Foreign exchange rate exposure: Evidence from Canada

No abstract is available for this paper.

• Publication year

  2014

• Venue

  Review of Financial Economics

• Publication date

  Unknown publication date

• Fields of study

  Economics

• Identifiers
  DOI 10.1016/J.RFE.2013.12.001
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• The Effect of Intervaling on the Foreign Exchange Exposure of Australian Stock Returns

  2015cited by this paper
• Pricing of the currency risk in the Canadian equity market

  2014cited by this paper
• Time-Varying Exchange Rate Exposure and Exchange Rate Risk Pricing in the Canadian Equity Market

  2014cited by this paper
• Dynamic linkage between real exchange rates and stock prices: Evidence from developed and emerging Asian markets

  2014cited by this paper
• Why do firms (not) hedge? — Novel evidence on cultural influence

  2014cited by this paper
• Asset prices and exchange risk: Empirical evidence from Canada

  2013cited by this paper
• Determinants of the real exchange rate in a small open economy: Evidence from Canada

  2013cited by this paper
• Production and hedging implications of executive compensation schemes

  2013cited by this paper
• Reexamining the relationships between stock prices and exchange rates in ASEAN-5 using panel Granger causality approach

  2013cited by this paper
• The Pricing of Time-Varying Exchange Rate Risk in the Stock Market: A Nonparametric Approach

  2012cited by this paper
• Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets

  2012cited by this paper
• Bank-Specific Daily Interest Rate Adjustment in the Dutch Mortgage Market

  2011cited by this paper
• Corporate hedging versus risk-shifting in financially constrained firms: The time-horizon matters!

  2011cited by this paper
• Asymmetry and time variation in exchange rate exposure: An investigation of Australian stocks returns

  2010cited by this paper
• Foreign currency debt, financial crises and economic growth: A long-run view

  2010cited by this paper
• Interest rate deregulation: Monetary policy efficacy and rate rigidity

  2010cited by this paper
• Foreign exchange risk and risk exposure in the Japanese stock market

  2010cited by this paper
• Linear and nonlinear interest rate exposure in Spain

  2010cited by this paper
• Resolving the Exposure Puzzle: The Many Facets of Exchange Rate Exposure

  2010cited by this paper
• Why are Canadian Banks More Resilient?

  2009cited by this paper
• WHY MOST FIRMS CHOOSE LINEAR HEDGING STRATEGIES

  2009cited by this paper
• Currency Carry Trade Regimes: Beyond the Fama Regression

  2009cited by this paper
• The Crisis in the Foreign Exchange Market

  2009cited by this paper
• Capital expenditures, financial constraints, and the use of options ☆

  2009cited by this paper
• Interest rate pass through and asymmetric adjustment: evidence from the federal funds rate operating target period

  2008cited by this paper
• Linear and nonlinear exchange rate exposure

  2007cited by this paper
• Exchange rate exposure: do size and foreign operations matter?

  2007cited by this paper
• The exchange rate exposure of UK non‐financial companies

  2007cited by this paper
• Currency hedging and corporate governance: A cross-country analysis

  2006cited by this paper
• Measuring the economic importance of exchange rate exposure

  2006cited by this paper
• European Foreign Exchange Risk Exposure

  2006cited by this paper
• Monetary transmission via the administered interest rates channel

  2006cited by this paper
• Asymmetric price adjustment in the Dutch mortage market

  2005cited by this paper
• The exchange rate exposure puzzle

  2005cited by this paper
• Asymmetric Exchange Rate Exposure: Theory and Evidence

  2003cited by this paper
• Estimating Exchange Rate Exposures: Issues in Model Structure

  2003cited by this paper
• Interaction between Real Options and Financial Hedging: Fact or Fiction in Managerial Decision-Making

  2003cited by this paper
• Linear and nonlinear foreign exchange rate exposures of German nonfinancial corporations

  2002cited by this paper
• Canadian chartered banks’ stock returns and exchange rate risk

  2001cited by this paper
• The impact of industrial structure and the exchange-rate exposure of industry portfolio returns

  2001cited by this paper
• Risk factors in stock returns of Canadian oil and gas companies

  2001cited by this paper
• Exchange Rate Exposure, Hedging, and the Use of Foreign Currency Derivatives

  2001cited by this paper
• Exchange rate exposure and competition: evidence from the automotive industry ☆

  2001cited by this paper
• Exchange Rate and Foreign Inflation Risk Premiums in Global Equity Returns

  2000cited by this paper
• 1998 Wharton Survey of Financial Risk Management by US Non-Financial Firms

  1998cited by this paper
• The Foreign Exchange Exposure of Japanese Multinational Corporations

  1998cited by this paper
• Asymmetric corporate exposures to foreign exchange rate changes

  1998cited by this paper
• The Exchange Rate Risk Exposure of Asset Returns

  1997cited by this paper
• THE ECONOMIC EXPOSURE OF U.S. MULTINATIONAL FIRMS

  1997cited by this paper
• Exchange Risk Sensitivity and Its Determinants: A Firm and Industry Analysis of U.S. Multinationals

