A three-factor model investigation of foreign exchange-rate exposure

We investigate the likelihood of extreme foreign exchange-rate exposure (FXE), conditioning upon key firm factors and an expanded view of hedging. Our investigation incorporates the Fama and French (1993) three-factor (FF three-factor) model terms in reconciling equity returns vis-à-vis exchange-rat...

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Bibliographic details
Volume: 21
Main Author: Huffman, Stephen P
Makar, Stephen D
Beyer, Scott B
Format: Journal Article
Language: English
Place of publication: Greenwich Elsevier Inc 2010
Elsevier
Elsevier Science Ltd
published in: Global finance journal Vol. 21; no. 1; pp. 1 - 12
Data of publication: 2010
ISSN: 1044-0283
1873-5665
EISSN: 1873-5665
Discipline: Business
Series: Global Finance Journal
Subjects:
F31
F23
Online Access: available in Bonn?
Database: RePEc IDEAS
RePEc
CrossRef
ProQuest One Business
ProQuest One Business (Alumni)
Database information Databases - DBIS