NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Gordon Bodnar

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

Working Papers

November 2003Cross-Border Valuation: The International Cost of Equity Capital
with Bernard Dumas, Richard D. Marston: w10115
January 2000Estimating Exchange Rate Exposures: Some "Weighty" Issues
with M.H. Franco Wong: w7497

Published: Gordon M. Bodnar & M.H. Franco Wong, 2003. "Estimating Exchange Rate Exposures: Issues in Model Structure," Financial Management, Financial Management Association, vol. 32(1), Spring.

August 1998Derivatives Usage in Risk Management by US and German Non-Financial Firms: A Comparative Survey
with Gunther Gebhardt: w6705

Published: Bodnar, Gordon M. and Gunther Gebhardt. "Derivatives Usage In Risk Management By US And German Non-Financial Firms: A Comparative Study," Journal of International Financial Management and Accounting, 1999, v10(3,Autumn), 153-187.

October 1997Both Sides of Corporate Diversification: The Value Impacts of Geographic and Industrial Diversification
with Charles Tang, Joseph Weintrop: w6224
January 1997The Valuation of the Foreign Income of U.S. Multinational Firms: A Growth Opportunities Perspective
with Joseph Weintrop: w5904

Published: Bodnar, Gordon M. & Weintrop, Joseph, 1997. "The valuation of the foreign income of US multinational firms: a growth opportunities perspective," Journal of Accounting and Economics, Elsevier, vol. 24(1), pages 69-97, December. citation courtesy of

October 1995Exchange Rate Variability and the Riskiness of U.S. Multinational Firms:Evidence from the Breakdown of the Bretton Woods System
with Eli Bartov, Aditya Kaul: w5323

Published: Bartov, Eli, Gordon M. Bodnar and Aditya Kaul. "Exchange Rate Variability And The Riskiness Of U.S. Multinational Firms: Evidence From The Breakdown Of The Bretton Woods System," Journal of Financial Economics, 1996, v42(1,Sep), 105-132. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
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