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A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements

Salisu, Afees A.; Isah, Kazeem; Ogbonnaya-Orji, Nnenna - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1220-1239

Persistent link: https://www.econbiz.de/10012815021

Variance risk premium and expected currency return : the story is different at the tails of the distribution

Sahin, Baki Cem - In: Spanish journal of finance & accounting : the official … 50 (2021) 4, pp. 409-422

Persistent link: https://www.econbiz.de/10012649519

The impact of FX exposure on the firm's stock market return

Bondarenko, Mariia; Brůna, Karel - In: European financial and accounting journal : EFAJ 16 (2021) 1, pp. 45-70

their stock market returns. Using the panel regression with macroeconomic and companies' specific factors for 208 European …

Persistent link: https://www.econbiz.de/10012642502

How does trading volume affect financial return distributions?

Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of financial analysis 35 (2014), pp. 190-206

Persistent link: https://www.econbiz.de/10010530243

The higher moments of future earnings

Chang, Woo-Jin; Monahan, Steven J.; Ouazad, Amine; … - In: The accounting review : a publication of the American … 96 (2021) 1, pp. 91-116

Persistent link: https://www.econbiz.de/10012439364

Forecasting VaR and ES in emerging markets : the role of time-varying higher moments

Trung Hai Le - In: Journal of forecasting 43 (2024) 2, pp. 402-414

Persistent link: https://www.econbiz.de/10014475347

Modeling time-varying higher-order conditional moments : a survey

Soltyk, Sylvia J.; Chan, Felix - In: Journal of economic surveys 37 (2023) 1, pp. 33-57

Persistent link: https://www.econbiz.de/10014287767

The empirical performance of option based densities of foreign exchange

Craig, Ben R.; Keller, Joachim G. - 2002

Persistent link: https://www.econbiz.de/10001650407

Wechselkurssensitivitäten deutscher international aktiver Unternehmen

Schieszl, Sven - 2000

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

Higher Moment Exchange Rate Exposure of S&P500 Firms

Bianconi, Marcelo - 2014

We find a robust negative effect of exchange rate volatility on S&P500 company returns. The Consumer Discretionary and … the Consumer Staple sectors have more significant negative exposure to exchange rate volatility than the other sectors … thus supporting the hypothesis that exchange rate volatility affects stock returns through the channel of international …

Persistent link: https://www.econbiz.de/10013049029

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