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The exchange rate exposure of UK non-financial companies----(8)

时间:2010-03-16 23:04来源:未知 作者:留学生作业 点击:
[16] Dominguez, K., Tesar, L., 2006. Exchange rate exposure. Journal of International Economic 68 , 188-218. [17] Donnelly, R. and Sheehy, E. (1996), The share price reaction of UK exporters to exchan

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[16] Dominguez, K., Tesar, L., 2006. Exchange rate exposure. Journal of International Economic 68 , 188-218.

[17] Donnelly, R. and Sheehy, E. (1996), ‘‘The share price reaction of UK exporters to exchange rate movements: an empirical study’’, The Journal of International Business Studies, Vol. 27, pp. 157-65.

[18] Dukas, S.P., Fatemi, A.M. and Tavakkol, A. (1996), “Foreign exchange rate exposure and the pricing of exchange rate risk”, Global Finance Journal, Vol. 7 No. 2, pp. 169-89.

[19] Eiteman, D.K., Stonehill, A.I. and Moffett, M.H. (2006), Multinational Business Finance, 11th ed., Addison-Wesley, Reading, MA.

[20] El-Masry, A.A. (2006a), “The exchange rate exposure of UK nonfinancial companies: industry level analysis”, Managerial Finance, Vol. 32, pp. 115-36.

[21] Fang, H., and Loo, J.C. (1994), “Dollar value and stock returns”, International Review of Economics and Finance, Vol. 3, pp. 221-31.

[22] He, J. and Ng, L. (1998), “The foreign exchange exposure of Japanese multinational corporations”, Journal of Finance, Vol. 53, pp. 733-53.

[23] Horst Entorf, Jochen Moebert and Katja Sodenhof (2007), “The foreign exchange rate exposure of nations”, Discussion Paper No.07-005

[24] Jayasinghe, P. and Tsui, A.K. (2008), “Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors”, Japan and the World Economy, Vol. 20, pp. 639-60.

[25] Jorion, P. (1990), “The exchange rate exposure of US multinationals”, Journal of Business, Vol. 63, pp. 331-46.


[26] Jorion, P. (1991), “The pricing of exchange rate risk in the stock market”, Financial and Quantitative Analysis, Vol. 26, pp. 363-76.

[27] Joseph, N.L. (2002), “Modelling the impacts of interest rate and exchange rate changes on UK stock returns”, Derivatives Use, Trading and Regulation, Vol. 7, pp. 306-23.

[28] Kiymaz, H. (2003), “Estimation 代写留学作业提供代写Essay代写Assignment,请联系QQ:949925041of foreign exchange exposure: an emerging market application”, Journal of Multinational Financial Management, Vol. 13, pp. 71-84.

[29] Kroon, E. and Veen, O. (2004), ‘‘Do currencies influence the stock prices of companies?’’, Journal of Asset Management, Vol. 5, pp. 251-62.

[30]Makar ,D. and Huffman.P (2008), “UK multinationals’ effective use of financial currency-hedge techniques: Estimating and explaining foreign exchange exposure using bilateral exchange rate”, Journal of International Financial Management and Accounting

[31] Miller, K.D. and Reuer, J.J. (1998), ‘‘Firm strategy and economic exposure to foreign exchange rate movements’’, Journal of International Business Studies, Vol. 29, pp. 493-513.



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