Asymmetric Exchange Rate Exposure: Theory and Evidence
By Gregory Koutmos, A. Martín. 2003
181 citations recorded by the source corpus.
Subfields: Accounting, Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/887077caf7433bd38a9f1af6b49ec529b71f05ea
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Citations in the corpus
- Assessing the Exchange Rate Exposure of US Multinationals (2013, background): “Batram (2004) and Koutmos and Martin (2003) investigated non-linear exchange rate exposure.”
- What Lies Beneath: Foreign Exchange Rate Exposure, Hedging and Cash Flows (2007, unknown): “While several studies investigate nonlinear and asymmetric features of exchange rate exposures (Bartram, 2004; Koutmos and Martin, 2003; Miller and Reuer, 1998), the evidence does not fully resolve the exposure puzzle either, as nonlinear exposures appear more significant, but still only for a…”
- The exchange rate exposure puzzle (2005, unknown): “11 Koutmos and Martin, 2003b; Miller and Reuer, 1998b), the evidence does not fully resolve the exposure puzzle either, as nonlinear exposures appear more significant, but still only for a limited number of firms.”