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題名:公司價值與匯率變動之間的關係--臺灣上市公司之實證研究
書刊名:風險管理學報
作者:高櫻芬 引用關係施衍礽
作者(外文):Gau, Yin-fengShih, Yen-jen
出版日期:2002
卷期:4:1
頁次:頁19-45
主題關鍵詞:匯率暴露風險匯率風險跨國企業Exchange rate exposureExchange rate riskMultinational firms
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(6) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:6
  • 共同引用共同引用:0
  • 點閱點閱:29
期刊論文
1.Adler, M.、Dumas, B.(1984)。Exposure to Currencv Risk: Definition and Measurement。Financial Management,13,40-50。  new window
2.Bartov, E.、Bodnar, G. M.(1994)。Firm Valuation Expectations and the Exchange Rate Exposure Effect。Journal of Finance,49,1755-1785。  new window
3.Bodnar, G. M.、Gentry, W. M.(1993)。Exchange-rate Exposure and Industrial characteristics: Evidence from Canada, Japan, and The U.S.。Journal of International Money and Finance,12,29-45。  new window
4.Choi, J. J.、Elyasiani, E.、Kopecky, K. J.(1992)。The Joint Sensitivity of Bank Stock Returns to Market Interest and Exchange Rate Risks。Journal of Banking and Finance,16,983-1009。  new window
5.Choi, J. J.、Prasad, A. M.(1995)。Exchange Risk Sensitivity and Its Determinants: A Firm and Industry Analysis of U.S. Multinationals。Financial Management,24,77-88。  new window
6.Chow, E. H.、Lee, W. Y.、Solt, M. E.(1997)。The Exchange-Rate Exposure of Asset Returns。Journal of Business,70,105-123。  new window
7.Chow, E. H.、Lee, W. Y.、Solt, M. E.(1997)。The Economic Exposure of U.S. Multinational Firms。Journal of Financial Research,20,191-221。  new window
8.Dombusch, R.(1987)。Exchange Rates and Prices。American Economic Review,77,93-106。  new window
9.Flood, E., Jr.、Lessard, D. R.(1986)。On the Measurement of Operating Exposure to Exchange Rates: A Conceptual Approach。Financial Management,15,25-35。  new window
10.Martin, A. D.、Madura, J.、Akhigbe, A.(1999)。Economic Exchange Rate Exposure of U.S.-Based MNCs Operating in Europe。Financial Review,34,21-36。  new window
11.Miller, K. D.(1998)。Economic Exposure and Integrated Risk Management。Strategic Management Journal,19(5),497-514。  new window
12.Shapiro, A. C.(1975)。Exchange Rate Changes, Inflation, and the Value of the Multinational Corporation。Journal of Finance,30,485-502。  new window
13.Shin, H. H.、Soenen, L.(1999)。Exposure to Currency Risk by US Multinational Corporations。Journal of Multinational Financial Management,9,195-207。  new window
14.Walsh, E. J.(1995)。Operating Income, Exchange Rate Changes, and the Value of the Firm: An Empmcal Analysis。Journal of Accounting, Auditing and Finance,18,703-724。  new window
15.Williamson, R.(2001)。Exchange Rate Exposure and Competition: Evidence from the Automotive Industry。Journal of Financial Economics,59,441-475。  new window
16.Bartov, E.、Bodnar, G. M.、Kaul, A.(1996)。Exchange Rate Variability and the Riskiness of U.S. Multinational Firms: Evidence from the Breakdown of the Bretton Woods System。Journal of Financial Economics,42,105-132。  new window
17.Warner, J.(1977)。Bankruptcy Costs: Some Evidence。Journal of Finance,32,337-348。  new window
18.Nance, Deana R.、Smith, Clifford W. Jr.、Smithson, Charles W.(1993)。On the determinants of corporate hedging。Journal of Finance,48(1),267-284。  new window
19.He, Jia、Ng, Lilian K.(1998)。The Foreign Exchange Exposure of Japanese Multinational Corporations。The Journal of Finance,53(2),733-753。  new window
20.Jorion, Philippe(1990)。The Exchange Rate Exposure of U.S. Multinationals。Journal of Business,63(3),331-345。  new window
21.Newey, Whitney K.、West, Kenneth D.(1987)。A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix。Econometrica,55(3),703-708。  new window
學位論文
1.高菁宜(1997)。國際企業匯率風險之研究--我國國際企業股價與匯率關係之實證(碩士論文)。國立臺灣大學。  延伸查詢new window
2.任智瑋(1997)。股價匯率風險之企業因素研究(碩士論文)。元智大學。  延伸查詢new window
3.黃薏萍(2000)。上市公司使用衍生性金融商品避險動機與行為之研究(碩士論文)。國立成功大學。  延伸查詢new window
單篇論文
1.Yan, H.,He, J.(2000)。Government intervention and exchange rate exposure in emerging markets,Hong Kong Chinese University。  new window
圖書論文
1.Levi, M. D.(1994)。Exchange Rates and the Valuation of Firms。Exchange Rates and Corporate Performance。New York:New York University Saloman Center。  new window
 
 
 
 
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