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

Author： Brooks Robert D.   Iorio Amalia Di   Faff Robert W.   Fry Tim   Joymungul Yovina  

Publisher： Emerald Group Publishing Ltd

ISSN： 1056-9219

Source： International Journal of Commerce and Management, Vol.20, Iss.4, 2010-11, pp. : 276-295

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