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Exchange Rate Exposure : International Evidence from Daily Firm-Level Data
Journal article   Open access   Peer reviewed

Exchange Rate Exposure : International Evidence from Daily Firm-Level Data

Bang Nam Jeon, Dazhi Zheng and Lei Zhu
Journal of economic integration, v 32(1), pp 112-159
01 Mar 2017
url
http://www.e-jei.org/upload/JEI_32_1_112_159_2013600124.pdfView
Published, Version of Record (VoR) Open
url
https://doi.org/10.11130/jei.2017.32.1.112View
Published, Version of Record (VoR) Open

Abstract

Business & Economics Economics Social Sciences
This paper examines impact of changes in the foreign exchange rate on firms' stock returns in global markets. Using daily firm-level data for 14 international markets from January 2000 to December 2011, we find evidence that changes in the trade-weighted multilateral exchange rate systematically impact individual firms' stock returns for all seven emerging markets and some advanced economies. Controlling for price factors such as market risk premium, Fama-French factors, the momentum, and the liquidity factor, we correct the upward bias of the estimation. Stocks in export-oriented economies are shown to considerably benefit from local currency depreciation. Further, in emerging markets, exchange rate movements affect larger firms with more intense global connections, but in advanced markets, they affect smaller firms with limited access to hedging to a larger extent. Long-run equilibrium relationships between stock markets and foreign exchange markets become stronger since the global financial crisis of 2008 similar to 2009.

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Web of Science research areas
Economics
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