Essays about: "foreign exchange rate and stock market"

Showing result 1 - 5 of 13 essays containing the words foreign exchange rate and stock market.

  1. 1. Foreign Direct Investments on the Swedish Real Estate Market : Fundamentals Impact on Foreign Transaction Volume

    University essay from KTH/Fastigheter och byggande

    Author : David Malmström; Anthon Schultz; [2017]
    Keywords : Swedish Real Estate Market; Fundamental Economic Factors; Capitalization Rate; Cap Rate; FDI; Foreign Direct Investments; Transaction Volume; Svenska Fastighetsmarknaden; Utländska Direktinvesteringar; Direktavkastning; Transaktionsvolym;

    Abstract : 2016 was a year of record with a total amount of over 201 billion SEK invested in the Swedish real estate market, spread over more than 535 transactions (counting transactions of 40 million SEK and above). The Swedish real estate market is sometimes referred to as a safe haven among international investors when it comes to foreign direct investments. READ MORE

  3. 2. Relationship between Currency Carry Trades and Gold Returns : A quantitative study of G-10 currencies: correlation and spillover effects for the last two decades.

    University essay from Umeå universitet/Företagsekonomi

    Author : Johannes Hornbrinck; Jonas Olausson; [2014]
    Keywords : Gold; Currency Carry Trades; Carry Trades; Portfolio choice; Sweden; Gold Hege; Gold diversifier; Gold safe-haven; UIP; Relationship;

    Abstract : Currency carry trade is an investment strategy that recently started gaining a lot of interest not only among investors and financial institutions but also academically. One of the underlying theoretical assumptions regarding the mechanisms of the foreign exchange market, the Uncovered Interest Parity has frequently been disproved in practice which has led to the conclusion that carry trade is profitable in practice. READ MORE

  4. 3. Exchange rate sensitivity - a study of stock price sensitivity to unexpected changes in the EUR/SEK exchange rate

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Adam Lidén; Hampus Asphage; [2014]
    Keywords : Foreign exchange risk; Asset pricing; Foreign exchange sensitivity; International CAPM; Business and Economics;

    Abstract : Purpose: To investigate if there is a significant stock price sensitivity towards the currency pair for portfolios of Swedish companies and how this sensitivity differs between sectors, firm size and foreign to total sales ratios. Methodology: Use orthogonalized unexpected movements in a market index and the exchange rate and regress these on portfolio returns sorted by sector, firm size and foreign to total sales ratios. READ MORE

  5. 4. The Exposure Puzzle Revisited on the U.S. Stock Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Carl-Fredrik Surtevall; Sandra Larsson; [2013]
    Keywords : Exposure Puzzle; Currency Exposure; Foreign Exchange Income; Investment Horizons; Cancellation Effects;

    Abstract : This thesis reexamines the exposure puzzle by studying the presence of foreign exchange rate exposure in the U.S. stock market using firms included in the S&P 500 index as of February 2013, and a methodology that attempts to address issues in previous literature. READ MORE

  6. 5. Foreign Exchange Rate Exposure in Hong Kong, Japan and Singapore : Firm and Industry Level Analysis

    University essay from Institutionen för samhällsvetenskaper

    Author : Tao Xie; [2011]
    Keywords : Foreign exchange rate exposure; Exchange rate regime;

    Abstract : This paper analyzes the extent of foreign exchange rate exposure in Hong Kong, Japan and Singapore in both firm level and industry level in the period of January 1996 to January 2011 by regressing the stock return of a particular industry or firm on exchange rate changes while controlling for overall stock market movements. It is found that exchange rate movements do affect firm and industry value in a manner consistent with expectation and the extract of unexpected exchange rate changes from actual exchange rate changes have little influence on the testing results of exposure. READ MORE