Determinants of corporate foreign exchange risk hedging
Purpose–The purpose of this study is to delineate the factors influencing the use of financial
derivatives by non-financial firms in managing their exchange rate exposure. In total, 219 …
derivatives by non-financial firms in managing their exchange rate exposure. In total, 219 …
The foreign exchange exposure of UK non-financial firms: A comparison of market-based methodologies
We use a sample of 269 UK non-financial firms to study the sensitivity of foreign exchange
exposure, and its determinants, to the different estimation methods. The standard Jorion's …
exposure, and its determinants, to the different estimation methods. The standard Jorion's …
Foreign exchange rate exposure: Evidence from Canada
M Al-Shboul, S Anwar - Review of Financial Economics, 2014 - Elsevier
Using weekly data from 2003 to 2011, this paper examines the presence of exchange rate
exposure in thirteen Canadian industry sectors. This study contributes to the literature in a …
exposure in thirteen Canadian industry sectors. This study contributes to the literature in a …
Exchange Rate and Interest Rate Exposure of UK Industries Using First‐order Autoregressive Exponential GARCH‐in‐mean (EGARCH‐M) Approach
M Olugbode, A El‐Masry, J Pointon - The Manchester School, 2014 - Wiley Online Library
We examine the sensitivity of 31 UK non‐financial industries to exchange and interest rate
exposure from 1990 to 2006 using first‐order autoregressive exponential GARCH‐in‐mean …
exposure from 1990 to 2006 using first‐order autoregressive exponential GARCH‐in‐mean …
A three-factor model investigation of foreign exchange-rate exposure
We investigate the likelihood of extreme foreign exchange-rate exposure (FXE), conditioning
upon key firm factors and an expanded view of hedging. Our investigation incorporates the …
upon key firm factors and an expanded view of hedging. Our investigation incorporates the …
New estimates of time-varying currency betas: A trivariate BEKK approach
P Jayasinghe, AK Tsui, Z Zhang - Economic Modelling, 2014 - Elsevier
This paper examines the conditional time-varying currency betas from five developed
markets and four emerging markets. We employ a modified trivariate BEKK-GARCH-in …
markets and four emerging markets. We employ a modified trivariate BEKK-GARCH-in …
Determinants of hedging strategy in foreign exchange risk management by exporting small and medium-sized enterprises: The mediating role of resources
Foreign exchange risk management is well researched in the context of multinational
enterprises, but how small and medium sized exporting firms manage their forex risk is still …
enterprises, but how small and medium sized exporting firms manage their forex risk is still …
An empirical study of usage of interest rate swaps among Indian mid-cap corporates
S Chatterjee, RP Mohanty - Journal of Advances in Management …, 2024 - emerald.com
Purpose Interest rate derivatives (IRDs) are the essential components of financial risk
management and are used across various industry sectors. The objective is to analyze the …
management and are used across various industry sectors. The objective is to analyze the …
A revisit to economic exposure of US multinational corporations
To shed light on the influence of US major trade partners' currencies on MNCs' firm values,
this study investigates the asymmetric effects and the determinants of appreciated and …
this study investigates the asymmetric effects and the determinants of appreciated and …
[图书][B] Hedging Berbasis Utang Valuta Asing
ES Paranita - 2020 - books.google.com
Bukuini merupakan rangkuman penelitian dengan kebaruan dalam menyintesis teori
balancing dan teori contracting untuk menderivasi konsep hedging berbasis utang valuta …
balancing dan teori contracting untuk menderivasi konsep hedging berbasis utang valuta …