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Spot exchange rate volatility, uncertain policies and export investment decision of firms : a mean-variance decision approach

Mukherjee, Subhadip; Mukherjee, Soumyatanu; Mishra, Tapas; … - In: The European journal of finance 27 (2021) 8, pp. 752-773

Persistent link: https://www.econbiz.de/10012516131

Dynamic global currency hedging

Christensen, Bent Jesper; Varneskov, Rasmus Tangsgaard - In: Journal of financial econometrics 19 (2021) 1, pp. 97-127

Persistent link: https://www.econbiz.de/10012504315

Time-varying betas of sectoral returns to market returns and exchange rate movements

Karlsson, Hyunjoo Kim; Hacker, Scott - In: Applied financial economics 23 (2013) 13/15, pp. 1155-1168

Persistent link: https://www.econbiz.de/10010204788

Implied betas for the Frankel-Wei regression framework

Kunkler, Michael - In: Economics letters 218 (2022), pp. 1-5

Persistent link: https://www.econbiz.de/10013466507

The application of multivariate GARCH models to turbulent financial markets

Zahnd, Edy - 2002 - Als Ms. gedr.

Persistent link: https://www.econbiz.de/10001659873

Wechselkurssensitivitäten deutscher international aktiver Unternehmen

Schieszl, Sven - 2000

Persistent link: https://www.econbiz.de/10001448897

Cross-sectional return dispersion and currency momentum

Eriksen, Jonas Nygaard - In: Journal of empirical finance 53 (2019), pp. 91-108

Persistent link: https://www.econbiz.de/10012171641

Exchange rate volatility and exports : estimation of firms risk preferences

Broll, Udo; Mukherjee, Soumyatanu; Sensarma, Rudra - 2017

In this companion paper to Broll and Mukherjee (2017), we empirically analyse how exchange rate volatilities affect firms optimal production and exporting decisions. The firms elasticity of risk aversion determines the direction of the impact of exchange rate risk on exports. Based on a flexible...

Persistent link: https://www.econbiz.de/10011638802

Do crude oil, gold and the US dollar contribute to Bitcoin investment decisions? : an ANN-DCC-GARCH approach

Liu, Yadong; Nathee Naktnasukanjn; Tamprasirt, Anukul; … - In: Asian journal of economics and banking : AJEB 8 (2024) 1, pp. 2-18

-GARCH model offers significant input information, including dynamic correlation and volatility, to the ANN. To analyze the data …

Persistent link: https://www.econbiz.de/10014496996

The forecast ability of option-implied densities from emerging markets currencies

Ornelas, José Renato Haas - In: Brazilian review of econometrics : BRE ; the review of … 36 (2016) 1, pp. 133-153

Persistent link: https://www.econbiz.de/10011538981

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