Asymmetric Exchange Rate Exposure of Stock Returns: Empirical Evidence from Chinese Industries

Cuestas, J.C. and Tang, B. (2015) Asymmetric Exchange Rate Exposure of Stock Returns: Empirical Evidence from Chinese Industries. Working Paper. Sheffield Economic Research Paper Series (SERPS), 201502 (021). Department of Economics, University of Sheffield ISSN 1749-8368

Abstract

Metadata

Authors/Creators:
  • Cuestas, J.C.
  • Tang, B.
Copyright, Publisher and Additional Information: The Sheffield Economic Research Paper Series (SERPS) offers a forum for the research output of the Department of Economics, University of Sheffield. Papers are reviewed for quality and presentation by two internal referees and a departmental editor. However, the contents and opinions expressed remain the responsibility of the author(s). Comments are welcomed and should be addressed to the individual author(s).
Keywords: Asymmetric exchange rate exposure; stock return; Chinese industrie; NARDL
Dates:
  • Published: 30 September 2015
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Department of Economics (Sheffield) > Sheffield Economics Research Papers Series
Depositing User: Symplectic Sheffield
Date Deposited: 27 Jan 2016 17:14
Last Modified: 04 Jun 2018 03:22
Published Version: http://www.sheffield.ac.uk/economics/research/serp...
Status: Published
Publisher: Department of Economics, University of Sheffield
Series Name: Sheffield Economic Research Paper Series (SERPS)

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