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The Foreign Exchange Rate Exposure of Nations

Entorf, Horst and Möbert, Jochen and Sonderhof, Katja (2006):
The Foreign Exchange Rate Exposure of Nations.
Darmstadt, In: Darmstadt Discussion Papers in Economics, [Online-Edition: http://tuprints.ulb.tu-darmstadt.de/4757],
[Report]

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
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: 31 Jan 2016 20:56
Official URL: http://tuprints.ulb.tu-darmstadt.de/4757
URN: urn:nbn:de:tuda-tuprints-47576
Additional Information:

JEL Classification: G15, F31

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