Dynamic Relations between Stock Returns and Exchange Rate Changes
Author:
Affiliation:
1. College of Business; Bryant University; Smithfield RI 02917 USA
2. College of Business; Florida State University; Tallahassee FL 32306 USA
Publisher
Wiley
Subject
General Economics, Econometrics and Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-036X.2011.00621.x/fullpdf
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3. Going multinational under exchange rate uncertainty;Aray;Journal of International Money and Finance,2010
4. Affine term structure models and the forward premium anomaly;Backus;Journal of Finance,2001
5. What lies beneath: Foreign exchange rate exposure, hedging and cash flows;Bartram;Journal of Banking and Finance,2008
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