Exchange Rate Sensitivity of Firm Value: Evidence from Nonfinancial Firms Listed on Borsa Istanbul

DOI10.1007/978-3-030-54108-8_6OpenAlexW3000710286MaRDI QIDQ5049428

I. Ethem Güney, Abdullah Kazdal, M. Hasan Yilmaz, Doruk Kucuksarac

Publication date: 11 November 2022

Published in: Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-54108-8_6

zbMATH Keywords

quantile regressionrisk managementmarket valueexchange rate sensitivityFama-French pricing factorsFX risknonfinancial firmsrolling regression

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Unnamed Item
• Asymmetric exchange rate exposure of stock returns: empirical evidence from Chinese industries
• A revised simplex algorithm for the absolute deviation curve fitting problem
• Regression Quantiles
• Product Differentiation and Oligopoly in International Markets: The Case of the U.S. Automobile Industry
• Common risk factors in the returns on stocks and bonds

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