Sökning: "cross currency"

Visar resultat 21 - 25 av 35 uppsatser innehållade orden cross currency.

1. 21. Security for SEPA Bank Servers inA Cloud Environment

   Master-uppsats, KTH/Skolan för informations- och kommunikationsteknik (ICT)

   Författare :Salman Khan; [2013]
   Nyckelord :;

   Sammanfattning : Due to Information Technology (IT) the world has become a global village. We can get information from anywhere on a single click. IT in banking sector connects banks with each other based on their location. Everyone in global world wants a quick response to any query they make. LÄS MER

3. 22. The Double Covered Question - Do Swedish Covered Bonds Adhere to the Covered Interest Parity

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

   Författare :Erik Andrén; Jonas Lind; [2013]
   Nyckelord :Covered Bond; Covered Interest Parity; Interest Parity; Cross-Currency Swap; Liquidity;

   Sammanfattning : This thesis looks at the adherence of Swedish covered bonds to the Covered Interest Parity theorem by performing an original data study. In the study real trading data from the Royal Bank of Scotland with matched swaps from ICAP are used. LÄS MER

4. 23. Curve Building and SwapPricing in the Presence of Collateral and Basis Spreads

   Master-uppsats, KTH/Matematisk statistik

   Författare :Simon Gunnarsson; [2013]
   Nyckelord :Curve building; swap; basis spread; cross currency; collateral;

   Sammanfattning : The eruption of the financial crisis in 2008 caused immense widening of both domestic and cross currency basis spreads. Also, as a majority of all fixed income contracts are now collateralized the funding cost of a financial institution may deviate substantially from the domestic Libor. LÄS MER

5. 24. ADR premium, its construction around crisis : To what extent is the ADR premium built by the same variables during a crisis as during a non-crisis period?

   Magister-uppsats, Företagsekonomi

   Författare :Guillaume Beaudoux; William Leau; [2013]
   Nyckelord :Cross-listing; American Depositary Receipts; ADR; Efficient Market Hypothesis; premium; arbitrage; liquidity; exchange rate; US market; VIX; volatility; home market.;

   Sammanfattning : In this thesis, we analyze premium relationship of American depositary receipts (ADR) and their underlying shares. Several researchers have previously identified the main variables influencing the construction of ADR premium of cross-listed companies. LÄS MER

7. 25. Where to Invest? : Choosing the optimal stock market for investing in a cross-listed Nordic firm

   Uppsats för yrkesexamina på avancerad nivå, Företagsekonomi

   Författare :Elias Fagerlund; Talukder Mashrukh; [2012]
   Nyckelord :Cross-listing; Investors; Stock Markets; Nordic stocks; Capital market segmentation; Efficient Market Hypothesis; Wilcoxon Signed-Rank Test.;

   Sammanfattning : The purpose of this study is to investigate whether the location of buying stocks in a Nordic cross-listed company matters in terms of 1) earning abnormal returns, or 2) gaining in optimizing the amount spent by buying the specific stock cheap. Nowadays, markets are becoming more integrated and if we believe in the efficient market hypothesis, prices of the same class of stocks paying the same dividend annually, of an MNC must be the same irrespective of the stock exchange it is listed upon. LÄS MER