A Re-Examination of Exchange Rate Exposure

By K. M. Dominguez, Linda L. Tesar. 2001

222 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/af3a6b9330e93607bf46e5f78a8250038bf6304e

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Citations in the corpus

Exchange Rate Fluctuations, Financing Constraints, Hedging, and Exports: Evidence from Firm Level Data (2007, background): “See Dekle (2001) and Dominguez and Tesar (2001) for a review of the recent literature on corporate exposure.”
Global Crises and Equity Market Contagion (2012, unknown): “Following the methodology proposed by Dominguez and Tesar (2001), we proxy the exchange rate exposure of each portfolio to the United States by the sensitivity of its excess equity return at time t, Ri,t, to bilateral exchange rate changes vis-à-vis the US dollar, si,t, controlling in the…”
Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets (2012, unknown): “11 Consistent with Dominguez and Tesar (2001a) we generally find a greater percentage of significant exchange rate sensitivities amongst firms trading in emerging markets as compared to firms trading in developed markets.”
Measuring the economic importance of exchange rate exposure (2006, background): “Dominguez and Tesar (2001, 2006) find a link between foreign activity and exposure in a sample of firms from eight non-U.”
Firm-Level Evidence on International Stock Market Comovement (2003, unknown): “One explanation for the absence of such a link could be that firms hedge exchange rate risk, consistent with Dominguez and Tesar (2001) who report that exchange rate exposure in stock returns is actually lower for firms with substantial international trade.”
Foreign exchange risk exposure: Survey and suggestions (2006, background): “23 Dominguez and Tesar (2001a) and Fraser and Pantzalis (2004) empirically describe how the choice of the index used to capture exposure influences the level of exposures observed.”
A revisit to the dependence structure between the stock and foreign exchange markets: A dependence-switching copula approach (2013, unknown): “22 literature examining the existence of a portfolio rebalancing effect considers only a sub-sample (Jorion, 1990; Chow et al., 1997; Dominguez and Tesar, 2001; Hau and Rey, 2006), and hence results tend to be subject to sample selections.”
European Foreign Exchange Risk Exposure (2006, unknown): “See, for instance Dominguez and Tesar (2002) for a discussion on the selection of exchange rates in testing exposure effects.”
The exchange rate exposure puzzle (2005, unknown): “Dominguez and Tesar (2001a) study exchange rate exposure at the firm and industry level in several open, developed and developing countries.”