How Comprehensive Is Comprehensive Income? the Value Relevance of Foreign Currency Translation Adjustments

Document Type

Article

Publication Date

6-1-2005

Abstract

Prior empirical research has been unable to forge an unambiguous link between foreign currency translation adjustments, which are an element of "other items of comprehensive income," and firm valuation. This study adds to the existing literature by empirically testing the value relevance of foreign currency translation adjustments in an earnings and book value model. Interaction terms, which serve as proxies for the theoretical sources of exchange rate exposure, are included in the estimating equation. The main finding of this study is that foreign currency translation adjustments are significantly value relevant when their parameter estimates are allowed to vary in the cross-section.

DOI

10.1111/j.1467-646X.2005.00113.x

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