Delroy M. Hunter

University of South Florida

Bonanni and Associate Professor of Finance

4202 E. Fowler Avenue, BSN 3403

Tampa, FL 33620-5500

United States

  • University of South Florida

    • Email
    • Tel: 813-974-6319
SCHOLARLY PAPERS

26

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6,264

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41

CROSSREF CITATIONS

65

Scholarly Papers (26)

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1.

Benefits of International Bond Diversification

Number of pages: 37 Posted: 07 Sep 2004
Delroy M. Hunter and David P. Simon
University of South Florida and Bentley University - Department of Finance
Downloads 1,112 (38,605)
Citation 1

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International bonds, conditional correlation, bond correlation, yield beta, return beta, diversification benefits, mean-variance spanning

2.

Are Tips the 'Real' Deal?: A Conditional Assessment of Their Role in a Nominal Portfolio

Downloads 522 (105,182)

Are Tips the 'Real' Deal?: A Conditional Assessment of Their Role in a Nominal Portfolio

Number of pages: 43 Posted: 11 Nov 2002
David P. Simon and Delroy M. Hunter
Bentley University - Department of Finance and University of South Florida
Downloads 522 (103,945)
Citation 6

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Are TIPS the 'Real' Deal?: A Conditional Assessment of their Role in a Nominal Portfolio

Posted: 07 Sep 2004
Delroy M. Hunter and David P. Simon
University of South Florida and Bentley University - Department of Finance

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TIPS, Inflation-indexed Bonds, Treasury

3.

A Conditional Assessment of the Relationships between the Major World Bond Markets

Downloads 401 (143,622)

A Conditional Assessment of the Relationships between the Major World Bond Markets

Number of pages: 31 Posted: 06 May 2004
Delroy M. Hunter and David P. Simon
University of South Florida and Bentley University - Department of Finance
Downloads 248 (237,470)

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International bonds, conditional correlation, bond correlation, diversification benefits

A Conditional Assessment of the Relationships Between the Major World Bond Markets

Number of pages: 31 Posted: 04 Feb 2005
Delroy M. Hunter and David P. Simon
University of South Florida and Bentley University - Department of Finance
Downloads 153 (370,042)

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International bonds, conditional correlation, bond correlation, diversification benefits

4.

Emerging Market Liberalization and the Impact on Uncovered Interest Rate Parity

FRB of Atlanta Working Paper No. 2002-16
Number of pages: 56 Posted: 05 Dec 2002
Bill B. Francis, Delroy M. Hunter and Iftekhar Hasan
University of South Florida - College of Business Administration, University of South Florida and Fordham University
Downloads 399 (144,481)
Citation 5

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capital market integration, uncovered interest rate parity (UIRP), financial liberalization, GARCH model

5.

The Role of Currency Risk in Industry Cost of Capital

Number of pages: 43 Posted: 07 Sep 2004
Bill B. Francis and Delroy M. Hunter
University of South Florida - College of Business Administration and University of South Florida
Downloads 340 (172,317)
Citation 3

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Exchange rate exposure, currency risk, currency premium, industry cost of capital, conditional asset pricing model

6.

Dynamic Relations between International Equity and Currency Markets: The Role of Currency Order Flow

Number of pages: 45 Posted: 07 Sep 2004
Bill B. Francis, Delroy M. Hunter and Iftekhar Hasan
University of South Florida - College of Business Administration, University of South Florida and Fordham University
Downloads 290 (203,946)
Citation 2

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Currency order flow, international financial markets, volatility spillover, information spillover

7.

Return-Volatility Linkages in the International Equity and Currency Markets

Bank of Finland Discussion Paper No. 9/2002
Number of pages: 39 Posted: 23 Jul 2002
Bill B. Francis, Delroy M. Hunter and Iftekhar Hasan
University of South Florida - College of Business Administration, University of South Florida and Fordham University
Downloads 284 (208,403)
Citation 3

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international asset pricing, exchange rate determination, equity markets, relationships between currency and equity markets

8.

