Alain A. Krapl

Northern Kentucky University - Department of Economics and Finance

Associate Professor of Finance

Haile/US Bank College of Business

Nunn Drive

Highland Heights, KY 41099

United States

SCHOLARLY PAPERS

11

DOWNLOADS

796

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (11)

1.

Local, Global, and International CAPM: For Which Countries Does Model Choice Matter?

Journal of Investment Management, Forthcoming, University of Connecticut School of Business Research Paper No. 18-04
Number of pages: 35 Posted: 22 Aug 2017 Last Revised: 01 Aug 2019
University of New Haven, Northern Kentucky University - Department of Economics and Finance, University of Connecticut - Department of Finance and NOERR AG WPG StBG - Advisory Services
Downloads 248 (124,300)

Abstract:

Loading...

Discount rate, International CAPM, Global CAPM, Local CAPM, currency risk

2.

Direct versus Indirect Regression Estimates of Foreign Exchange Cash Flow Exposure

International Review of Financial Analysis, Vol. 37, 2015
Number of pages: 35 Posted: 25 Oct 2012 Last Revised: 08 Sep 2015
Alain A. Krapl and Thomas J. O'Brien
Northern Kentucky University - Department of Economics and Finance and University of Connecticut - Department of Finance
Downloads 151 (196,119)
Citation 1

Abstract:

Loading...

Foreign exchange, currency, FX exposure, cash flow, control variable

3.

A Comparison of FX Exposure Estimates with Different Control Variables

Applied Financial Economics, Vol. 24, No. 6, 2014
Number of pages: 22 Posted: 03 May 2011 Last Revised: 17 Jun 2014
Alain A. Krapl and Thomas J. O'Brien
Northern Kentucky University - Department of Economics and Finance and University of Connecticut - Department of Finance
Downloads 110 (250,392)

Abstract:

Loading...

Foreign exchange, currency, full FX exposure, partial FX exposure, FX cash flow exposure

4.

Estimating Cost of Equity: Do You Need to Adjust for Foreign Exchange Risk?

Journal of International Financial Management and Accounting, February 2016
Number of pages: 29 Posted: 29 Sep 2013 Last Revised: 16 Feb 2016
Alain A. Krapl and Thomas J. O'Brien
Northern Kentucky University - Department of Economics and Finance and University of Connecticut - Department of Finance
Downloads 96 (274,743)

Abstract:

Loading...

Foreign exchange, currency, cost of equity, CAPM, International CAPM

5.

Foreign Exchange Risk and the Term-Structure of Industry Costs of Equity

Journal of International Money and Finance, Vol. 51, 2015
Number of pages: 40 Posted: 19 Aug 2011 Last Revised: 03 Apr 2016
Alain A. Krapl and Carmelo Giaccotto
Northern Kentucky University - Department of Economics and Finance and University of Connecticut - Department of Finance
Downloads 76 (317,247)

Abstract:

Loading...

Cost of Capital Term Structure, Foreign Currency Risk Premium, Global Market Risk Premium, Industry Cost of Capital, Short-Term and Long-Term Foreign Currency Exposure, Global CAPM, International CAPM

6.

Asymmetric Foreign Exchange Cash Flow Exposure: A Firm-Level Analysis

Number of pages: 48 Posted: 06 Apr 2016
Alain A. Krapl
Northern Kentucky University - Department of Economics and Finance
Downloads 52 (385,019)
Citation 1

Abstract:

Loading...

Foreign Exchange (FX) exposure, Asymmetric FX exposure, FX cash flow exposure, FX discount rate exposure, FX exposure puzzle

7.

The Effects of Fair Value Reporting on Corporate Foreign Exchange Exposures

Number of pages: 56 Posted: 06 Apr 2016
Alain A. Krapl and Robert Salyer
Northern Kentucky University - Department of Economics and Finance and Northern Kentucky University - College of Business
Downloads 34 (453,195)

Abstract:

Loading...

Fair value reporting, SFAS 133, IAS 39, Foreign exchange exposure, Asymmetric foreign exchange exposure

8.

The Time-Varying Diversifiability of Corporate Foreign Exchange Exposure

Number of pages: 43 Posted: 27 Dec 2017 Last Revised: 30 Jul 2019
Alain A. Krapl
Northern Kentucky University - Department of Economics and Finance
Downloads 22 (514,917)

Abstract:

Loading...

Foreign Exchange (FX) Exposure, FX Exposure Puzzle, Time-Varying FX Exposure, Diversifiability of FX Exposure

9.

Online Appendix: The Time-Varying Diversifiability of Corporate Foreign Exchange Exposure

Number of pages: 8 Posted: 10 Jun 2019 Last Revised: 30 Jul 2019
Alain A. Krapl
Northern Kentucky University - Department of Economics and Finance
Downloads 5 (620,488)

Abstract:

Loading...

Foreign Exchange (FX) exposure, FX exposure puzzle, Time-varying FX exposure, Diversifiability of FX exposure

10.

Good News and Bad News About Firm‐Level Stock Returns of Internationally Exposed Firms

International Review of Finance, Vol. 14, Issue 4, pp. 523-550, 2014
Number of pages: 28 Posted: 03 Dec 2014
Carmelo Giaccotto and Alain A. Krapl
University of Connecticut - Department of Finance and Northern Kentucky University - Department of Economics and Finance
Downloads 2 (644,964)
  • Add to Cart

Abstract:

Loading...

11.

Estimating Cost of Equity: Do You Need to Adjust for Foreign Exchange Risk?

Journal of International Financial Management & Accounting, Vol. 27, Issue 1, pp. 5-25, 2016
Number of pages: 21 Posted: 06 Jan 2016
Alain A. Krapl and Thomas J. O'Brien
Northern Kentucky University - Department of Economics and Finance and University of Connecticut - Department of Finance
Downloads 0 (674,283)
  • Add to Cart

Abstract:

Loading...