The fact that 92% of the world's 500 largest companies recently reported using derivatives
suggests that corporate managers believe financial risk management can increase …

Firm value is influenced in many direct and indirect ways by financial risks which consist in
unexpected changes of foreign exchange rates, interest rates and commodity prices. The …

In this research, we assess the influence of geopolitical risk (GPR), exchange rate (EXCH)
and economic policy uncertainty (EPU) on South Korea stock market. Using monthly dataset …

Purpose The purpose of this paper is to study the market reactions of the banking industry to
the Russian–Ukraine war. Design/methodology/approach This paper uses an event study …

This paper investigates whether or not functionally diversified banks have a comparative
advantage in terms of long-term performance/risk profile compared to their specialized …

This paper investigates the effects of interest rate and foreign exchange rate changes on
Turkish banks' stock returns using the OLS and GARCH estimation models. The results …

We develop a model of firm valuation to examine the exchange risk sensitivity of 409 US
multinational firms during the 1978-89 period. In contrast to previous studies, we find that …

Emerging market stock returns have been characterized as having higher volatility than
returns in the more developed markets. But previous studies give little attention to the …

The objective of this paper is to employ the generalized autoregressive conditionally
heteroskedastic in the mean (GARCH-M) methodology to investigate the effect of interest …

We examine the association between “busyness” of the board of directors (serving on
multiple boards) and bank holding company (BHC) performance and risk. We estimate …