Details about Gordon M. Bodnar

Access statistics for papers by Gordon M. Bodnar.

Last updated 2023-11-07. Update your information in the RePEc Author Service.

Short-id: pbo613

Working Papers

2009

1. No Place To Hide: The Global Crisis in Equity Markets in 2008/09
   MPRA Paper, University Library of Munich, Germany View citations (99)

2008

2. Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets
   MPRA Paper, University Library of Munich, Germany View citations (3)
   Also in MPRA Paper, University Library of Munich, Germany (2008) View citations (1)
   See also Journal Article Crossing the lines: The conditional relation between exchange rate exposure and stock returns in emerging and developed markets, Journal of International Money and Finance, Elsevier (2012) View citations (36) (2012)

2005

3. The Exchange Rate Exposure Puzzle
   MPRA Paper, University Library of Munich, Germany View citations (9)

2003

4. Cross-Border Valuation: The International Cost of Equity Capital
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (20)
   Also in Working Papers, University of Pennsylvania, Wharton School, Weiss Center (2003) View citations (20)

2001

5. The Impact of Institutional Differences on Derivatives Usage
   ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (1)
6. The Impact of Institutional Differences on Derivatives Usage: A Comparative Study of US and Dutch Firms
   Discussion Paper, Tilburg University, Center for Economic Research View citations (2)
   See also Journal Article The Impact of Institutional Differences on Derivatives Usage: a Comparative Study of US and Dutch Firms, European Financial Management, European Financial Management Association (2003) View citations (25) (2003)
7. The Value Relevance of Foreign Income: An Australian, Canadian, and British Comparison
   Working Papers, University of Pennsylvania, Wharton School, Weiss Center

2000

8. A Simple Model of Foreign Exchange Exposure
   Working Papers, University of Pennsylvania, Wharton School, Weiss Center View citations (6)
9. Estimating Exchange Rate Exposures: Some "Weighty" Issues
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (30)
10. Pass-through and Exposure
    Working Papers, University of Pennsylvania, Wharton School, Weiss Center View citations (11)
    Also in Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research (1998) View citations (2)
    Working Papers, HAL (1997) View citations (2)
    See also Journal Article Pass‐through and Exposure, Journal of Finance, American Finance Association (2002) View citations (87) (2002)

1998

11. Both Sides of Corporate Diversification: The Value Impacts of Geographic and Industrial Diversification
    Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research View citations (9)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1997) View citations (36)
12. Derivatives Usage in Risk Management by US and German Non-Financial Firms: A Comparative Survey
    Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research View citations (10)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1998) View citations (13)
    CFS Working Paper Series, Center for Financial Studies (CFS) (1998) View citations (22)

1997

13. The Valuation of the Foreign Income of U.S. Multinational Firms: A Growth Opportunities Perspective
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (25)
    See also Journal Article The valuation of the foreign income of US multinational firms: a growth opportunities perspective, Journal of Accounting and Economics, Elsevier (1997) View citations (30) (1997)

1996

14. Are exchange rates excessively volatile? And what does \\"excessively volatile\\" mean, anyway?
    Research Paper, Federal Reserve Bank of New York View citations (3)

1995

15. Exchange Rate Variability and the Riskiness of U.S. Multinational Firms:Evidence from the Breakdown of the Bretton Woods System
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
    See also Journal Article Exchange rate variability and the riskiness of U.S. multinational firms: Evidence from the breakdown of the Bretton Woods system, Journal of Financial Economics, Elsevier (1996) View citations (84) (1996)

1991

16. Target Zones and Euro-Rates: A Model of Eurocurrency Interest Rate Differentials in the European Monetary System
    Working Papers, Rochester, Business - General View citations (6)

1989

17. EFFECTS OF THE INTERNATIONAL ECONOMY ON THE DOMESTIC INDUSTRIES: TESTS USING FINANCIAL DATA
    Working Papers, Princeton, Department of Economics - Financial Research Center View citations (1)

Journal Articles

2019

1. A View Inside Corporate Risk Management
   Management Science, 2019, 65, (11), 5001-5026 View citations (11)

2018

2. The Theory and Practice of Corporate Risk Management: Evidence from the Field
   Financial Management, 2018, 47, (4), 783-832 View citations (18)

2017

3. OTC Derivatives and Global Economic Activity: An Empirical Analysis
   JRFM, 2017, 10, (2), 1-23

2013

4. Risk Management for Italian Non†Financial Firms: Currency and Interest Rate Exposure
   European Financial Management, 2013, 19, (5), 887-910 View citations (10)

2012

5. Crossing the lines: The conditional relation between exchange rate exposure and stock returns in emerging and developed markets
   Journal of International Money and Finance, 2012, 31, (4), 766-792 View citations (36)
   See also Working Paper Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets, MPRA Paper (2008) View citations (3) (2008)

2009

6. No place to hide: The global crisis in equity markets in 2008/2009
   Journal of International Money and Finance, 2009, 28, (8), 1246-1292 View citations (99)

2003

7. Estimating Exchange Rate Exposures: Issues in Model Structure
   Financial Management, 2003, 32, (1) View citations (135)
8. The Impact of Institutional Differences on Derivatives Usage: a Comparative Study of US and Dutch Firms
   European Financial Management, 2003, 9, (3), 271-297 View citations (25)
   See also Working Paper The Impact of Institutional Differences on Derivatives Usage: A Comparative Study of US and Dutch Firms, Discussion Paper (2001) View citations (2) (2001)

2002

9. Pass‐through and Exposure
   Journal of Finance, 2002, 57, (1), 199-231 View citations (87)
   See also Working Paper Pass-through and Exposure, Working Papers (2000) View citations (11) (2000)

1998

10. 1998 Wharton Survey of Financial Risk Management by US Non-Financial Firms
    Financial Management, 1998, 27, (4) View citations (167)

1997

11. The valuation of the foreign income of US multinational firms: a growth opportunities perspective
    Journal of Accounting and Economics, 1997, 24, (1), 69-97 View citations (30)
    See also Working Paper The Valuation of the Foreign Income of U.S. Multinational Firms: A Growth Opportunities Perspective, NBER Working Papers (1997) View citations (25) (1997)

1996

12. 1995 Wharton Survey of Derivatives Usage by US Non-Financial Firms
    Financial Management, 1996, 25, (4) View citations (41)
13. Are Exchange Rates Excessively Volatile? And What Does "Excessively Volatile" Mean, Anyway?
    IMF Staff Papers, 1996, 43, (1), 72-96 View citations (22)
14. 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, 42, (1), 105-132 View citations (84)
    See also Working Paper Exchange Rate Variability and the Riskiness of U.S. Multinational Firms:Evidence from the Breakdown of the Bretton Woods System, NBER Working Papers (1995) View citations (1) (1995)

1994

15. Firm Valuation, Earnings Expectations, and the Exchange-Rate Exposure Effect
    Journal of Finance, 1994, 49, (5), 1755-85 View citations (280)

1993

16. Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA
    Journal of International Money and Finance, 1993, 12, (1), 29-45 View citations (286)

1992

17. Target zones and forward rates in a model with repeated realignments
    Journal of Monetary Economics, 1992, 30, (3), 373-408 View citations (18)