FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3125179003> ?p ?o ?g. }

• W3125179003 abstract "Abstract To estimate foreign exchange (FX) cash flow exposure, one may choose between direct and indirect regression approaches, where the direct approach uses accounting-based cash flow data and the indirect approach uses equity returns as a cash flow proxy. The indirect approach typically includes one or more additional independent variables to control for the impact of FX changes on the required rate of return. Frequently, the control variable is an equity index. We propose that using a bond return control variable instead of equity returns addresses several theoretical problems inherent in the indirect estimation approach. In our empirical analysis we find that using the bond-based control variable results in FX cash flow exposure estimates that are more highly correlated with direct measures than using an equity index as a control variable." @default.
• W3125179003 created "2021-02-01" @default.
• W3125179003 creator A5021893454 @default.
• W3125179003 creator A5091157985 @default.
• W3125179003 date "2015-01-01" @default.
• W3125179003 modified "2023-09-23" @default.
• W3125179003 title "Direct versus indirect regression estimates of foreign exchange cash flow exposure" @default.
• W3125179003 cites W1505389898 @default.
• W3125179003 cites W1511346965 @default.
• W3125179003 cites W1765866173 @default.
• W3125179003 cites W1965830268 @default.
• W3125179003 cites W1969018560 @default.
• W3125179003 cites W1975161917 @default.
• W3125179003 cites W1985206898 @default.
• W3125179003 cites W1987295993 @default.
• W3125179003 cites W1991293146 @default.
• W3125179003 cites W1996947939 @default.
• W3125179003 cites W2005294138 @default.
• W3125179003 cites W2007785900 @default.
• W3125179003 cites W2012226613 @default.
• W3125179003 cites W2017085775 @default.
• W3125179003 cites W2020364121 @default.
• W3125179003 cites W2022804428 @default.
• W3125179003 cites W2023010267 @default.
• W3125179003 cites W2023431567 @default.
• W3125179003 cites W2023916452 @default.
• W3125179003 cites W2028844502 @default.
• W3125179003 cites W2028853748 @default.
• W3125179003 cites W2038023097 @default.
• W3125179003 cites W2047082598 @default.
• W3125179003 cites W2070872401 @default.
• W3125179003 cites W2078061949 @default.
• W3125179003 cites W2078550495 @default.
• W3125179003 cites W2092102898 @default.
• W3125179003 cites W2100267563 @default.
• W3125179003 cites W2111199605 @default.
• W3125179003 cites W2128475248 @default.
• W3125179003 cites W2134831632 @default.
• W3125179003 cites W2137873244 @default.
• W3125179003 cites W2143557201 @default.
• W3125179003 cites W2162225084 @default.
• W3125179003 cites W2164591919 @default.
• W3125179003 cites W3092011562 @default.
• W3125179003 cites W3121862275 @default.
• W3125179003 cites W3122849903 @default.
• W3125179003 cites W3122869257 @default.
• W3125179003 cites W3123011787 @default.
• W3125179003 cites W3123024251 @default.
• W3125179003 cites W3123062762 @default.
• W3125179003 cites W3123566210 @default.
• W3125179003 cites W3123658933 @default.
• W3125179003 cites W3124329940 @default.
• W3125179003 cites W3124609767 @default.
• W3125179003 cites W3125408083 @default.
• W3125179003 cites W3125496211 @default.
• W3125179003 cites W3126003387 @default.
• W3125179003 cites W3122796438 @default.
• W3125179003 doi "https://doi.org/10.1016/j.irfa.2014.11.018" @default.
• W3125179003 hasPublicationYear "2015" @default.
• W3125179003 type Work @default.
• W3125179003 sameAs 3125179003 @default.
• W3125179003 citedByCount "2" @default.
• W3125179003 countsByYear W31251790032017 @default.
• W3125179003 countsByYear W31251790032018 @default.
• W3125179003 crossrefType "journal-article" @default.
• W3125179003 hasAuthorship W3125179003A5021893454 @default.
• W3125179003 hasAuthorship W3125179003A5091157985 @default.
• W3125179003 hasConcept C10138342 @default.
• W3125179003 hasConcept C105795698 @default.
• W3125179003 hasConcept C149782125 @default.
• W3125179003 hasConcept C153240184 @default.
• W3125179003 hasConcept C162324750 @default.
• W3125179003 hasConcept C163428354 @default.
• W3125179003 hasConcept C17744445 @default.
• W3125179003 hasConcept C199539241 @default.
• W3125179003 hasConcept C199728807 @default.
• W3125179003 hasConcept C27574286 @default.
• W3125179003 hasConcept C2780148112 @default.
• W3125179003 hasConcept C33923547 @default.
• W3125179003 hasConcept C69738904 @default.
• W3125179003 hasConceptScore W3125179003C10138342 @default.
• W3125179003 hasConceptScore W3125179003C105795698 @default.
• W3125179003 hasConceptScore W3125179003C149782125 @default.
• W3125179003 hasConceptScore W3125179003C153240184 @default.
• W3125179003 hasConceptScore W3125179003C162324750 @default.
• W3125179003 hasConceptScore W3125179003C163428354 @default.
• W3125179003 hasConceptScore W3125179003C17744445 @default.
• W3125179003 hasConceptScore W3125179003C199539241 @default.
• W3125179003 hasConceptScore W3125179003C199728807 @default.
• W3125179003 hasConceptScore W3125179003C27574286 @default.
• W3125179003 hasConceptScore W3125179003C2780148112 @default.
• W3125179003 hasConceptScore W3125179003C33923547 @default.
• W3125179003 hasConceptScore W3125179003C69738904 @default.
• W3125179003 hasLocation W31251790031 @default.
• W3125179003 hasOpenAccess W3125179003 @default.
• W3125179003 hasPrimaryLocation W31251790031 @default.
• W3125179003 hasRelatedWork W1580374700 @default.
• W3125179003 hasRelatedWork W1969392762 @default.
• W3125179003 hasRelatedWork W1991011729 @default.
• W3125179003 hasRelatedWork W2055095598 @default.

• next