Sökning: "Susan Li"

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  1. 1. 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