The Exchange-Rate Risk Exposure of Asset Returns

1997 ◽  
Vol 70 (1) ◽  
pp. 105 ◽  
Author(s):  
Edward H. Chow ◽  
Wayne Y. Lee ◽  
Michael E. Solt
Keyword(s):  
Exchange Rate ◽  
Asset Returns ◽  
Risk Exposure ◽  
Exchange Rate Risk ◽  
Rate Risk ◽  
The Exchange Rate

scholarly journals Unanticipated Exchange Rate Risk And U.S. Imports

2011 ◽  
Vol 10 (4) ◽  
pp. 19
Author(s):  
Abdul H. Sukar
Keyword(s):  
International Trade ◽  
Exchange Rate ◽  
Error Correction ◽  
Negative Impact ◽  
Exchange Rate Risk ◽  
Controversial Issues ◽  
Rate Risk ◽  
Significant Negative Impact ◽  
The Exchange Rate ◽  
The Relationship

<span>The effect of exchange rate risk on trade is one of the more controversial issues in international trade. This paper uses cointegration and error-correction approach to investigate the relationship between unanticipated exchange rate risk and U.S. imports over the period 1974:1-1992:4. The major finding of this study is that the exchange rate risk has a significant negative impact on U.S. imports.</span>

scholarly journals Exchange rate risk exposure and the value of European firms

2015 ◽  
Vol 23 (2) ◽  
pp. 111-129 ◽  
Author(s):  
Fabio Parlapiano ◽  
Vitali Alexeev ◽  
Mardi Dungey
Keyword(s):  
Exchange Rate ◽  
Risk Exposure ◽  
Exchange Rate Risk ◽  
Rate Risk

Exchange-Rate Exposure of Taiwanese Exporting Firms

2000 ◽  
Vol 03 (02) ◽  
pp. 201-233 ◽  
Author(s):  
Chaoshin Chiao ◽  
Ken Hung
Keyword(s):  
Exchange Rate ◽  
Foreign Exchange ◽  
Firm Size ◽  
Exchange Rate Risk ◽  
Time Varying ◽  
Exporting Firms ◽  
Exchange Rate Exposure ◽  
Rate Risk ◽  
The Exchange Rate ◽  
The Government

The purpose of this paper is to investigate the exchange-rate exposure of Taiwanese exporting firms. Particularly, we consider the effects of the timing of the three liberalization events through which the government carried out explicit policies to open gradually its foreign exchange and stock markets. First, we cannot corroborate that most exporting firms are individually exposed to exchange-rate risk. However, we cannot reject that the exporting firms are jointly exposed to exchange-rate risk in all sub-periods. Second, the timing of the three liberalization events greatly affects the exchange-rate exposure of Taiwanese exporting firms. Finally, the determinants of possibly time-varying exchange-rate exposure of exporting firms are exports-to-sales ratio, firm size, and the timing of the three liberalization events.

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