Sökning: "hedging exchange"

Visar resultat 1 - 5 av 73 uppsatser innehållade orden hedging exchange.

  1. 1. Exchange Rate and Equity Market Dependence under Shifts in Volatility Expectations

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Vilhelm Samuelsson; [2023]
    Nyckelord :Exchange rates; Equity markets; Volatility; ARMA-GARCH; Copula; Exchange rate determination; Safe-haven; Portfolio rebalancing; Return chasing; Mathematics and Statistics;

    Sammanfattning : Exchange rate movements have important implications for both policy makers and investors, as they can have large effects on the real economy and the return on investments. Lately, their relation to capital flows have attracted growing interest due to the failure of macroeconomic fundamentals to explain them. LÄS MER

  3. 2. Valutarisken inom Stockholmsbörsen - En kvantitativ undersökning av OMXS30-bolagens valutaexponering

    Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Felix Hult; Mahdi Rahideh; André Rosdahl; [2023]
    Nyckelord :currency exposure; currency risk; hedging; KIX; OMXS30; Business and Economics;

    Sammanfattning : Title: The Foreign Exchange Risk of the Stockholm Stock Exchange, a Quantitative Analysis of the Foreign Exchange Risk Exposure of OMXS30-Firms. Seminar date: 1 June 2023. Course: FEKH89, Bachelor’s Thesis in Corporate Finance. Authors: Felix Hult, Mahdi Rahideh & André Rosdahl. LÄS MER

  4. 3. Foreign Exchange Rate Derivatives and Firm Value

    Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Love Kalms; Maja Sterner; Lisa Sterner; [2023]
    Nyckelord :derivative; hedging; exchange rate exposure; firm value; Tobin’s Q; Business and Economics;

    Sammanfattning : Using Tobin’s Q as an approximation of firm value, this paper aims to examine the effect of foreign exchange rate derivatives on firm value. Risk management is viewed by many as one of the most vital aspects of corporate- and business strategy. LÄS MER

  5. 4. Does hedging with derivatives create firm value?

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Albin Nilsson; August Beckman; [2023]
    Nyckelord :Corporate Risk Management; Hedging; Cash Holdings; Derivatives; Firm Value; Business and Economics;

    Sammanfattning : This paper studies the impact derivative hedging has on firm value and whether the relationship is affected by differences in cash holdings. We use hand-collected data for 171 Swedish firms from various industries during the period 2016-2021 to examine the relationship. LÄS MER

  7. 5. Den svenska kronans effekt på utländska fastighetsinvesteringar i Sverige : En kvalitativ studie om valutarisk

    Kandidat-uppsats, KTH/Fastighetsföretagande och finansiella system

    Författare :Svante Forsmark; Fredrik Kastensson Gussing; [2023]
    Nyckelord :Real Estate; Currency Risk; Transactions; Currency Hedging Tools; Swedish Krona; Cross-Border Real Estate Investments; Fastigheter; Valutarisk; Transaktioner; Valutasäkringsverktyg; Svenska Kronan; Gränsöverskridande fastighetsinvesteringar;

    Sammanfattning : Gränsöverskridande fastighetsinvesteringar har blivit allt vanligare sedan andra hälften av 1900-talet. Idag står gränsöverskridande aktörer för en relativt stor del av den årliga transaktionsvolymen i Sverige. Samtidigt har kronan under en längre tid varit svag och fluktuerat kraftigt, inte minst under senare år. LÄS MER