The Foreign Exchange Rate Exposure of Nations

Research, Report German OPEN
Entorf, Horst; Möbert, Jochen; Sonderhof, Katja;
(2006)
  • Publisher: Darmstadt: Technische Universität Darmstadt, Department of Law and Economics
  • Subject: Welt | F31 | Börsenkurs | 330 Wirtschaft | G15 | Exchange rate exposure | Kapitalertrag | current balance | Wechselkursrisiko | Handelsbilanz | Schätzung | international trade
    • ddc: ddc:330

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 vari... View more
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