Agyei-Ampomah, S.; Mazouz, K.; Yin, S.
(Elsevier Science B.V., Amsterdam., 2013-09-30)
We use a sample of 269 UK non-financial firms to study the sensitivity of foreign exchange exposure, and its determinants, to the different estimation methods. The standard Jorion's model suggests that 14.93% (30.50%) of ...