Matthias; Kit, Pong Wong - 2021
Abstracting from self-protection and self-insurance e ects of export produc-tion choices, exporting rms usually have access to a number of risk sharingmarkets that have an efficient risk management role. Two of the most strikingresults achieved from the existence of risk sharing markets are the...
Persistent link: https://ebtypo.dmz1.zbw/10012518032
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Dynamic currency hedging with ambiguity
Polak, Pawel; Ulrych, Urban - 2021 - This version: August 2021
Persistent link: https://ebtypo.dmz1.zbw/10012614590
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Mandatory governance reform and corporate risk management
Hege, Ulrich; Huston, Elaine; Laing, Elaine - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012614596
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The shock absorbing role of cross-border investments : net positions versus currency composition
Bénétrix, Agustín; Demirölmez, Beren; Schmitz, Martin - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012821136
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Efecto del riesgo de tipo de cambio en la rentabilidad de los bonos soberanos en Colombia
Vargas-Páez, Andrea Carolina; Ardila-Dueñas, Carlos David - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012804480
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The shock absorbing role of cross-border investments : net positions versus currency composition
Bénétrix, Agustín; Demirölmez, Beren; Schmitz, Martin - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012880406
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Sovereign credit and exchange rate risks : evidence from Asia-Pacific local currency bonds
Chernov, Mikhail; Creal, Drew; Hördahl, Peter - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012483506
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Uncertainty network risk and currency returns
Babiak, Mykola; Baruník, Jozef - 2021
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Currency Hedging : Managing Cash Flow Exposure
Alfaro, Laura; Calani, Mauricio; Varela, Liliana - National Bureau of Economic Research - 2021
Foreign currency derivative markets are among the largest in the world, yet their role in emerging markets is relatively understudied. We study firms' currency risk exposure and their hedging choices by employing a unique dataset covering the universe of FX derivatives transactions in Chile...
Persistent link: https://ebtypo.dmz1.zbw/10012585394
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The valuation effects of trade
Barbiero, Omar - 2021 - This version: September 2021
This paper estimates the cash flow and real effects of currency mismatches generated by foreign-priced operations of French manufacturers. The value of transactions invoiced in foreign currencies is twice as sensitive to exchange rates as the value of transactions invoiced in the domestic...
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