Essays about: "Foreign exchange risk"

Showing result 21 - 25 of 66 essays containing the words Foreign exchange risk.

1. 21. Currency Exposure and Hedging Strategies for Limited Partners Investing in Private Equity

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Caroline Holtsjö; Carl Åkerlind; [2017]
   Keywords : Currency Exposure; Hedging; Private Equity; Limited Partners; Foreign Exchange Rates;

   Abstract : This paper sets out to examine how limited partners investing in private equity should define currency exposure and whether they should hedge it or not. To our knowledge, no previous research has investigated this field. The subject is important since foreign investments in private equity are increasing. READ MORE

3. 22. Determinants of Exchange Rate Risks in the Automotive Industry

   University essay from Göteborgs universitet/Graduate School

   Author : Daria Pilat; [2016-10-14]
   Keywords : determinants of foreign currency exposure; currency risk hedging; automotive industry;

   Abstract : The thesis details the analysis of foreign currency exposure determinants based on 21 companies in the automotive industry. The analysis confirms theoretical suggestions that the automotive industry is prone to foreign currency exposure and risks being influenced by competition intensity, functional currency, export ratio, geographic distribution of sales and production networks and operational flexibility. READ MORE

4. 23. Applying Multivariate Expected Shortfall on High Frequency Foreign Exchange Data

   University essay from KTH/Matematisk statistik

   Author : Sara Holmsäter; Emelie Malmberg; [2016]
   Keywords : Multivariate Expected Shortfall; Component Expected Shortfall;

   Abstract : This thesis aims at implementing and evaluating the performance of multivariate Expected Shortfall models on high frequency foreign exchange data. The implementation is conducted with a unique portfolio consisting of five foreign exchange rates; EUR/SEK, EUR/NOK, EUR/USD, USD/SEK and USD/NOK. READ MORE

5. 24. Corporate Currency Hedging through the Use of Derivatives An analysis on its effects and determinants on a European sample

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Marco Cazzola; Ioannis Ntarlantanis; [2016]
   Keywords : Corporate Risk Management; Foreign Exchange Exposure; Derivatives;

   Abstract : According to financial theory, corporate hedging increases shareholders' value in presence of imperfect capital markets. Empirical results backing this hypothesis have always been contradictory, showing different results depending on which kind of companies, industries, countries were analyzed and which proxy variables were deployed to assess this relationship. READ MORE

6. 25. Currency Controls' Consequences for Companies

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Lisa Elander; Gabrielle Johansen; [2016]
   Keywords : Currency controls; Developing economy; Exchange rate risk; Exposure puzzle; Argentina;

   Abstract : This paper aims to study the implications of the implementation and relaxation of currency controls in Argentina for multinational firms, using a case study on Ericsson Argentina. Firstly, a qualitative analysis is conducted covering the impacts of currency controls for firms with foreign exchange exposure, ways to cope with the restrictions, and implications of the relaxation. READ MORE