Table of contents - Special Issue: Exchange rate exposure and its determinants
Guest Editors: Ahmed ElMasry
The exchange rate exposure of UK non‐financial companies
Ahmed El‐Masry, Omneya Abdel‐Salam, Amr AlatrabyThe purpose of this paper is to investigate the exchange rate exposure of UK non‐financial companies from January 1981 to December 2001.
The exchange rate exposure puzzle
Söhnke M. Bartram, Gordon M. BodnarBased on basic financial models and reports in the business press, exchange rate movements are generally believed to affect the value of nonfinancial firms. In contrast, the…
Hedging the exchange rate risk in international portfolio diversification: Currency forwards versus currency options
Raimond Maurer, Shohreh ValianiThis study seeks to examine the effectiveness of controlling the currency risk for international diversified mixed‐asset portfolios via two different hedge instruments, currency…
The response of industry stock returns to market, exchange rate and interest rate risks
Stuart HydeThis study seeks to investigate the sensitivity of stock returns at the industry level to market, exchange rate and interest rate shocks in the four major European economies…
The Asian crisis exchange risk exposure of US multinationals
Willem F.C. Verschoor, Aline MullerThis paper aims to increase understanding of the (time‐varying) relationship between exchange rates and stock prices at the individual firm level. Rather than analyzing the impact…
Exchange rate exposure: do size and foreign operations matter?
Ahmed El‐Masry, Omneya Abdel‐SalamThe purpose of this paper is to examine the effect of firm size and foreign operations on the exchange rate exposure of UK non‐financial companies from January 1981 to December…
ISSN:
0307-4358Online date, start – end:
1975Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Professor Don Johnson