The Exposure of French and South Korean Firm Stock Returns to Exchange Rates and the COVID-19 Pandemic
Rogoff predicted that the U.S. dollar will depreciate and that exchange rate volatility will return. The coronavirus crisis has also roiled the world economy. This paper investigates the exposure of French and Korean firm stock returns to exchange rate appreciations and the pandemic. Both France and...
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| Format: | Article |
| Language: | English |
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MDPI AG
2021-04-01
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| Series: | Journal of Risk and Financial Management |
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| Online Access: | https://www.mdpi.com/1911-8074/14/4/154 |