Imports, exports, dollar exposures, and stock returns

DOI10.1007/S11079-015-9362-ZzbMath1412.91090OpenAlexW3123157710MaRDI QIDQ2416166

Suparna Chakraborty, Liuren Wu, Yi Tang

Publication date: 23 May 2019

Published in: Open Economies Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11079-015-9362-z

zbMATH Keywords

stock returnsimportsexportscurrency risk premiumdollar risk exposure

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Trade models (91B60)

Related Items (1)

What do deviations from covered interest parity and higher FX hedging costs mean for Asia?

Cites Work

• Exchange rate pass-through in a small open economy: the importance of the distribution sector
• Implications of exchange rate pass-through and nontradable goods for international policy cooperation
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Common risk factors in the returns on stocks and bonds

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