Sökning: "currency forwards and currency futures"

Hittade 3 uppsatser innehållade orden currency forwards and currency futures.

  1. 1. The developed market currency tango: Carry trade and hedging during 2014 – 2019. VECM and DCC approach

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Sekou Soumaoro; [2019]
    Nyckelord :Carry trade; hedging; currency market; GARCH DCC; VECM; Business and Economics;

    Sammanfattning : In this study carry trade activity in AUD, CAD, EUR and YEN vis the USD between 2014 – 2019 was analysed. The first approach employs a VECM, analyse evidence of carry trade recorded in the exchange rate pairs Futures, Forwards and Spot. LÄS MER

  3. 2. Valutakursrisker : Hur uppstår dem och hur skiljer sig hanteringen av dessa mellan svenska exportföretag?

    Kandidat-uppsats, Södertörns högskola/Institutionen för samhällsvetenskaper

    Författare :Mathilda Ljung; Sandra Lund; [2016]
    Nyckelord :currency risks; currency risk management; currency swaps; currency forwards and currency futures; currency options; valutarisker; valutasäkring; valutaexponering; swapar; terminer; optioner;

    Sammanfattning : The world is getting more and more globalized and more countries choose to make business abroad today compared to only ten years ago. To establish abroad involves a lot of risks for a company and one important risk a company need to pay attention to is thecurrency risk. LÄS MER

  4. 3. 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