The exchange rate exposure puzzle: The long and the short of it

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DC Field	Value	Language
dc.contributor.author	Snaith S.
dc.contributor.author	Termprasertsakul S.
dc.contributor.author	Wood A.
dc.date.accessioned	2021-04-05T03:22:01Z	-
dc.date.available	2021-04-05T03:22:01Z	-
dc.date.issued	2017
dc.identifier.issn	1651765
dc.identifier.other	2-s2.0-85028551604
dc.identifier.uri	https://ir.swu.ac.th/jspui/handle/123456789/13016	-
dc.identifier.uri	https://www.scopus.com/inward/record.uri?eid=2-s2.0-85028551604&doi=10.1016%2fj.econlet.2017.08.005&partnerID=40&md5=db53abf736d51bfbd8d47396622faacc
dc.description.abstract	The exchange rate exposure puzzle has remained robust to empirical scrutiny however evidence suggests the puzzle abates when longer horizons are considered. This paper applies inference that is appropriate in a long horizon setting and finds this evidence is illusory. © 2017 Elsevier B.V.
dc.title	The exchange rate exposure puzzle: The long and the short of it
dc.type	Article
dc.rights.holder	Scopus
dc.identifier.bibliograpycitation	Economics Letters. Vol 159, (2017), p.204-207
dc.identifier.doi	10.1016/j.econlet.2017.08.005
Appears in Collections:	Scopus 1983-2021

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