The exchange rate exposure puzzle: the long and the short of it
Research output: Contribution to journal › Article › peer-review
The exchange rate exposure puzzle has remained robust to empirical scrutiny however evidence suggests the puzzle abates when longer horizons are considered. This paper applies inference that is appropriate in a long horizon setting and finds this evidence is illusory.
| Original language | English |
|---|---|
| Pages (from-to) | 204-207 |
| Number of pages | 4 |
| Journal | Economics Letters |
| Volume | 159 |
| Early online date | 10 Aug 2017 |
| DOIs | |
| Publication status | Published - 1 Oct 2017 |
Documents
- WOODa_2017_cright_EL_The exchange rate exposure puzzle - The long and the short of it
Accepted author manuscript (Post-print), 206 KB, PDF document
Licence: CC BY-NC-ND
Related information
ID: 8636168
