search query: @author Wong, M.H.F. / total: 2
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| Author: | Bodnar, G.M. Wong, M.H.F. |
| Title: | Estimating exchange rate exposures: issues in model structure |
| Journal: | Financial Management
2003 : SPRING, VOL. 32:1, p. 35-67 |
| Index terms: | Exchange rates Model specification Return on investment USA |
| Language: | eng |
| Abstract: | The authors show that both return measurement horizon and model specification have noticeable impacts on estimates of exposure from equity prices for US firms. While increases in the return horizon lead to increases in the precision of the estimates, this effect is less significant than the impact of model structure. |
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