Linear and nonlinear foreign exchange rate exposures of German nonfinancial corporations

By Söhnke M. Bartram. 2002

168 citations recorded by the source corpus.

Subfields: Accounting

View Paper: https://www.semanticscholar.org/paper/6f9626950d0086350566d639bd66fde36470c4ef

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In Accounting

1. Amir Habibdoust
2. Patrick M. Crowley

Citations in the corpus

• The exchange rate exposure puzzle (2005, unknown): “component, but does not consider nonlinear or asymmetric exchange rate exposures (Bartram, 2004; Bartram, 1999).”
• What Lies Beneath: Foreign Exchange Rate Exposure, Hedging and Cash Flows (2007, unknown): “is a reduction in the market and most of the foreign exchange rate betas, as documented in Bartram and Karolyi (2006).”
• Assessing the Exchange Rate Exposure of US Multinationals (2013, methodology): “For example, Khoo (1994) and Bartram (2004) used trade weighted multilateral exchange rates for analyzing this issue.”
• The impact of the introduction of the Euro on foreign exchange rate risk exposures (2006, unknown): “due to corporate cash flows being a nonlinear function of foreign exchange rates, real or financial options at the firm level, and thus not be captured by traditional approaches to estimate foreign exchange rate exposures (Bartram, 2004).”