Exporters' exposures to currencies: beyond the loglinear model

DOI10.1093/ROF/RFV040MaRDI QIDQ4555595zbMATH OpenOpenAlexFDO

Authors

Publication date 20 November 2018

Published in Review of Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/rof/rfv040

zbMATH Keywords

exporters' equity exposureexposure to currenciesreal-option-style model

Mathematics Subject Classification ID

Trade models (91B60) Corporate finance (dividends, real options, etc.) (91G50)

Recommendations

• Exchange rate exposure and firm dynamics
• How do different exporters react to exchange rate changes?
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• Export and strategic currency hedging
• scientific article; zbMATH DE number 1260470

Cited in

(6)

• A two-regime model of exports: U. K. manufactures, 1980-1996
• Implied betas for the Frankel-Wei regression framework
• Imports, exports, dollar exposures, and stock returns
• EXPORT AND HEDGING DECISIONS UNDER CORRELATED REVENUE AND EXCHANGE RATE RISK
• How do different exporters react to exchange rate changes?
• Exchange rate exposure and firm dynamics

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