Asymmetry and time variation in exchange rate exposure: An investigation of Australian stocks returns

Robert Brooks, Amalia Di Iorio, Robert Faff, Tim Fry, Yovina Joymungul

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

7 Citations (Scopus)

Original language	English
Pages (from-to)	276 - 295
Number of pages	20
Journal	International Journal of Commerce and Management
Volume	20
Issue number	4
DOIs	https://doi.org/10.1108/10569211011094613
Publication status	Published - 2010

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title = "Asymmetry and time variation in exchange rate exposure: An investigation of Australian stocks returns",

author = "Robert Brooks and {Di Iorio}, Amalia and Robert Faff and Tim Fry and Yovina Joymungul",

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T1 - Asymmetry and time variation in exchange rate exposure: An investigation of Australian stocks returns

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AU - Di Iorio, Amalia

AU - Faff, Robert

AU - Fry, Tim

AU - Joymungul, Yovina

PY - 2010

Y1 - 2010

U2 - 10.1108/10569211011094613

DO - 10.1108/10569211011094613

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EP - 295

JO - International Journal of Commerce and Management

JF - International Journal of Commerce and Management

SN - 1056-9219

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