Exchange Rate Volatility and the Stability of Stock Prices

Author:

Blau Benjamin M.

Publisher

Elsevier BV

Reference32 articles.

1. The use of foreign currency derivatives and firm market value;G Allayannis;Review of Financial Studies,2001

2. The stabilizing effect of the ERM on exchange rates and interest rates;M J Artis;International Monetary Fund Staff Papers,1994

3. Asymmetric volatility and Risk in Equity Markets;G Bekaert;Review of Financial Studies,2000

4. Trade execution costs and market quality after decimalization;H Bessembinder;Journal of Financial and Quantitative Analysis,2003

5. Studies of stock price volatility changes;F Black;Proceedings of the 1976 Meetings of the Business and Economics Statistics Section,1976

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