Al-Shboul, Mohammad; Anwar, Sajid - In: Review of Financial Economics 23 (2014) 1, pp. 18-29
Using weekly data from 2003 to 2011, this paper examines the presence of exchange rate exposure in thirteen Canadian industry sectors. This study contributes to the literature in a number of ways: (i) it considers the presence of exposure not only in the full sample but also in the pre and...