Acknowledgments: The authors are grateful to Dae Woo Cho, Jae Man Chung, Chang Soo Kim, Hyung Rae Park, and Roald Versteeg for their helpful comments on earlier versions of the paper. The suggestions from Dr. Jongmoo Jay Choi, Special Edition Editor, were particularly helpful in improving the exposition of the paper. The work was supported by the Korea Research Foundation Grant funded by the Korean Government (KRF-2009-32A-B00083). The usual disclaimer applies.
Asymmetric Foreign Exchange Exposure, Option Trade, and Foreign Currency-Denominated Debt: Evidence from Korea†
Article first published online: 18 APR 2013
© 2013 Korean Securities Association
Asia-Pacific Journal of Financial Studies
Special Issue: Emerging Market Finance: Firms, Markets and Governance in the Global Economy
Volume 42, Issue 2, pages 314–339, April 2013
How to Cite
Bae, S. C. and Kwon, T. H. (2013), Asymmetric Foreign Exchange Exposure, Option Trade, and Foreign Currency-Denominated Debt: Evidence from Korea. Asia-Pacific Journal of Financial Studies, 42: 314–339. doi: 10.1111/ajfs.12016
- Issue published online: 18 APR 2013
- Article first published online: 18 APR 2013
- Manuscript Accepted: 27 DEC 2012
- Manuscript Received: 31 AUG 2012
- Korea Research Foundation. Grant Number: KRF-2009-32A-B00083
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