Delroy M. Hunter

University of South Florida

Associate Professor and Serge Bonanni Professor of International Finance

Dept of Finance, Muma College of Business

4202 E. Fowler Ave, BSN3403

Tampa, FL 33620

United States

http://www.usf.edu/business/contacts/hunter-delroy.aspx

SCHOLARLY PAPERS

25

DOWNLOADS
Rank 11,920

SSRN RANKINGS

Top 11,920

in Total Papers Downloads

5,164

SSRN CITATIONS
Rank 12,936

SSRN RANKINGS

Top 12,936

in Total Papers Citations

17

CROSSREF CITATIONS

76

Scholarly Papers (25)

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 1,040 (26,856)
Citation 1

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

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 500 (70,797)
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

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 221 (173,528)

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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 105 (320,713)

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International bonds, conditional correlation, bond correlation, diversification benefits

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

European Financial Management, Vol. 11, No. 4, pp. 463-482, September 2005
Number of pages: 20 Posted: 29 Oct 2005
Delroy M. Hunter and David P. Simon
University of South Florida and Bentley University - Department of Finance
Downloads 24 (632,358)
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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 333 (114,474)
Citation 3

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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 307 (124,921)
Citation 3

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

6.

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 251 (153,712)
Citation 3

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

7.

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 222 (173,099)
Citation 2

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

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 207 (184,761)

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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 204 (187,281)
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
St. Johns University, East Carolina University - Department of Finance, University of South Florida and Georgia State University - Department of Finance
Downloads 196 (194,281)
Citation 3

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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 186 (203,551)

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

12.

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 176 (213,613)
Citation 1

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

13.

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 174 (215,692)
Citation 6

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

14.

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 151 (243,097)
Citation 2

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

15.

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 140 (258,287)

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

16.

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 133 (268,809)

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

17.

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 119 (291,944)

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market timing, private information, macroeconomic announcement, managerial skill

18.

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 98 (333,223)

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

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 97 (335,468)

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

20.

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 83 (369,575)

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

21.

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 81 (375,021)

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

22.

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 79 (380,498)

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

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: 03 Oct 2017
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 37 (537,868)
Citation 1

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

24.

Politically Conservative CEOs and Bank Loan Contracting

Posted: 26 May 2012
University of South Florida - College of Business Administration, University of South Florida, California State University San Marcos and Virginia Polytechnic Institute & State University

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

25.

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