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Original Articles

An international market model and exchange rate risk: Australian evidence

Pages 77-80 | Published online: 06 Oct 2010

References

  • Bos , T. , Fetherston , T. A. , Martikainen , T. and Prettunen , J. 1995 . The international co-movements of Finnish stocks . The European Journal Of Finance , 1 : 95 – 111 .
  • Harper , I. and Scheit , T. 1992 . The effects of financial market deregulation on bank risk and profitability' . Australian Economic Papers , 31 : 260 – 271 .
  • Jorion , P. 1990 . The exchange rate exposure of multinationals . Journal of Business , 63 : 331 – 342 .
  • Khoo , A. 1994 . Estimation of foreign exchange exposure - an application to mining companies in Australia' . Journal of International Money and Finance , 13 : 342 – 363 .
  • Loudon , G. 1993 . The foreign exchange operating exposure of Australian stocks . Accounting & Finance , 32 : 19 – 32 .

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