Asymmetric exchange rate exposure and industry characteristics: Evidence from Japanese data

Keyphrases

• Stock Returns 100%
• Air Transportation 100%
• Industry Characteristics 100%
• Transportation Industry 100%
• Exchange Rate Risk 100%
• Exposure Characteristics 100%
• Real Estate 50%
• Exchange Rate Changes 50%
• Hysteretic Behavior 50%
• Asymmetric Effects 50%
• Asymmetric Response 50%
• Asymmetric Correlation 50%
• Industry Level 50%
• Asymmetric Exposure 50%
• Major Currencies 50%
• Pricing-to-market 50%
• Real Air 50%
• Market Behavior 50%
• Hedging Behavior 50%
• Real Estate Industry 50%
• Threshold Model 50%
• Sectoral Stock Returns 50%
• Correlation Test 50%

Economics, Econometrics and Finance

• Industry 100%
• Exchange Rate 100%
• Capital Market Returns 75%
• Real Estate Sector 50%
• Air Transportation Industry 50%
• Pricing 25%
• Hedging 25%
• Exchange Rate Changes 25%