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Foreign exchange exposures and asymmetries of exchange rate : Korean economy is highly vulnerable to exchange rate variations
Oh, Seiyeol; Lee, Hyonsok - In: Journal of financial management and analysis : … 17 (2004) 1, pp. 8-21
Persistent link: https://www.econbiz.de/10002506731
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Foreign Exchange Exposures and Asymmetries of Exchange Rate : Korean Economy is Highly Vulnerable to Exchange Rate Variations
Oh, Seiyeol; Lee, Hyonsok - 2005
We examine the impact of the won/dollar and won/yen fluctuations on the returns of the individual firms and their symmetries based on the data from January 5, 1987 to December 28, 2001 in the Korean stock market. Daily data turn out to be a better explanatory power in detecting exchange rate...
Persistent link: https://www.econbiz.de/10014067955
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Volatilidad estocástica del tipo de cambio peso-dólar : el régimen flotante en México
López Herrera, Francisco; Rodríguez Benavides, Domingo; … - In: Investigación económica : revista de la Faculdad de … 70 (2011), pp. 19-50
Persistent link: https://www.econbiz.de/10009305289
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Exchange rate risk premium : an analysis of its determinants for the Mexican Peso-USD
Benavides, Guillermo - 2016
The objective of this paper is to analyze what are the main determinants of the exchange rate risk premium (ERP). The empirical case is conducted for the daily Mexican peso-USD exchange rate for a sample period from 2007 until 2015. According to the results the ERP is influenced by several...
Persistent link: https://www.econbiz.de/10011496736
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Exchange Rate Risk Premium : An Analysis of Its Determinants for the Mexican Peso-USD
Benavides, Guillermo - 2016
The objective of this paper is to analyze what are the main determinants of the exchange rate risk premium (ERP). The empirical case is conducted for the daily Mexican peso-USD for a simple period from 2007 until 2015. According to the results the ERP is influenced by several financial variables...
Persistent link: https://www.econbiz.de/10012987010
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The Canadian-Mexico commodity trade and exchange rate uncertainty : an asymmetric analysis
Bahmani-Oskooee, Mohsen; Harvey, Hanafiah - In: Review of Economic Analysis : REA 15 (2023) 1, pp. 1-28
A previous study assessed asymmetric effects of the real peso-dollar volatility on trade flows between Mexico and the U ….S., two members of the former NAFTA. We now expand that analysis by considering the trade flows between Mexico and Canada … industries to Mexico and 10 out of 21 Mexican industries to Canada were affected asymmetrically. While the export shares of four …
Persistent link: https://www.econbiz.de/10014310202
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Mexico'S Currency Risk Premia in 1992-1994 : A Closer Look At the Interest Rate Differentials
Werner, Alejandro M. - 1996
This paper studies the behavior of interest rate differentials in Mexico during the 1992-94 period. It shows that the …
Persistent link: https://www.econbiz.de/10014398127
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The effect of exchange rate fluctuations on the performance of small and medium sized enterprises : implications for Brexit
Belghitar, Yacine; Clark, Ephraim; Dropsy, Vincent; … - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 399-410
Persistent link: https://www.econbiz.de/10012655510
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Inventories and foreign currency translation requirements : by Kathleen Ranney Bindon
Bindon, Kathleen Ranney - 1983
Persistent link: https://www.econbiz.de/10002315926
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Jumps in foreign exchange rates and stochastic unwinding of carry trades
Nirei, Makoto; Sushko, Vladyslav - In: International review of economics & finance : IREF 20 (2011) 1, pp. 110-127
Persistent link: https://www.econbiz.de/10009304196