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Der Residualgewinnansatz in der fundamentalen Aktienbewertung : empirische Untersuchungen für den deutschen Aktienmarkt

Jamin, Gösta - 2006

Persistent link: https://www.econbiz.de/10003275528

German exchange rate exposure at DAX and aggregate levels, international trade and the role of exchange rate adjustment costs

Entorf, Horst; Jamin, Gösta - In: German economic review 8 (2007) 3, pp. 344-374

Persistent link: https://www.econbiz.de/10003506959

German stock returns : the dance with the dollar

Entorf, Horst; Jamin, Gösta - 2000

Persistent link: https://www.econbiz.de/10009232854

German exchange rate exposure at DAX and aggregate level, international trade, and the role of exchange rate adjustment costs

Entorf, Horst (contributor); Jamin, Gösta (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001898570

German stock returns : the dance with the Dollar

Entorf, Horst; Jamin, Gösta - 2000

Persistent link: https://www.econbiz.de/10001487120

Dance with the dollar : exchange rate exposure on the German stock market

Entorf, Horst; Jamin, Gösta - 2002

Persistent link: https://www.econbiz.de/10001844503

German exchange rate exposure at DAX and aggregate level, international trade, and the role of exchange rate adjustment costs

Entorf, Horst; Jamin, Gösta - 2003

Persistent link: https://www.econbiz.de/10001984662

The dollar and the German stock market : determination of exposure to and pricing of exchange rate risk using APT-modelling

Entorf, Horst; Jamin, Gösta - 2003

Persistent link: https://www.econbiz.de/10001996988

Dance with the dollar : exchange rate exposure on the German stock market

Entorf, Horst; Jamin, Gösta - 2002

We estimate the Dollar exposure of German DAX corporations. Our results are based on a new time-variant, APT-based and panel econometric extension of the exchange-rate exposure model in the tradition of Adler and Dumas (1984) and Jorion (1990). Our stock market data consist of 28 performance...

Persistent link: https://www.econbiz.de/10011524455

German exchange rate exposure at DAX and aggregate level, international trade, and the role of exchange rate adjustment costs

Entorf, Horst; Jamin, Gösta - 2003

This article analyses value changes of German stock market companies in response to movements of the US dollar. The approach followed in this work extends the standard means of measuring exchange rate exposure in several ways (e.g. by using multi-factor modelling instead of augmented CAPM,...

Persistent link: https://www.econbiz.de/10011524749