Estimating Exchange Rate Exposures: Some "Weighty" Issues
收藏NBER2000-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w7497
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资源简介：
From a sample of 910 U.S. firms over the period 1977 1996, we find that structure of the empirical model has significant impacts on resulting estimates of exchange rate exposures from equity returns. While lengthening the return horizon has minimal impact on exposure estimates, the inclusion of a
提供机构：
美国国家经济研究局
创建时间：
2000-01-01
