Banking Systemic Risk, Carry Trade and Exchange Rate Exposure: Is There a Relation?

2012 ◽  
Author(s):  
Bruno Freitas Boynard de Vasconcelos
Keyword(s):  
Exchange Rate ◽  
Systemic Risk ◽  
Carry Trade ◽  
Exchange Rate Exposure ◽  
Trade And Exchange

Risk Appetite, Carry Trade and Exchange Rate

2010 ◽  
Author(s):  
Ming-Hua Liu ◽  
Dimitris Margaritis ◽  
Alireza Tourani Rad
Keyword(s):  
Exchange Rate ◽  
Carry Trade ◽  
Risk Appetite ◽  
Trade And Exchange

The degree of international trade and exchange rate exposure—Firm‐level evidence from two small open economies

2020 ◽  
Author(s):  
Van Cauwenberge Annelies ◽  
Vancauteren Mark ◽  
Braekers Roel ◽  
Vandemaele Sigrid
Keyword(s):  
International Trade ◽  
Exchange Rate ◽  
Open Economies ◽  
Small Open Economies ◽  
Firm Level ◽  
Exchange Rate Exposure ◽  
Trade And Exchange

An Empirical Analysis of Foreign Exchange Exposure of CNX 100 Companies

GIS Business ◽  
2017 ◽  
Vol 12 (5) ◽  
pp. 1-9 ◽  
Author(s):  
Sriram Mahadevan
Keyword(s):  
Exchange Rate ◽  
Stock Returns ◽  
Foreign Exchange ◽  
Foreign Exchange Rate ◽  
Future Research ◽  
Export Ratio ◽  
Exchange Rate Exposure ◽  
Ratio Size ◽  
Foreign Exchange Exposure ◽  
Exchange Rate Changes

The present study has empirically examined the level of foreign exchange exposure and its determinants of CNX 100 companies. For the purpose of study, the relationship between exchange rate changes and stock returns for a sample of 82 companies was determined for the period April 2011-March 2016. The study finds that 49% of the sample companies had significant positive foreign exchange rate exposure and the found that the companies could be exporters or net importers. To explore factors determining foreign exchange rate exposure, variables such as export ratio, import ratio, size of a company, hedging activities were regressed against the exchange exposure and the study found that none of the factors was influencing the exchange rate exposure. The study concludes that the reasons for insignificant influence of the variables could be the natural hedging practices of companies, offsetting of exports and imports and heterogeneous of the sample size. The study offers few directions for future research in this area.

Emerging Market Exchange-Rate Exposure

2007 ◽  
Author(s):  
Timothy K. Chue ◽  
David E. Cook
Keyword(s):  
Exchange Rate ◽  
Emerging Market ◽  
Market Exchange ◽  
Exchange Rate Exposure ◽  
Market Exchange Rate

Multi-Elements of Exchange Rate Exposure: Evidence from Japanese Sectoral Returns

2014 ◽  
Author(s):  
Prabhath Jayasinghe ◽  
Albert K.C. Tsui
Keyword(s):  
Exchange Rate ◽  
Exchange Rate Exposure

Supplementary Appendix to: The Response of Multinationalss Foreign Exchange Rate Exposure to Macroeconomic News

2017 ◽  
Author(s):  
Kris Boudt ◽  
Christopher J. Neely ◽  
Piet Sercu ◽  
Marjan Wauters
Keyword(s):  
Exchange Rate ◽  
Foreign Exchange ◽  
Foreign Exchange Rate ◽  
Supplementary Appendix ◽  
Macroeconomic News ◽  
Exchange Rate Exposure

The Rise and Fall of the Carry Trade: Links to Exchange Rate Predictability

2019 ◽  
Author(s):  
Ilias Filippou ◽  
David Rapach ◽  
Mark Peter Taylor ◽  
Guofu Zhou
Keyword(s):  
Exchange Rate ◽  
Carry Trade ◽  
Exchange Rate Predictability
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