Is the exchange rate exposure puzzle really a puzzle? : international evidence
Year of publication: |
2024
|
---|---|
Authors: | Tai, Chu-sheng |
Published in: |
Managerial finance. - Bingley : Emerald, ISSN 1758-7743, ZDB-ID 2047612-7. - Vol. 50.2024, 8, p. 1444-1461
|
Subject: | Asymmetric exchange rate exposure | Exchange rate exposure puzzle | Multivariate GARCH | Währungsrisiko | Exchange rate risk | Wechselkurs | Exchange rate | Börsenkurs | Share price | Welt | World | ARCH-Modell | ARCH model | Schätzung | Estimation | Hedging |
-
Mouna, Aloui, (2016)
-
On resolving exchange rate exposure puzzle : evidence from Chinese stock market
Tai, Chu-sheng, (2022)
-
Volatility timing in CPF investment funds in Singapore : do they outperform non-CPF funds?
Shen, Xiaoyi, (2019)
- More ...
-
International diversification during financial crises
Tai, Chu-Sheng, (2018)
-
Asymmetric currency exposure and currency risk pricing
Tai, Chu-sheng, (2008)
-
On resolving exchange rate exposure puzzle : evidence from Chinese stock market
Tai, Chu-Sheng, (2021)
- More ...