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Exchange Rate Pegs and Foreign Exchange Exposure in East and South East Asia - page 19 / 33

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References

Adler Michael and Bernard Dumas, 1983, “International Portfolio Choice and Corporation Finance: A Synthesis,” Journal of Finance, June, volume 38:3, pp. 925-984.

Adler Michael and Bernard Dumas, 1984, “Exposure to Currency Risk: Definition and Measurement,” Financial Management, Summer, pp. 41-50.

Allayannis, George, Jane Ihrig, and James P. Weston, 2001, Exchange Rate Hedging: Financial versus Operational Strategies,” American Economic Review Papers and Proceedings, volume 91, pp. 391-94.

Allayannis, George, Eli Ofek, 2001, Exchange Rate Exposure, hedging, and the use of foreign currency derivatives,” Journal of International Money and Finance, 20, 273- 296.

Bodnar, Gordon and Bernard Dumas, forthcoming, “Pass-through and Exposure,” Journal of Finance.

Bodnar, Gordon and William Gentry, 1993, “Exchange Rate Exposure and Industry Characteristics: Evidence from Canada, Japan, and the USA,” Journal of International Money and Finance, volume 12, pp. 29-45.

Bodnar, Gordon and Richard Marston, forthcoming, “A Simple Model of Exchange Rate Exposure,” Journal of International Money and Finance.

Bodnar, Gordon and M.H. Franco Wong, 2000, “Estimating Exchange Rate Exposures: Some “Weighty” Issues,” NBER Working Paper No. 7497.

Campa, Jose and Linda Goldberg, 1995 "Investment in Manufacturing, Exchange Rates and External Exposure,” Journal of International Economics, volume 38, pp. 297- 320.

Chow, Edward H., Wayne Y. Lee, and Michael E. Solt, 1997, “The Exchange-Rate Risk Exposure of Asset Returns, Journal of Business, volume 70, pp.105-123.

Chamberlain, Sandra, John Howe, and Helen Popper, 1997, “The Exchange Rate Exposure of U.S. and Japanese Banking Institutions,” Journal of Banking and Finance, volume 21, pp. 871-892.

Chiao, Chaoshin and Ken Hung, 2000, “Exchange-Rate Exposure of Taiwanese Exporting Firms,” Review of Pacific Basin Financial markets and Policies, volume 3:2, pp. 201-233.

Dahlquist, Magnus and Goran Robertsson, 2001, “Exchange Rate Exposure, Risk Premia, and Firm Characteristics,” working paper, Duke University.

Dominguez Kathryn and Linda Tesar, 2001, “Trade and Exposure,” American Economic Review Papers and Proceedings, volume 91, pp. 367-70.

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