“...Unlike prior studies on foreign exchange risk that have focused on multinational companies, this paper documents that domestic companies face significant...”

“...This paper analyzes the impact of U.S. monetary policy announcement surprises on 15 foreign equity indexes in Asia, Europe, and Latin America. Using...”

“...In this paper, we put the trade effect of the euro in historical perspective. Using a data set that includes 22 industrial countries from 1948 to 2003, we find...”

“...Despite an extensive body of research, the best way to model the dependence of exchange rates remains an open question. In this paper we present a new approach...”

“...We study the 52-week high momentum strategy in international stock markets proposed by George and Hwang [George, T., Hwang, C.Y., 2004. The 52-week high and...”

“...We use univariate GARCH models of inflation and output growth and monthly data for the G7 covering the 1957–2000 period to test for the causal effect of real...”

“...In this study, we estimate the level of financial integration using a multivariate GARCH(1,1)-M return generating model allowing for partial market integration...”

“...We examine whether firms use foreign currency derivatives for hedging or for speculative purposes. Using a sample of S&P 500 nonfinancial firms for 1993, we...”

“...China has been stockpiling international reserves at an extremely rapid pace since the late 1990s and has surpassed Japan to become the largest reserve holder...”

“...Most finance–growth studies approximate the size of financial systems rather than the quality of intermediation to explain economic growth differentials...”