  1995cited by this paper
• Uses And Abuses Of Currency Options

  1995cited by this paper
• Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA

  1993cited by this paper
• Measuring and Testing the Impact of News on Volatility

  1993cited by this paper
• Risk Management: Coordinating Corporate Investment and Financing Policies

  1992cited by this paper
• The currency risk factor in international equity pricing

  1992cited by this paper
• Is Price Adjustment Asymmetric?: Evaluating the Market Share and Marketing Bottlenecks Hypothesis

  1992cited by this paper
• The Pricing of Exchange Rate Risk in the Stock Market

  1991cited by this paper
• The Exchange-Rate Exposure of U.S. Multinationals

  1990cited by this paper
• Assessing Foreign Exchange Exposure: Theory and Application Using Canadian Firms*

  1990cited by this paper
• Forward markets, currency options and the hedging of foreign exchange risk

  1988cited by this paper
• Exposure to Currency Risk: Definition and Measurement

  1984cited by this paper

• Exchange Rate Volatility and Its Impact on the Cash Flows of Non-Financial Firms: A Comprehensive Literature Review with Special Reference to the MENA Region

  2025cites this paper
• RESEARCH METHODOLOGY FOR CURRENCY RISK OF ENTERPRISES

  2024cites this paper
• TOTAL EXPOSURES TO СURRENCY RISKS OF UKRAINIAN PUBLIC AGRICULTURAL COMPANIES

  2024cites this paper
• Do board characteristics affect financial sustainability? The COVID-19 pandemic experience

  2024cites this paper
• Dividend policy, its asymmetric behavior and stock liquidity

  2022cites this paper
• A Survey of Multinational Company Accounting Foreign Exchange Exposure

  2022cites this paper
• Exchange rate risk and sectoral returns: A wavelet-based MRA-EDCC GARCH analysis

  2020influential citation
• The effects of exchange rate fluctuations on the stock market and the affecting mechanisms: Evidence from BRICS countries

  2020cites this paper
• Family Business and Transaction Exposure

  2020cites this paper
• Influence of Exchange Rate Fluctuations and Credit Supply on Dividend Repatriation Policy of U.S. Multinational Corporations

  2020cites this paper
• Exchange rate exposure revisited in Malaysia: a tale of two measures

  2018cites this paper
• Revisiting Exchange Rate Exposure: A Case Study of Malaysia and Singapore

  2018cites this paper
• Exchange Rate Exposure and Firm Value: An Assessment of Domestic Versus Multinational Firms

  2018cites this paper
• Exchange rate fluctuations and firm value: impact of global financial crisis

  2018cites this paper
• Asymmetric spillover effects between the Shanghai and Hong Kong stock markets: evidence from quantile lagged regression

  2017influential citation
• Asymmetric Exchange Rate Exposure - Research in Southeast Asian Countries

  2017cites this paper
• Exchange rate volatility and financial performance of agriculture firms in Malaysia: An empirical analysis using GARCH, wavelet and system GMM

  2017cites this paper
• Exchange Rate Exposure and Firms’ Strategies

  2017cites this paper
• A revisit to economic exposure of U.S. multinational corporations

  2017cites this paper
• Exposition au taux de change et stratégies d'entreprises

  2017cites this paper
• Exchange rate exposure revisited in Malaysia: a tale of two measures

  2017cites this paper
• Exposure to Foreign Exchange Rate Risk: A Review of Empirical Evidences

  2017cites this paper
• How relevant are the new elements in the 2016 stress test design

  2016cites this paper
• Revisiting exchange-rate exposure through a microeconomic approach: French manufacturing firms' profits and the euro

  2015cites this paper
• The Relation between National Stock Prices and Effective Exchange Rates: Does It Affect Exchange Rate Exposure?

  2015cites this paper
• THE IMPACT OF EXCHANGE RATE, INTEREST RATE AND OIL PRICE FLUCTUATIONS ON STOCK RETURNS OF GCC LISTED COMPANIES

  2015cites this paper
• Bank stock returns and macroeconomic variables:Empirical evidence from selected ASEAN countries

  2015cites this paper
• Effects of Corporate Governance and Competition on Corporate Performance of International Enterprises

  2015cites this paper
• Pricing of the currency risk in the Canadian equity market

  2014cites this paper
• Preface: Special Issue on Time Series Econometric Applications in Finance

  2014cites this paper
• Firm-Specific Foreign Exchange Exposure Identification: The Fallacy of the Stock Market Approach

  2014cites this paper
• Time-Varying Exchange Rate Exposure and Exchange Rate Risk Pricing in the Canadian Equity Market

  2014cites this paper
• The influence of macroeconomic variables on stock performance

  2014cites this paper
• Asset prices and exchange risk: Empirical evidence from Canada

  2013cites this paper