The exchange rate exposure puzzle: The long and the short of it

C-Tier
Journal: Economics Letters
Year: 2017
Volume: 159
Issue: C
Pages: 204-207

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The exchange rate exposure puzzle has remained robust to empirical scrutiny however evidence suggests the puzzle abates when longer horizons are considered. This paper applies inference that is appropriate in a long horizon setting and finds this evidence is illusory.

Technical Details

RePEc Handle
repec:eee:ecolet:v:159:y:2017:i:c:p:204-207
Journal Field
General
Author Count
3
Added to Database
2026-01-29