Assessing the nexus between currency exchange rate returns, currency risk hedging and international investments: Intelligent network-based analysis

HM Naveed, Y Pan, HX Yao, MAS Al-Faryan - … Forecasting and Social …, 2024 - Elsevier
Through the exogenous growth model, the inflow of international investments promotes
economic growth by the inclusion of foreign technologies in production functions and capital …

Two birds with one stone: An efficient hierarchical framework for top-k and threshold-based string similarity search

J Wang, G Li, D Deng, Y Zhang… - 2015 IEEE 31st …, 2015 - ieeexplore.ieee.org
String similarity search is a fundamental operation in data cleaning and integration. It has
two variants, threshold-based string similarity search and top-k string similarity search …

The linkage between the US “fear index” and ADR premiums under non-frictionless stock markets

OA Esqueda, Y Luo, DO Jackson - Journal of Economics and Finance, 2015 - Springer
This paper examines the effects of the US investor sentiment on American depository
receipts (ADR) premiums by using daily prices of Latin American ADRs from 1995 to 2009 …

Spillover effects from China and the United States to Key Regional Emerging Markets: A dynamic analysis

L Bonga-Bonga, S Mpoha - International Review of Financial Analysis, 2024 - Elsevier
While a limited number of studies have employed wavelet techniques to distinguish between
market interdependence and contagion within the context of market co-movement, many of …

Emerging market currency risk exposure: evidence from South Africa

MH Molele, J Mukuddem-Petersen - The Journal of Risk Finance, 2020 - emerald.com
Purpose The purpose of this paper is to examine the level of foreign exchange exposure of
listed nonfinancial firms in South Africa. The study spans the period January 2002 and …

Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market

M Al-Shboul, S Anwar - Economic Modelling, 2014 - Elsevier
This paper aims to extend the existing literature on foreign exchange rate risk pricing. Unlike
the existing studies on Canada, we use six alternative bilateral and one multilateral …

MNC transactions foreign exchange exposure: An application

A Arize, G Campanelli Andreopoulos, IN Kallianiotis… - 2018 - um.edu.mt
The main aim of this article is to investigate the foreign exchange exposure in international
transactions and how it affects profitability and the market value of firms. The present study …

Assessing the extent of exchange rate risk pricing in equity markets: emerging versus developed economies

L Bonga-Bonga, S Mpoha - African Journal of Economic and …, 2024 - emerald.com
Purpose This paper contributes to the literature on exchange rate exposure by assessing the
extent to which exchange rate risk is priced in both African emerging and developed equity …

Currency depreciation effects on ADR returns: evidence from Latin America

OA Esqueda, DO Jackson - Journal of Economics and Finance, 2012 - Springer
We use seemingly unrelated regressions (SUR) and multivariate regression models
(MVRM) in a panel sample of 74 American depository receipts (ADR) programs from …

Asymmetric Foreign Exchange Exposure, Option Trade, and Foreign Currency‐Denominated Debt: Evidence from K orea

SC Bae, TH Kwon - Asia‐Pacific Journal of Financial Studies, 2013 - Wiley Online Library
We examine the measurement and determinants of asymmetric foreign exchange exposure
with a focus on the role of firms' usage of foreign currency‐denominated debt (FCDD) …