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The response of multinationals’ foreign exchange rate exposure to macroeconomic news
Boudt, Kris; Neely, Christopher J.; Sercu, Piet; … - In: Journal of international money and finance 94 (2019), pp. 32-47
Persistent link: https://www.econbiz.de/10012135140
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The response of multinationals' foreign exchange rate exposure to macroeconomic news
Boudt, Kris; Neely, Christopher J.; Secru, Piet; … - 2017 - This version: July 20, 2017
Persistent link: https://www.econbiz.de/10011695566
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Supplementary Appendix to : The Response of Multinationals’ Foreign Exchange Rate Exposure to Macroeconomic News
Boudt, Kris - 2017
Persistent link: https://www.econbiz.de/10012951313
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The Response of Multinationals’ Foreign Exchange Rate Exposure to Macroeconomic News
Boudt, Kris - 2019
We use intraday data to estimate the daily foreign exchange exposure of U.S. multinationals and show that macroeconomic news affects these firms’ foreign exchange exposure. News creates a substantial shift in the joint distribution of stock and exchange rate returns that has both a...
Persistent link: https://www.econbiz.de/10012901450