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The Foreign Exchange Rate Exposure of Nations

ZEW Discussion Paper Nr. 07-005 // 2007
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ZEW Discussion Paper Nr. 07-005 // 2007

The Foreign Exchange Rate Exposure of Nations

Zur Publikation

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.

Entorf, Horst, Jochen Moebert und Katja Sonderhof (2007), The Foreign Exchange Rate Exposure of Nations, ZEW Discussion Paper Nr. 07-005, Mannheim.

Autoren/-innen Horst Entorf // Jochen Moebert // Katja Sonderhof