This document has not been cited yet.

1. -276. Allayannis, G.; E. Ofek, “Exchange Rate Exposure, Hedging, and the Use of Foreign Currency Derivatives”, Journal of International Money and Finance, Vol. 20, 2001, pp. 273-296. Bartram, S. M., “What Lies Beneath: Foreign Exchange Rate Exposure, Hedging and Cash Flows”, Journal of Banking & Finance, Vol. 32, 2008, pp.
   Paper not yet in RePEc: Add citation now
   

2. -346. Investigating Exchange Rate Exposure of Bank Shares: Empirical Evidence From ISE Serkan Yılmaz Kandır & Ahmet Erişmiş Entorf, H.; G. Jamin, “German Exchange Rate Exposure at DAX and Aggregate Levels, International Trade and the Role of Exchange Rate Adjustment Costs”, German Economic Review, Vol. 8, No. 3, 2007, pp. 344-374. Fama, E.; K. R. French; “The Cross-Section of Expected Returns”, Journal of Finance, Vol. 47, No. 2, 1992, pp. 427-465. Fama, E.; K. R. French; “Common Risk Factors in the Returns on Stocks and Bonds”, Journal of Financial Economics, Vol. 33, 1993, pp. 3-56. Fama, E.; K. R. French; “Size and Book-to-Market Factors in Earnings and Returns”, Journal of Finance, Vol. 50, No. 1, 1995, pp. 131-155. Fama, E.; K. R. French; “Multifactor Explanations of Asset Pricing Anomalies”, Journal of Finance, Vol. 51, No. 1, 1996, pp. 55-84. Geczy, C., et al., “Why Firms Use Currency Derivatives”, Journal of Finance, Vol.

3. -892. Charoenrook, A.; J. Conrad; “Identifying Risk Based Factors”, AFA 2006 Boston Meetings Paper, 2005. Chi, J., et al., “Do Exchange Rates Affect the Stock Performance of Australian Banks?”, International Journal of Banking and Finance, Vol. 7, No. 1,
   Paper not yet in RePEc: Add citation now
   
4. , 2006, pp. 182-199. Kıymaz, H., “Estimation of Foreign Exchange Exposure: An Emerging Market Application”, Journal of Multinational Financial Management, Vol. 13, No. 1, 2003, pp. 71-84. Kim, Y. S., et al., “Is Operational Hedging a Substitute For Or a Complement to Financial Hedging?”, Journal of Banking & Finance, Vol. 33, No. 11,
   Paper not yet in RePEc: Add citation now
   
5. , 2009, pp. 609-632. White, H., “A Heteroscedasticity-Consistent Covariance Matrix Estimator and a Direct Test For Heteroscedasticity”, Econometrica, Vol. 48, 1980, pp.
   Paper not yet in RePEc: Add citation now
   
6. , 2009. When US $ based returns of some emerging markets are compared in the same period, the best performer markets were: Indonesia (19.2 %), Colombia (14.1 %), Thailand (11.7 %), Malaysia (9.2 %) and Chile (4.9 %). In the same period, the lowest return markets were: Greece (-44.2 %), Hungary (-19.7 %) and China (-17.2 %), and the performances of emerging markets with respect to P/E ratios as of end of June 2010 indicated that the highest rates were obtained in Jordan (52.8), Indonesia (28.4), S.Africa (20.5) and Chile (20.4) and the lowest rates in Russia (8.5), Turkey (9.7), Hungary (9.8) and Pakistan (10.4). The ISE ReviewVolume:12 No:46 ISSN 1301-1642 ISE 68 ISE Review Market Capitalization (USD Million, 1986-2008) Global Developed Markets Emerging Markets ISE
   Paper not yet in RePEc: Add citation now
   

7. , No. 2/3, 1997, pp. 267-286. Conover, T. L., “A Comparative Analysis of the Market Model and the MultipleFactor Market Model”, Journal of Business Finance & Accounting, Vol.

8. , No.5, 1997, pp. 657-665. Dominguez, K. M. E.; Linda L. Tesar, “Exchange Rate Exposure”, Journal of International Economics, Vol. 68, 2006, pp. 188-218. Doukas, J. A., et al., “Exchange Rate Exposure at the Firm and Industry Level”, Financial Markets, Institutions & Instruments, Vol. 12, No. 5, 2003, pp.

