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Keywords: Asymmetric exchange rate exposure
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Journal Articles
Managerial Finance (2024) 50 (8): 1444–1461.
Published: 30 April 2024
.../methodology/approach This paper utilizes the multivariate Generalized AutoRegressive Conditional Heteroskedasticity (MGARCH) methodology to estimate both symmetric and asymmetric exchange rate exposures for each industry common across 12 countries simultaneously. Findings The empirical results show...

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