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Record W3144690078 · doi:10.3390/jrfm14040154

The Exposure of French and South Korean Firm Stock Returns to Exchange Rates and the COVID-19 Pandemic

2021· article· en· W3144690078 on OpenAlexvenueno aff
Willem Thorbecke

Bibliographic record

VenueJournal of risk and financial management · 2021
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicCOVID-19 Pandemic Impacts
Canadian institutionsnot available
FundersFondation France-Japon de l'EHESS
KeywordsCoronavirus disease 2019 (COVID-19)Exchange ratePandemicStock (firearms)Monetary economicsLiberian dollarUs dollarVolatility (finance)Stock exchangeEconomicsBusinessFinancial crisis2019-20 coronavirus outbreakFinancial economicsMacroeconomicsFinanceGeographyBiologyVirology

Abstract

fetched live from OpenAlex

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 Korea are major exporters, but Korea has managed the crisis better than France. The results indicate that Korean firms have come through the pandemic better than French firms. The findings also indicate that the Korean economy is less exposed to appreciations than the French economy. This paper concludes with suggestions to increase firms’ resilience to these shocks.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.321
Threshold uncertainty score0.365

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.036
GPT teacher head0.256
Teacher spread0.220 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations8
Published2021
Admission routes1
Has abstractyes

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