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

0
0

Issued Date

2017

Resource Type

Article

File Type

application/pdf

ISSN

1651765

DOI

10.1016/j.econlet.2017.08.005

Other identifier(s)

2-s2.0-85028551604

Rights Holder(s)

Scopus

Bibliographic Citation

Economics Letters. Vol 159, (2017), p.204-207

Suggested Citation

Snaith S., Termprasertsakul S., Wood A. The exchange rate exposure puzzle: The long and the short of it. Economics Letters. Vol 159, (2017), p.204-207. doi:10.1016/j.econlet.2017.08.005 Retrieved from: https://hdl.handle.net/20.500.14740/4061

Title

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

Author(s)

Snaith S.
 Termprasertsakul S.
 Wood A.

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.

View online Resources

Research Projects

Organizational Units

Journal Issue

URI

https://hdl.handle.net/20.500.14740/4061

Collections

Scopus: Year 1983-2021

Endorsement

Review

Supplemented By

Referenced By