Entorf, Horst and Möbert, Jochen and Sonderhof, Katja (2006):
The Foreign Exchange Rate Exposure of Nations.
In: Darmstadt Discussion Papers in Economics, 169, Darmstadt, [Report]
Official URL: http://econstor.eu/bitstream/10419/32065/1/511222106.PDF
Abstract
Following the well-known approach by Adler and Dumas (1984), we evaluate the foreign exchange rate exposure of nations. Results based on data from 27 countries show that national foreign exchange rate exposures are significantly related to the current trade balance variables of corresponding economies.
Item Type: | Report |
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Erschienen: | 2006 |
Creators: | Entorf, Horst and Möbert, Jochen and Sonderhof, Katja |
Title: | The Foreign Exchange Rate Exposure of Nations |
Language: | English |
Abstract: | Following the well-known approach by Adler and Dumas (1984), we evaluate the foreign exchange rate exposure of nations. Results based on data from 27 countries show that national foreign exchange rate exposures are significantly related to the current trade balance variables of corresponding economies. |
Series Name: | Darmstadt Discussion Papers in Economics |
Volume: | 169 |
Place of Publication: | Darmstadt |
Uncontrolled Keywords: | Exchange rate exposure, international trade, current trade balance |
Divisions: | 01 Department of Law and Economics 01 Department of Law and Economics > Volkswirtschaftliche Fachgebiete |
Date Deposited: | 14 Oct 2009 13:22 |
Official URL: | http://econstor.eu/bitstream/10419/32065/1/511222106.PDF |
Additional Information: | JEL Classification: G15, F31 |
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