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Keywords: Multivariate GARCH
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Journal Articles
Managerial Finance (2024) 50 (8): 1444–1461.
Published: 30 April 2024
... 2024 Emerald Publishing Limited Licensed re-use rights only Multivariate GARCH Asymmetric exchange rate exposure Exchange rate exposure puzzle The impact of currency movements on the value of the firm has been the subject of empirical literature for several decades since the abandon...

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