Concepedia

Foreign Exchange Risk

Foreign Exchange Risk is a type of financial risk arising from potential adverse effects of fluctuations in currency exchange rates on the domestic-currency value of an entity’s cash flows, assets, liabilities, or overall financial position denominated in foreign currencies.

3.9K

Publications

250.2K

Citations

5.1K

Authors

1.9K

Institutions

Publications per year

2017–2026

782

Variants

Currency RiskExchange Rate Risk

Parents

Children

Publications

3.9K

Statistical analysis of cointegration vectors

Søren Johansen · Journal of Economic Dynamics and Control · 1988 · 16.8K citations

, , +13

Currency crashes in emerging markets: An empirical treatment

Jeffrey A. Frankel, Andrew K. Rose · Journal of International Economics · 1996 · 2K citations · Full text

, , +16

Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures

Kenneth F. Kroner, Jahangir Sultan · Journal of Financial and Quantitative Analysis · 1993 · 1.5K citations

, , +17

Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions

Nikolaos Antonakakis, Ioannis Chatziantoniou, David Gabauer · Journal of risk and financial management · 2020 · 1.4K citations · Full text

, , +17

Domestic Financial Policies Under Fixed and Under Floating Exchange Rates

J. Marcus Fleming · 1962 · 1.4K citations

, , +13

1–5 of 3.9K

Authors

5.1K

  1. LS
    Lucio Sarno

    Centre for Economic Policy Research, United Kingdom

    35 publications · 2.7K citations

    23

    h-index

  2. MB
    Mohsen Bahmani‐Óskooee

    University of Wisconsin–Milwaukee, United States

    42 publications · 1.3K citations

    22

    h-index

  3. AV
    Adrien Verdelhan

    National Bureau of Economic Research, United States

    25 publications · 3.7K citations

    21

    h-index

  4. JA
    Jeffrey A. Frankel

    Harvard University, United States

    18 publications · 4.5K citations

    18

    h-index

  5. HL
    Hanno Lustig

    University of California, Los Angeles, United States

    16 publications · 2.9K citations

    16

    h-index

1–5 of 5.1K

Institutions

1.9K

  1. National Bureau of Economic Research

    Cambridge, United States

    46 h-index

    241 publications

    14.8K citations

  2. Centre for Economic Policy Research

    London, United Kingdom

    46 h-index

    179 publications

    12K citations

  3. International Monetary Fund

    Washington D.C., United States

    42 h-index

    202 publications

    12.1K citations

  4. Federal Reserve

    Washington D.C., United States

    30 h-index

    94 publications

    6.3K citations

  5. Federal Reserve Board of Governors

    Washington D.C., United States

    30 h-index

    92 publications

    5.2K citations

  6. Bank for International Settlements

    Basel, Switzerland

    30 h-index

    92 publications

    4.9K citations

  7. New York University

    New York, United States

    28 h-index

    41 publications

    5.2K citations

  8. European Central Bank

    Frankfurt am Main, Germany

    26 h-index

    63 publications

    4.7K citations

1–8 of 1.9K

Venues

  1. Journal of International Money and Finance

    224 publications · 20.4K citations

    75

    h-index

  2. SSRN Electronic Journal

    Repository · 468 publications · 14.9K citations

    56

    h-index

  3. Journal of International Economics

    110 publications · 12.5K citations

    54

    h-index

  4. The Journal of Finance

    96 publications · 14.9K citations

    53

    h-index

  5. Journal of Banking & Finance

    87 publications · 5.7K citations

    43

    h-index

1–5