Sunghee Ahn

The Bank of Korea

39, Namdaemun-ro, Jung-gu

Seoul , 04531

Korea, Republic of (South Korea)

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Scholarly Papers (1)

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Estimating Exchange Rate Exposure over Various Return Horizons: Focusing on Major Countries in East Asia

East Asian Economic Review Vol. 20, No. 4, p. 469-491, DOI/10.11644/KIEP.EAER.2016.20.4.318, December 2016
Number of pages: 23 Posted: 07 Jan 2017
Jeong Wook Lee, Sunghee Ahn and Sammo Kang
The Bank of Korea, The Bank of Korea and Dongguk University
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Abstract:

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Exchange Rate Exposure, Change in Exchange Rates, Exchange Rate Volatility, Stock Price, Exposure Puzzle