Alain A. Krapl

Northern Kentucky University - Department of Economics and Finance

Professor of Finance

Haile/US Bank College of Business

Nunn Drive

Highland Heights, KY 41099

United States

  • Northern Kentucky University - Department of Economics and Finance

SCHOLARLY PAPERS

11

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1,632

SSRN CITATIONS

8

CROSSREF CITATIONS

1

Scholarly Papers (11)

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1.

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

Journal of Investment Management, 2nd Quarter, 2020, University of Connecticut School of Business Research Paper No. 18-04
Number of pages: 36 Posted: 22 Aug 2017 Last Revised: 23 Jul 2020
Demissew Diro Ejara, Alain A. Krapl, Thomas J. O'Brien and Santiago Ruiz de Vargas
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 725 (55,142)
Citation 1

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

2.

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 182 (254,233)

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

3.

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 169 (271,055)
Citation 2

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

4.

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 125 (344,770)

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

5.

Tax Avoidance, Tax Risk, and the Volatility of Stock Returns

Number of pages: 65 Posted: 22 Jun 2020
Alain A. Krapl, Robert Salyer and Reilly S. White
Northern Kentucky University - Department of Economics and Finance, affiliation not provided to SSRN and University of New Mexico - Anderson School of Management
Downloads 108 (382,793)

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Corporate tax avoidance, tax risk, volatility of stock returns, variance decomposition, volatility of cash flow news, volatility of discount rate news

6.

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 97 (411,566)
Citation 1

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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

7.

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 65 (519,110)
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Foreign Exchange (FX) exposure, Asymmetric FX exposure, FX cash flow exposure, FX discount rate exposure, FX exposure puzzle

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 54 (567,358)

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

9.

The Foreign Exchange Risk Premium in the Cross-Section of Stock Returns: International Evidence

Number of pages: 58 Posted: 12 Dec 2019 Last Revised: 15 Jul 2021
Alain A. Krapl and Armin Varmaz
Northern Kentucky University - Department of Economics and Finance and University of Applied Sciences Bremen
Downloads 50 (586,799)

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International Capital Asset Pricing Model, Diversifiability of FX exposure, Pricing of FX exposure, Foreign Exchange (FX) risk premium

10.

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 42 (629,448)
Citation 1

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

11.

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 15 (821,532)

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