The Wavelet Multi-Scale Analysis of Exchange Rate Exposure: An Application to Malaysian Consumer Products and Services Sector
Objective - Past efforts in assessing foreign exchange rate exposure assume homogeneity in the level of exposure across time horizons which seems to be impractical due to the dynamic nature of comovement between firm value and exchange rate. Methodology – Given this, the study aimed to investigat...
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| Main Authors: | , |
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| Format: | Article |
| Language: | en_US |
| Published: |
Global Academy of Training and Research (GATR) Enterprise
2024
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| Subjects: | |
| Online Access: | http://gatrenterprise.com/GATRJournals/JFBR/vol8.1_3.html |
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