Essays about: "Foreign exchange rate risk"
Showing result 21 - 25 of 35 essays containing the words Foreign exchange rate risk.
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21. International Real Estate Investments : – The Practice of Currency Risk Management
University essay from KTH/Fastigheter och byggandeAbstract : Globalization is a fact in a lot of businesses today, something that is also relevant in the real estate industry. The currency differs depending on where investments are made and as a result of this real estate investors also face currency risks in addition to all other real estate related risks they already need to manage. READ MORE
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22. Foreign Currency Denominated Debt as a Hedging Instrument - A Case Study on AstraZeneca Ltd, Nestl´e S.A. and SKF AB
University essay from Göteborgs universitet/Graduate SchoolAbstract : In the current global economic environment post-crisis, the area of managing foreign exchange rate exposure becomes increasingly eminent. The recent turmoil has shown that there is a wide variety of ways trying to mitigate risk exposure. READ MORE
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23. Moving average - Valuation of Inventories : An empirical study of four manufacturing companies
University essay from Handelshögskolan vid Umeå universitetAbstract : Abstract The thesis is addressing the inventory valuation method called moving average and how this inventory method handles exchange rate differences. Intentions of the study is also to highlight differences and similarities between the two methods standard cost and moving average. READ MORE
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24. FORECASTING FOREIGN EXCHANGE VOLATILITY FOR VALUE AT RISK : CAN REALIZED VOLATILITY OUTPERFORM GARCH PREDICTIONS?
University essay from Statistiska institutionenAbstract : In this paper we use model-free estimates of daily exchange rate volatilities employing high-frequency intraday data, known as Realized Volatility, which is then forecasted with ARMA-models and used to produce one-day-ahead Value-at-Risk predictions. The forecasting accuracy of the method is contrasted against the more widely used ARCH-models based on daily squared returns. READ MORE
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25. The relationship between weeklyexchange rate movements and stockreturns: Empirical evidence in five Asian markets
University essay from Handelshögskolan vid Umeå universitetAbstract : Following the development of international trade, exchange rate uncertainty is a majorsource of risk for corporations involved in international activities. It has forcedmanagers and academics to pay more attention to the effect of exchange rate volatilityon firm value, particularly in developed countries. READ MORE
