haku: @author Martin, A.D. / yhteensä: 3
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| Tekijä: | Koutmos, G. Martin, A.D. |
| Otsikko: | Asymmetric exchange rate exposure: theory and evidence |
| Lehti: | Journal of International Money and Finance
2003 : APR, VOL. 22:2, p. 365-383 |
| Asiasana: | Exchange rates Heteroscedasticity |
| Vapaa asiasana: | Asymmetric exposure |
| Kieli: | eng |
| Tiivistelmä: | The hypothesis that exchange rate exposure is asymmetric over appreciation-depreciation cycles is tested in this paper. The question is more specifically whether returns on nine sector indexes across four major countries are asymmetrically affected by exchange rate movements. It is shown in the results that in several instances exposure is asymmetric. |
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