Ligterink, J.( J. Ligterink)
exposure exchange-rate exchange-rate exposure currency index result exchange exchange rates study trade-weighted exchange-rate index return dutch exchange-rate risk period coefficient stock level trade-weighted period t dutch firms effect exchange-rate changes value sheet questionnaire derivative firm value firm-specific exchange rates market sales ratio bi-weekly equation management change bodnar firm size sample firm-specific determinant table analysis information regression on-balance sheet stock returns 47 firms economy column on-balance finance model percentage dutch stock market jorion guilder exposure coefficients basis nydahl dutch guilder contrast measure trade-weighted index dollar evidence impact equal-weighted market index trade-weighted currency index firm i influence exposure coefficient equal-weighted cbs index report ratio exchange-rate exposure coefficients derivatives usage 1 irmt price netherland asset approach
1 Most Recent Publications
A Firm-Specific Analysis of the Exchange-Rate Exposure of Dutch Firms
Jong, A. de Ligterink, J. Macrae, V.