Imports, exports, dollar exposures, and stock returns

DOI10.1007/S11079-015-9362-ZMaRDI QIDQ2416166zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

stock returnsimportsexportscurrency risk premiumdollar risk exposure

Mathematics Subject Classification ID

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

Recommendations

• Exchange rate variability and the flow of international trade
• Export price responses to exogenous exchange rate movements
• Exporters' exposures to currencies: beyond the loglinear model
• Exchange rate exposure and firm dynamics

Cites work

• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Common risk factors in the returns on stocks and bonds
• 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

Cited in

(1)

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

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