The Foreign Exchange Rate Exposure of Nations


Entorf, Horst ; Moebert, Jochen ; Sonderhof, Katja


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URL: http://ub-madoc.bib.uni-mannheim.de/1485
URN: urn:nbn:de:bsz:180-madoc-14855
Document Type: Working paper
Year of publication: 2007
Publication language: English
Institution: Sonstige Einrichtungen > ZEW - Leibniz-Zentrum für Europäische Wirtschaftsforschung
MADOC publication series: Veröffentlichungen des ZEW (Leibniz-Zentrum für Europäische Wirtschaftsforschung) > ZEW Discussion Papers
Subject: 330 Economics
Classification: JEL: F31 G15 ,
Subject headings (SWD): Wechselkurs , Engagement , Außenhandel , Devisenhandel , Bilanz
Keywords (English): Exchange rate exposure, international trade, current trade balance
Abstract: 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 variables of corresponding economies.
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Das Dokument wird vom Publikationsserver der Universitätsbibliothek Mannheim bereitgestellt.




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Entorf, Horst ; Moebert, Jochen ; Sonderhof, Katja (2007) The Foreign Exchange Rate Exposure of Nations. Open Access [Working paper]
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