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Author = Habibdoost, Amir

Number of Articles: 1
Using Wavelet Approach to Analyze Exchange Rate Exposure Puzzle: Evidence from Tehran Stock Exchange

Abdolmajid Jalaee; Amir Habibdoost

Volume 17, Issue 52 , October 2012, , Pages 9-32

Abstract
  In this paper we examine the relationship between exchange rate movements and stock return (Firm value), wh­­­­­ich is known as Exchange Rate Exposure, using a Time-Scale approach in different sectors of Tehran Stock Exchange (TSE). In this regard, we decompose the exchange rate percent ...  Read More