Asymmetric currency exposure of US bank stock returns

Chu Sheng Tai

doi:10.1016/j.mulfin.2005.04.002

Asymmetric currency exposure of US bank stock returns

Chu Sheng Tai

Texas Southern University

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	455-472
Number of pages	18
Journal	Journal of Multinational Financial Management
Volume	15
Issue number	4-5 SPEC. ISS.
DOIs	https://doi.org/10.1016/j.mulfin.2005.04.002
State	Published - Oct 2005

ASJC Scopus Subject Areas

Finance
Economics and Econometrics

Keywords

Asymmetric currency exposure
Bank
Multivariate GARCH

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10.1016/j.mulfin.2005.04.002

Cite this

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title = "Asymmetric currency exposure of US bank stock returns",

keywords = "Asymmetric currency exposure, Bank, Multivariate GARCH",

author = "Tai, \{Chu Sheng\}",

year = "2005",

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doi = "10.1016/j.mulfin.2005.04.002",

language = "English",

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pages = "455--472",

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PY - 2005/10

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KW - Asymmetric currency exposure

KW - Bank

KW - Multivariate GARCH

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U2 - 10.1016/j.mulfin.2005.04.002

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M3 - Article

AN - SCOPUS:24144488392

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JO - Journal of Multinational Financial Management

JF - Journal of Multinational Financial Management

IS - 4-5 SPEC. ISS.

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Asymmetric currency exposure of US bank stock returns

ASJC Scopus Subject Areas

Keywords

Access to Document

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