Sökning: "Foreign Exchange Exposure"

Visar resultat 36 - 40 av 50 uppsatser innehållade orden Foreign Exchange Exposure.

  1. 36. A Study on Exchange Rate Exposure of Chinese Banks

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Juan Li; Susan Delport; [2009]
    Nyckelord :APT; Chinese Banks; RMB; exchange rate exposure; foreign exchange risk; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Sammanfattning : For banks to adjust to the changing financial environment, it is essential to understand how the foreign exchange market impacts them. The purpose of this master thesis is to evaluate the effect of exchange rates movement on fourteen listed Chinese banks’ equity returns, by using the Arbitrage Pricing Theory Model. LÄS MER

  3. 37. Exchange rate hedging of equity portfolios: evaluation of an OLS approach

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Johan Blixt; [2008]
    Nyckelord :Currency hedging; equity portfolios; Sweden;

    Sammanfattning : With an increasing level of international diversification in equity portfolios comes an increase in the importance of the implicit foreign exchange rate exposure. While purchasing power parity might hold in the longer run it is evident that exchange rate movements can have sizable effects on portfolio returns at conventional time horizons. LÄS MER

  4. 38. Exchange rate risk in Automobile Industry: An Empirical Study on Swedish, French and German Multinational Companies.

    Magister-uppsats, Handelshögskolan vid Umeå universitet

    Författare :Lyna Alami Barumwete; Feiyi Rao; [2008]
    Nyckelord :Exchange rate risk; Hedging strategies; Risk management; Foreign Exchange exposure;

    Sammanfattning : Recently, both company executives as well as national media have claimed that short currency exchange rate fluctuations are negatively affecting the stock returns of certain firms. However, most previous studies focusing on companies in the US and Asia have been unable to find empirical support for a statistically significant linkage between firm value and exchange rate risk. LÄS MER

  5. 39. Foreign Exchange-Rate Exposure of Swedish Firms

    Kandidat-uppsats, IHH, Nationalekonomi

    Författare :Zahari Stoyanov; Saleem Ahmad; [2007]
    Nyckelord :foreign exchange rate; exchange rate risk; exchange rate exposure;

    Sammanfattning : The main focus of the paper is the problem of exchange-rate exposure of Swedish firms between Jan, 1st 2002 and Sep, 27th 2006. Defined as “a measure of the potential for a firm’s profitability, net cash flow, market value to change because of a change in exchange rates”, the problem of exchange rate exposure is investigated, making use of the “Market Value Approach” (also known as “Stock Market Ap-proach”), with certain additional extensions. LÄS MER

  7. 40. Foreign Exchange Exposure of A Selected Number of Swedish Multinationals : The Capital Market Approach

    Magister-uppsats, Handelshögskolan vid Umeå universitet

    Författare :Basile N Shudzeka; Hyceinth N. Kum; [2007]
    Nyckelord :;

    Sammanfattning : This research work analyses the impact of exchange rate fluctuations on firm value. It is based on a sample of 10 Swedish multinational companies selected from two market capitalization segments (Mid and Large Cap) according to the OMX index classification. LÄS MER