9. , pp. 148-173. Breusch, T., “Testing For Autocorrelation in Dynamic Linear Models”, Australian Economic Papers, Vol. 17, 1978, pp. 534-355. Brown, G. W., “Managing Foreign Exchange Risk With Derivatives”, Journal of Financial Economics, Vol. 60, 2001, pp. 401-448. Central Bank of the Republic of Turkey, http://evds.tcmb.gov.tr. Chamberlain, S., et al., “The Exchange Rate Exposure of U.S. and Japanese Banking Institutions”, Journal of Banking & Finance, Vol. 21, 1997, pp.
   Paper not yet in RePEc: Add citation now
   

10. , pp. 1973-1982. Kolari, J. W., et al., “Foreign Exchange Risk and the Cross-Section of Stock Returns”, Journal of International Money and Finance, Vol. 27, 2008, pp. 1074-1097. Li, D., et al., “Foreign Exchange Exposure: Evidence From the U.S. Insurance Industry”, Journal of International Financial Markets, Institutions and Money, Vol. 19, No. 2, 2009, pp. 306-320. Lintner, J., “The Evaluation of Risky Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets”, Review of Economics and Statistics, Vol. 47, 1965, pp. 13-37. Martin, A. D., “Exchange Rate Exposure of the Key Financial Institutions in the Foreign Exchange Market”, International Review of Economics and Finance, Vol. 9, 2000, pp. 267–286. Martin, A. D.; L. J. Mauer, “Exchange Rate Exposures of US Banks: A Cash FlowBased Methodology”, Journal of Banking & Finance, Vol. 27, 2003, pp.

11. , pp. 35-46. Strong, N.; X. G. Xu,”Explaining The Cross-Section of UK Expected Stock Returns”, British Accounting Review, Vol. 29, No. 1, 1997, pp. 1-23. Tregenna, F., “The Fat Years: The Structure and Profitability of the US Banking Sector in the Pre-Crisis Period”, Cambridge Journal of Economics, Vol.
    Paper not yet in RePEc: Add citation now
    

12. , pp. 36-53. Choi, J. J., “A Model of Firm Valuation with Exchange Exposure”, Journal of International Business Studies, Vol. 17, No. 2, 1986, pp. 153-160. Choi, J. J.; E. Elyasiani, “Derivative Exposure and the Interest Rate and Exchange Rate Risks of U.S. Banks”, Journal of Financial Services Research, Vol.

13. .70% S h a r e i n E m e r g i n g M a r k e t s S h a r e i n D e v e l o p e d M a r k e t s Source: Standard & Poor’s Global Stock Markets Factbook, 2009. Main Indicators of Capital Markets (June 2010) Market Monthly Turnover Velocity (June 2010) (%) Market Value of Share Trading (millions, US$) Up to Year Total (2010/1-2010/6) Market Market Cap. of Share of Domestic Companies (millions US$) June 2010
    Paper not yet in RePEc: Add citation now
    
14. /6 2009 2008 Source: IFC Factbook 2001. Standard & Poor’s, Global Stock Markets Factbook, 2009. Bloomberg. Price-Earnings Ratios in Emerging Markets
    Paper not yet in RePEc: Add citation now
    
15. % Market Capitalization (%) T rading Volume (%) Number of Companies (%) Source: Standard & Poor’s Global Stock Markets Factbook, 2009. Share of ISE’s Market Capitalization in World Markets (1986-2008)
    Paper not yet in RePEc: Add citation now
    
16. –865. Mossin, J., “Equilibrium in Capital Asset Markets”, Econometrica, Vol. 34, 1966, pp. 768-783. Muller, A.; W. F. C. Verschoor, “Asian Foreign Exchange Risk Exposure”, Journal of the Japanese and International Economies, Vol. 21, No. 1, 2007, pp.
    Paper not yet in RePEc: Add citation now
    

17. Allayannis, G., et al., “Exchange-Rate Hedging: Financial Versus Operational Strategies”, American Economic Review, Vol. 91, No. 2, 2001, pp. 391395. Allayannis, G.; J. P. Weston, “The Use of Foreign Currency Derivatives and Firm Market Value”, Review of Financial Studies, Vol. 14, No. 1, 2001, pp.

18. Luxembourg SE 0.2% Malta SE 25 Bermuda SE 1,439.7 Source: www.world-exchanges.org ISE Review Trading Volume (USD millions, 1986-2008) Global Developed Emerging ISE Emerging / Global (%) ISE/ Emerging (%)
    Paper not yet in RePEc: Add citation now
    

1. The effect of exchange rate fluctuations on the performance of small and medium sized enterprises: Implications for Brexit. (2021). Clark, Ephraim ; Belghitar, Yacine ; Dropsy, Vincent ; Mefteh-Wali, Salma.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:80:y:2021:i:c:p:399-410.

