Estimating Systematic and Partial Exchange Rate Exposures: The Case of Japanese Firms
We decompose exchange rate exposure into systematic and partial parts. The former is the product of the exposure of the market portfolio and a firm’s market beta, reflecting the risk of the exchange rate to a macroeconomy. The latter is the residual one that most previous studies have examined. Usin...
Gorde:
| Egile Nagusiak: | , |
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| Formatua: | Artigo |
| Hizkuntza: | Inglês |
| Argitaratua: |
World Scientific Publishing
2022-03-01
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| Saila: | International Journal of Empirical Economics |
| Gaiak: | |
| Sarrera elektronikoa: | https://www.worldscientific.com/doi/10.1142/S2810943022500044 |
| Etiketak: |
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