Supplementary Appendix to: The Response of Multinationals’ Foreign Exchange Rate Exposure to Macroeconomic News
3 Pages Posted: 28 Jul 2017
Date Written: July 24, 2017
In this supplementary appendix to the paper Boudt et al. (2017) we provide additional results regarding model validation and robustness to alternative choices of estimation of the realized exposures.
Keywords: foreign exchange exposure, high-frequency data, macroeconomic news
JEL Classification: F3, G14, E3, F44
Suggested Citation: Suggested Citation