The Diversification Discount: It's All Cash Flows

Number of pages: 51 Posted: 07 Sep 2004
Bill B. Francis, Delroy M. Hunter and Iftekhar Hasan
University of South Florida - College of Business Administration, University of South Florida and Fordham University
Downloads 273 (217,070)

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Diversification discount, diversified firms, premium firms, discount firms, expected returns, conditional asset pricing model

9.

Time-Varying Exchange Rate Exposure of Small and Large Firms

Number of pages: 48 Posted: 07 Sep 2004
Delroy M. Hunter
University of South Florida
Downloads 234 (252,607)
Citation 6

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Exchange rate exposure, time-varying exposure, currency premium, size-based portfolios, small firms, conditional asset pricing model

10.

Does Deposit Insurance Retard the Development of Financial Markets?

Number of pages: 54 Posted: 19 Mar 2012 Last Revised: 10 Jun 2014
Mikael C. Bergbrant, Kaysia Campbell, Delroy M. Hunter and James E. Owers
St. Johns University, East Carolina University - Department of Finance, University of South Florida and Georgia State University - Department of Finance
Downloads 233 (253,639)
Citation 7

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deposit insurance; financial market development; nonbank financial markets; risk-shifting

11.

The Impact of the Euro on Risk Exposure of the World's Major Banking Industries

Number of pages: 43 Posted: 07 Sep 2004
Bill B. Francis and Delroy M. Hunter
University of South Florida - College of Business Administration and University of South Florida
Downloads 209 (281,017)

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Euro currency risk, exchange rate exposure, bank exposure, currency risk premium, expected returns, cost of equity

12.

Does Hedging Tell the Full Story? Reconciling Differences in US Aggregate and Industry-Level Exchange Rate Risk Premia

Bank of Finland Research Discussion Paper No. 14/2008
Number of pages: 61 Posted: 28 May 2008
Bill B. Francis, Iftekhar Hasan and Delroy M. Hunter
Rensselaer Polytechnic Institute (RPI) - Lally School of Management, Fordham University and University of South Florida
Downloads 205 (286,095)
Citation 7

Abstract:

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exposure, currency risk premium, cost of equity, industry competition, international asset pricing

13.

The Evolution of Stock Market Integration in the Post-Liberalization Period - a Look at Latin America

Number of pages: 47 Posted: 07 Sep 2004
Delroy M. Hunter
University of South Florida
Downloads 202 (289,960)
Citation 1

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Emerging markets, integration, liberalization, price of risk, systematic risk, ADR

14.

Is There a Symmetric Nonlinear Causal Relationship between Large and Small Firms?

Number of pages: 30 Posted: 07 Sep 2004
Bill B. Francis, Delroy M. Hunter and Mbodja Mougoué
University of South Florida - College of Business Administration, University of South Florida and Wayne State University - Finance
Downloads 201 (291,269)

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Granger causality, nonlinear causality, small firms, lead-lag relationship, cross-autocorrelation

15.

Do Fund Managers Use Private Information in Their Asset Allocation Decisions? Evidence from Macroeconomic Announcements

Number of pages: 52 Posted: 07 Apr 2006
Bill B. Francis, Delroy M. Hunter and Boyce D. Watkins
University of South Florida - College of Business Administration, University of South Florida and Syracuse University - Department of Finance
Downloads 192 (303,602)

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market timing, private information, macroeconomic announcement, managerial skill

16.

Do Foreign Investors Insulate Firms from Local Shocks? Evidence from the Response of Investable Firms to Monetary Policy

Number of pages: 52 Posted: 20 Mar 2010 Last Revised: 22 Dec 2017
Bill B. Francis, Delroy M. Hunter and Patrick J. Kelly
Rensselaer Polytechnic Institute (RPI) - Lally School of Management, University of South Florida and The University of Melbourne
Downloads 183 (316,883)
Citation 1

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investable stocks, non-investable stocks, local shocks, monetary policy, structural VAR, price efficiency, financial liberalization

17.

Linear and Nonlinear Dynamic Linkages between Emerging Market Adrs and Their Underlying Stocks

Number of pages: 38 Posted: 07 Sep 2004
Delroy M. Hunter
University of South Florida
Downloads 179 (323,324)
Citation 2

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ADR, underlying stocks, emerging market, Granger causality, cointegration, impulse response function, nonlinear causality

18.

