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Does multinationality matter? : implications of operational hedging for the exchange risk exposure

Choe, Chong-mu; Jiang, Cao - In: Journal of banking & finance 33 (2009) 11, pp. 1973-1982

Persistent link: https://www.econbiz.de/10003892137

Recognition of foreign exchange risk in the Japanese stock market

Choe, Chong-mu; Hiraki, Takato; Takezawa, Nobuya - In: The Japanese finance : corporate finance and capital …, (pp. 461-478). 2003

Persistent link: https://www.econbiz.de/10002949685

The Asian exposure of US firms : operational and risk management strategies

Choe, Chong-mu; Kim, Yong-Cheol - In: Pacific-Basin finance journal 11 (2003) 2, pp. 121-138

Persistent link: https://www.econbiz.de/10001758256

Derivative exposure and the interest rate and exchange rate risks of US banks

Choe, Chong-mu - In: Journal of financial services research : JFSR 12 (1997) 2, pp. 267-286

Persistent link: https://www.econbiz.de/10001233694

Is foreign exchange risk priced in the Japanese stock market?

Choe, Chong-mu - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 3, pp. 361-382

Persistent link: https://www.econbiz.de/10001251499

The performance of NDF carry trades

Doukas, John A.; Zhang, Hao - In: Journal of international money and finance 36 (2013), pp. 172-190

Persistent link: https://www.econbiz.de/10009768544

Exchange rate exposure at the firm and industry level

Doukas, John A.; Hall, Patricia H.; Lang, Larry H. P. - In: Financial markets, institutions & instruments 12 (2003) 5, pp. 291-346

Persistent link: https://www.econbiz.de/10001857312

Does Multinationality Matter? Implications of Operational Hedging for the Exchange Risk Exposure

Choi, Jongmoo Jay - 2014

An important issue in global corporate risk management is whether the multinationality of a firm matters in terms of its effect on exchange risk exposure. In this paper, we examine the exchange risk exposure of U.S. firms during 1983-2006, comparing multinational and non-multinational firms and...

Persistent link: https://www.econbiz.de/10013070746

The Performance of NDF Carry Trades

Doukas, John A. - 2013

This paper investigates the performance of carry trade strategies for currencies with non-deliverable forward (NDF) contracts. We find that carry trades for currencies with NDF contracts are associated with higher Sharpe ratios compared to carry trades for currencies with deliverable forward...

Persistent link: https://www.econbiz.de/10013083923

The performance of NDF carry trades

Doukas, John A.; Zhang, Hao - In: Journal of International Money and Finance 36 (2013) C, pp. 172-190

Persistent link: https://www.econbiz.de/10010869448