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The response of industry stock returns to market, exchange rate and interest rate risks. (2007). Hyde, Stuart.
In: MPRA Paper.
RePEc:pra:mprapa:9679.

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  1. An Exploratory Study on the Development of a Crisis Index: Focusing on South Korea’s Petroleum Industry. (2023). Cha, Jeonghwa ; Kim, Hangook ; Park, Kyungbo.
    In: Energies.
    RePEc:gam:jeners:v:16:y:2023:i:14:p:5346-:d:1192956.

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  3. Volatility Modelling for Tourism Sector Stocks in Borsa Istanbul. (2020). Elik, Gulah Gener.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2020-03-20.

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  6. Time series analysis of interest rates volatility and stock returns in Ghana. (2019). Ahiadorme, Johnson ; Ahiase, Godwin ; Sonyo, Emmanuel.
    In: MPRA Paper.
    RePEc:pra:mprapa:94292.

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  7. Loom of Symmetric Pass-Through. (2019). SAHIN, Afsin.
    In: Economies.
    RePEc:gam:jecomi:v:7:y:2019:i:1:p:11-:d:205000.

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  8. The Effect of Exchange Rate and Interest Rate Volatilities on Stock Prices: Further Empirical Evidence from Ghana. (2019). Baidoo, Samuel ; Osei, Peter Yaw ; Ofori-Abebrese, Grace.
    In: Economics Literature.
    RePEc:ana:elitjr:v:1:y:2019:i:2:p:117-132.

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  9. Stock Market, Interest Rate and Exchange Rate Risk Effects on non Financial Stock Returns During the Financial Crisis. (2017). Anis, Jarboui ; Mouna, Aloui.
    In: Journal of the Knowledge Economy.
    RePEc:spr:jknowl:v:8:y:2017:i:3:d:10.1007_s13132-015-0301-4.

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  10. The impact of family ownership status on determinants of leverage. Empirical evidence from South East Asia. (2017). Le, Nhung.
    In: Working Papers of LaRGE Research Center.
    RePEc:lar:wpaper:2017-09.

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  11. Impact of interest rate surprises on Islamic and conventional stocks and bonds. (2017). Akhtar, Farida ; John, Kose ; Jahromi, Maria.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:79:y:2017:i:c:p:218-231.

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  12. Impact of the Financial Markets Development on Capital Structure of Firms Listed on Ho Chi Minh Stock Exchange. (2017). Minh, LE.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-03-65.

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  13. Are Thai Equity Index Returns Sensitive to Interest and Exchange Rate Risks?. (2016). Jiranyakul, Komain.
    In: MPRA Paper.
    RePEc:pra:mprapa:71602.

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  14. Analyzing time–frequency relationship between interest rate, stock price and exchange rate through continuous wavelet. (2014). Tiwari, Aviral ; Ihnatov, Iulian ; Andrieș, Alin Marius.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:41:y:2014:i:c:p:227-238.

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  15. Exchange Rate and Interest Rate Exposure of UK Industries Using First-order Autoregressive Exponential GARCH-in-mean (EGARCH-M) Approach. (2014). El-Masry, Ahmed ; Olugbode, Mojisola ; Pointon, John.
    In: Manchester School.
    RePEc:bla:manchs:v:82:y:2014:i:4:p:409-464.

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  16. Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets. (2013). Ledenyov, Dimitri.
    In: MPRA Paper.
    RePEc:pra:mprapa:49921.

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  17. Influence of Capital Gearing on Firm Value Empirical Evidence from Indian Transport & Logistics Sector. (2013). Daddikar, Prasad V ; Mahesh, DR.
    In: Indian Journal of Commerce and Management Studies.
    RePEc:aii:ijcmss:v:4:y:2013:i:3:p:60-66.

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  18. An Application of GARCH while investigating volatility in stock returns of the World.. (2012). Osman, Amber ; Subhani, Muhammad Imtiaz ; Hasan, Syed Akif .
    In: MPRA Paper.
    RePEc:pra:mprapa:45089.

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  19. A Multifactor Model of Banking Industry Stock Returns: An Emerging Market Perspective. (2011). Ur, Kashif ; Muneer, Saqib.
    In: Information Management and Business Review.
    RePEc:rnd:arimbr:v:2:y:2011:i:6:p:267-275.