   Full description at Econpapers || Download paper

2. The analysis of market timing, exchange rate of us dollar, and inflation to equity fund performance during 2011-2017. (2019). Lucas, Nathalia Angelina ; Manurung, Jenry Cardo ; Usman, Bahtiar.
   In: Journal of Applied Finance & Banking.
   RePEc:spt:apfiba:v:9:y:2019:i:5:f:9_5_7.

   Full description at Econpapers || Download paper

3. The Impact of Regret on Exports. (2016). Welzel, Peter ; Broll, Udo ; Wong, Kit Pong.
   In: German Economic Review.
   RePEc:bla:germec:v:17:y:2016:i:2:p:192-205.

   Full description at Econpapers || Download paper

4. Revisiting exchange-rate exposure through a microeconomic approach: French manufacturing firms profits and the euro. (2015). Mouradian, Florence.
   In: Economics Papers from University Paris Dauphine.
   RePEc:dau:papers:123456789/15237.

   Full description at Econpapers || Download paper

5. Currency Exposure in China under the New Exchange Rate Regime: National Level Evidence. (2015). Zhou, Si ; zhang, zhuang ; Nie, Jing.
   In: China & World Economy.
   RePEc:bla:chinae:v:23:y:2015:i:3:p:97-109.

   Full description at Econpapers || Download paper

6. Financial market integration, stock markets and exchange rate dynamics in Eastern Europe. (2013). Welfens, Paul ; Islami, Mevlud.
   In: International Economics and Economic Policy.
   RePEc:kap:iecepo:v:10:y:2013:i:1:p:47-79.

   Full description at Econpapers || Download paper

7. Investigating Exchange Rate Exposure of Bank Shares: Empirical Evidence From ISE. (2012). Kandir, Serkan Yilmaz ; Erismis, Ahmet .
   In: Istanbul Stock Exchange Review.
   RePEc:bor:iserev:v:12:y:2012:i:46:p:49-83.

   Full description at Econpapers || Download paper

8. Why Turkish Securities Firms Have Not Transformed to Full Service Investment Banks?: An Assessment For the Near Future of the Turkish Securities Firms Industry. (2012). Coskun, Yener.
   In: Istanbul Stock Exchange Review.
   RePEc:bor:iserev:v:12:y:2012:i:46:p:15-48.

   Full description at Econpapers || Download paper

9. Internal Determinants of Profitability in Turkish Banking Sector. (2012). Ban, Unsal ; Kilic, Saim ; Demirgunes, Kartal ; Alp, Ali.
   In: Istanbul Stock Exchange Review.
   RePEc:bor:iserev:v:12:y:2012:i:46:p:1-14.

   Full description at Econpapers || Download paper

10. The Foreign Exchange Rate Exposure of Nations. (2011). Sonderhof, Katja ; Moebert, Jochen ; Entorf, Horst.
    In: Open Economies Review.
    RePEc:kap:openec:v:22:y:2011:i:2:p:339-353.

    Full description at Econpapers || Download paper

11. Export, Exchange Rate Risk and Hedging: The Duopoly Case. (2011). Broll, Udo ; Wahl, Jack E. ; Wessel, Christoph .
    In: German Economic Review.
    RePEc:bla:germec:v:12:y:2011:i:4:p:490-502.

    Full description at Econpapers || Download paper

12. Sources of time-varying exchange rate exposure. (2010). Pierdzioch, Christian ; Kizys, Renatas.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:7:y:2010:i:4:p:371-390.

    Full description at Econpapers || Download paper

13. A three-factor model investigation of foreign exchange-rate exposure. (2010). Huffman, Stephen P. ; Makar, Stephen D. ; Beyer, Scott B..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:21:y:2010:i:1:p:1-12.

    Full description at Econpapers || Download paper

14. Investigating Exchange Rate Exposure of Bank Shares: Empirical Evidence From ISE. (2010). Kandir, Serkan Yilmaz ; Erismis, Ahmet .
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:12:y:2010:i:46:p:49-83.

    Full description at Econpapers || Download paper

15. Why Turkish Securities Firms Have Not Transformed to Full Service Investment Banks?: An Assessment For the Near Future of the Turkish Securities Firms Industry. (2010). coskun, yener.
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:12:y:2010:i:46:p:15-48.

    Full description at Econpapers || Download paper

16. Internal Determinants of Profitability in Turkish Banking Sector. (2010). Ban, Unsal ; Kilic, Saim ; Demirgunes, Kartal ; Alp, Ali.
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:12:y:2010:i:46:p:1-14.

    Full description at Econpapers || Download paper

Report date: 2025-09-29 16:07:02 || Missing content? Let us know