Foreign currency borrowing, exports and firm performance: evidence from a currency crisis

This paper develops a simple signaling model of foreign currency borrowing that yields predictions about firm survival and performance during a currency crisis. Using a large panel of firm level data for South Korea we offer empirical support for many of the predictions of our model, while others su...

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Main Authors: Bougheas, Spiros, Lim, Hosung, Mateut, Simona, Mizen, Paul, Yalcin, Cihan
Format: Article
Published: Taylor & Francis 2018
Subjects:
Online Access:https://eprints.nottingham.ac.uk/48843/
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author Bougheas, Spiros
Lim, Hosung
Mateut, Simona
Mizen, Paul
Yalcin, Cihan
author_facet Bougheas, Spiros
Lim, Hosung
Mateut, Simona
Mizen, Paul
Yalcin, Cihan
author_sort Bougheas, Spiros
building Nottingham Research Data Repository
collection Online Access
description This paper develops a simple signaling model of foreign currency borrowing that yields predictions about firm survival and performance during a currency crisis. Using a large panel of firm level data for South Korea we offer empirical support for many of the predictions of our model, while others support predictions that cannot be tested using our data. Our paper demonstrates that although firms that borrow in foreign currency are more likely to exit after the currency collapses, those that continue to produce perform better. Among them, the best performers are exporters whose foreign sales are more competitively priced under a devalued currency.
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institution University of Nottingham Malaysia Campus
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last_indexed 2025-11-14T20:10:36Z
publishDate 2018
publisher Taylor & Francis
recordtype eprints
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spelling nottingham-488432020-05-04T19:26:13Z https://eprints.nottingham.ac.uk/48843/ Foreign currency borrowing, exports and firm performance: evidence from a currency crisis Bougheas, Spiros Lim, Hosung Mateut, Simona Mizen, Paul Yalcin, Cihan This paper develops a simple signaling model of foreign currency borrowing that yields predictions about firm survival and performance during a currency crisis. Using a large panel of firm level data for South Korea we offer empirical support for many of the predictions of our model, while others support predictions that cannot be tested using our data. Our paper demonstrates that although firms that borrow in foreign currency are more likely to exit after the currency collapses, those that continue to produce perform better. Among them, the best performers are exporters whose foreign sales are more competitively priced under a devalued currency. Taylor & Francis 2018-01-11 Article PeerReviewed Bougheas, Spiros, Lim, Hosung, Mateut, Simona, Mizen, Paul and Yalcin, Cihan (2018) Foreign currency borrowing, exports and firm performance: evidence from a currency crisis. European Journal of Finance, 24 (17). pp. 1649-16671. ISSN 1466-4364 currency crisis; exports; foreign currency borrowing http://www.tandfonline.com/eprint/gchwXgP9MM4FVUTneBXK/full doi:10.1080/1351847X.2017.1421246 doi:10.1080/1351847X.2017.1421246
spellingShingle currency crisis; exports; foreign currency borrowing
Bougheas, Spiros
Lim, Hosung
Mateut, Simona
Mizen, Paul
Yalcin, Cihan
Foreign currency borrowing, exports and firm performance: evidence from a currency crisis
title Foreign currency borrowing, exports and firm performance: evidence from a currency crisis
title_full Foreign currency borrowing, exports and firm performance: evidence from a currency crisis
title_fullStr Foreign currency borrowing, exports and firm performance: evidence from a currency crisis
title_full_unstemmed Foreign currency borrowing, exports and firm performance: evidence from a currency crisis
title_short Foreign currency borrowing, exports and firm performance: evidence from a currency crisis
title_sort foreign currency borrowing, exports and firm performance: evidence from a currency crisis
topic currency crisis; exports; foreign currency borrowing
url https://eprints.nottingham.ac.uk/48843/
https://eprints.nottingham.ac.uk/48843/
https://eprints.nottingham.ac.uk/48843/