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  20. An Application of GARCH while investigating volatility in stock returns of the World. (2011). Osman, Amber ; Ayub, Rabia Mohammad ; Hasan, Syed Akif ; Subhani, Muhammad Imtiaz .
    In: South Asian Journal of Management Sciences (SAJMS), Iqra University.
    RePEc:ajm:journl:v:5:y:2011:i:2:p:49-59.

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  21. Á GARCH Examination of Macroeconomic Effects on U.S. Stock Market: A Distinction Between the Total Market Index and the Sustainability Index. (2010). KONTEOS, George ; Sariannidis, Nikolaos ; LITINAS, Nicolaos ; Giannarakis, Grigoris.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xiii:y:2010:i:1:p:129-142.

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References

References cited by this document

  1. Bodnar, G.M. and W.M. Gentry, 1993, Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA, Journal of International Money and Finance, 12, 29-45.

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    Paper not yet in RePEc: Add citation now

  11. El-Masry, A.A., 2004, The exchange rate exposure of UK nonfinancial companies: Industry-level analysis, unpublished paper, University of Plymouth.

  12. He, J. and L.K. Ng, 1998, The foreign exchange exposure of Japanese multinational corporations, Journal of Finance, 53, 733-753.

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  15. Joseph, N., 2002, Modelling the impacts of interest rate and exchange rate changes on UK stock returns, Derivatives Use, Trading & Regulation, 7, 306-323.
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  16. Khoo, A., 1994, Estimation of foreign exchange exposure: An application to mining companies in Australia, Journal of International Money and Finance, 13, 342-363.

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  18. Nydahl, S., 1999, Exchange rate exposure, foreign involvement and currency hedging of firms: Some Swedish evidence, European Financial Management, 5, 241-257.

Cocites

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  1. Testing for Causality in Mean and Variance between the Stock Market and the Foreign Exchange Market: An Application to the Major Central and Eastern European Countries. (2013). Çevik, Emrah ; Cevik, Emrah Ismail ; KOSEOGLU, Sinem Derindere .
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  2. The Exchange Rate Susceptibility of Some European Core Industries and the Currency Union. (2013). Süssmuth, Bernd ; Sussmuth, Bernd ; Leuwer, David.
    In: CESifo Working Paper Series.
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  3. Joint dynamics of foreign exchange and stock markets in emerging Europe. (2012). Ülkü, Numan ; Ãœlkü, Numan, ; Demirci, Ebru .
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  4. The Foreign Exchange Rate Exposure of Nations. (2011). Entorf, Horst ; Sonderhof, Katja ; Moebert, Jochen .
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  5. Firm-level exchange rate exposure in the Eurozone. (2010). Hutson, Elaine ; O'Driscoll, Anthony .
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  6. The Economic Exchange Rate Exposure: Evidence for a Small Open Economy. (2009). Rashid, Abdul.
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  7. Resolving the Exposure Puzzle: The Many Facets of Exchange Rate Exposure. (2009). Bartram, Söhnke ; Minton, Bernadette ; Brown, Gregory W..
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  9. Increasing Derivatives Market Activity in Emerging Markets and Exchange Rate Exposure. (2008). Guldi, Melanie ; Aysun, Uluc.
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  10. Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets. (2008). Bodnar, Gordon ; Bartram, Söhnke.
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  11. Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions. (2008). Bartram, Söhnke ; Helwege, Jean ; Burns, Natasha.
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  12. The foreign exchange rate rate exposure of nations. (2007). Sonderhof, Katja ; Entorf, Horst ; Moeber, Jochen.
    In: ZEW Discussion Papers.
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  13. The response of industry stock returns to market, exchange rate and interest rate risks. (2007). Hyde, Stuart.
    In: MPRA Paper.
    RePEc:pra:mprapa:9679.

    Full description at Econpapers || Download paper

  14. Corporate Cash Flow and Stock Price Exposures to Foreign Exchange Rate Risk. (2007). Bartram, Söhnke.
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  15. The Impact of the QFIIs Deregulation on Normal and Abnormal Information Transmission Between the Stock and Exchange rates in Taiwan. (2007). Lee, Yen-Hsien.
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  50. Investment, Pass-Through and Exchange Rates: A Cross-Country Comparison. (1995). Goldberg, Linda ; Campa, Jose.
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