Rivals’ Competitive Activities, Capital Constraints, and Firm Growth

Number of pages: 49 Posted: 14 Apr 2015 Last Revised: 04 Oct 2018
Mikael C. Bergbrant, Delroy M. Hunter and Patrick J. Kelly
St. Johns University, University of South Florida and The University of Melbourne
Downloads 169 (340,182)
Citation 2

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capital constraints; financial constraints; credit constraints; access to finance; product market competition; bank competition; credit rationing

19.

Banks’ Private Information and the Supply of Equity Capital: Evidence from Share Issuance and Withdrawal

Number of pages: 50 Posted: 15 Oct 2012 Last Revised: 10 Jun 2014
Mikael C. Bergbrant, Daniel Bradley and Delroy M. Hunter
St. Johns University, University of South Florida and University of South Florida
Downloads 132 (415,982)

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IPO, withdrawn IPO, credit standards, lending standards, private information

20.

Firm-Level Competition and Exchange Rate Exposure: Evidence from a Global Survey of Firms

Bergbrant, M., Campbell, K., and Hunter, D, 2014. Firm-Level Competition and Exchange Rate Exposure: Evidence from a Global Survey of Firms, in Financial Management, Forthcoming
Number of pages: 47 Posted: 11 Jun 2014
Mikael C. Bergbrant, Kaysia Campbell and Delroy M. Hunter
St. Johns University, East Carolina University - Department of Finance and University of South Florida
Downloads 116 (458,867)

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firm-level competition, exchange rate exposure, foreign exchange risk, foreign trade, purely domestic firms, financial constraints

21.

Do Bank-Credit Constraints Affect the Cost of Equity?

Number of pages: 57 Posted: 18 Mar 2009
Delroy M. Hunter
University of South Florida
Downloads 110 (477,276)

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credit constraints, financial constraints, bank credit, bank credit policy, cost of equity, private information

22.

Do Credit Market Conditions Affect Firms’ Post-hedging Outcomes? Evidence from Bank Credit Standards and Firms’ Currency Exposure

Number of pages: 55 Posted: 23 Apr 2012 Last Revised: 04 Jul 2016
Mikael C. Bergbrant and Delroy M. Hunter
St. Johns University and University of South Florida
Downloads 107 (486,828)

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financial constraints, credit constraints, credit standards, bank-credit channel, credit rationing, bank loan supply, exchange rate exposure, currency hedging

23.

Do Managerial Risk-Taking Incentives Influence Firms’ Exchange Rate Exposure?

Bank of Finland Research Discussion Paper No. 16/2017
Number of pages: 49 Posted: 14 Aug 2017 Last Revised: 18 Nov 2021
Bill B. Francis, Iftekhar Hasan, Delroy M. Hunter and Yun Zhu
Rensselaer Polytechnic Institute (RPI) - Lally School of Management, Fordham University, University of South Florida and St. John's University - Department of Economics and Finance
Downloads 106 (493,613)
Citation 1

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exchange rate exposure, risk, managerial compensation, risk-taking incentives

24.

How Does Currency Risk Impact Firms? New Evidence from Bank Loan Contracts

Number of pages: 35 Posted: 28 Mar 2022
Mikael C. Bergbrant, Bill B. Francis and Delroy M. Hunter
St. Johns University, Rensselaer Polytechnic Institute (RPI) - Lally School of Management and University of South Florida
Downloads 65 (656,425)
Citation 1

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exchange rate exposure, bank loan contracting, cost of debt, expected return premium, expected default risk premium, private credit market

25.

Politically Conservative CEOs and Bank Loan Contracting

Posted: 26 May 2012
Bill B. Francis, Delroy M. Hunter, Dongnyoung Kim and Sattar Mansi
University of South Florida - College of Business Administration, University of South Florida, California State University San Marcos and Virginia Tech

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Political values, political conservatism, Republican managers, bank loan cost, loan spreads, cost of debt, non-price loan terms, overconfidence, trustworthiness

26.

What Drives Time Variation in Emerging Market Segmentation?

Posted: 27 May 2004
Delroy M. Hunter
University of South Florida

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Market segmentation, emerging markets, market integration