Essays about: "Hampus Asphage"

Found 1 essay containing the words Hampus Asphage.

  1. 1. 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