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The exchange rate exposure puzzle: the long and the short of it

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The exchange rate exposure puzzle : the long and the short of it. / Snaith, Stuart; Termprasertsakul, Santi; Wood, Andrew.

In: Economics Letters, Vol. 159, 01.10.2017, p. 204-207.

Research output: Contribution to journalArticlepeer-review

Harvard

Snaith, S, Termprasertsakul, S & Wood, A 2017, 'The exchange rate exposure puzzle: the long and the short of it', Economics Letters, vol. 159, pp. 204-207. https://doi.org/10.1016/j.econlet.2017.08.005

APA

Vancouver

Author

Snaith, Stuart ; Termprasertsakul, Santi ; Wood, Andrew. / The exchange rate exposure puzzle : the long and the short of it. In: Economics Letters. 2017 ; Vol. 159. pp. 204-207.

Bibtex

@article{5a984c5409184131aa5d5f62fffda303,
title = "The exchange rate exposure puzzle: the long and the short of it",
abstract = "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.",
keywords = "economic exposure, exchange rate exposure, long horizon regression, overlapping data, embargoover12",
author = "Stuart Snaith and Santi Termprasertsakul and Andrew Wood",
year = "2017",
month = oct,
day = "1",
doi = "10.1016/j.econlet.2017.08.005",
language = "English",
volume = "159",
pages = "204--207",
journal = "Economics Letters",
issn = "0165-1765",
publisher = "Elsevier",

}

RIS

TY - JOUR

T1 - The exchange rate exposure puzzle

T2 - the long and the short of it

AU - Snaith, Stuart

AU - Termprasertsakul, Santi

AU - Wood, Andrew

PY - 2017/10/1

Y1 - 2017/10/1

N2 - 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.

AB - 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.

KW - economic exposure

KW - exchange rate exposure

KW - long horizon regression

KW - overlapping data

KW - embargoover12

UR - http://www.scopus.com/inward/record.url?scp=85028551604&partnerID=8YFLogxK

U2 - 10.1016/j.econlet.2017.08.005

DO - 10.1016/j.econlet.2017.08.005

M3 - Article

AN - SCOPUS:85028551604

VL - 159

SP - 204

EP - 207

JO - Economics Letters

JF - Economics Letters

SN - 0165-1765

ER -

ID: 8636168