Imports, exports, dollar exposures, and stock returns

DOI10.1007/S11079-015-9362-ZzbMATH Open1412.91090OpenAlexW3123157710MaRDI QIDQ2416166FDOQ2416166

Authors: Suparna Chakraborty, Yi Tang, Liuren Wu 

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

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zbMATH Keywords

stock returnsimportsexportscurrency risk premiumdollar risk exposure

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (1)

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

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