Essays about: "currency risk China"

Found 5 essays containing the words currency risk China.

  1. 1. European Investor Currency Hedging: Forwards or Options in International Portfolios

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Yan Xu; [2014]
    Keywords : international portfolio currency hedging; hedging instruments; currency forward contracts; currency put options; optimal portfolio; CVaR; Business and Economics;

    Abstract : The hedging effectiveness of currency forward contracts and currency put option for three different portfolios—Portfolio of Emerging Markets, Portfolio of Developed Countries, and the International Portfolio—are examined from the viewpoint of European investors. European Union (EU), United States (US), United Kingdom (UK), Switzerland (SF), Sweden (SE), Denmark (DK), Norway (NK), and Japan (JAP) are considered in the developed countries. READ MORE

  3. 2. Performance of passive long term investments : A longitudinal study over the relative performance of emerging- and developed markets

    University essay from Företagsekonomi

    Author : Haseeb Zaman Babar; Johan Norberg; [2013]
    Keywords : Terminal growth; Sharpe ratio; Currency effect; Skewness and Kurtosis; BRIC; CIVETS; Emerging Markets;

    Abstract : The concept of emerging markets came to surface in early 1980 and constituted of only eight countries from the two continents of South America and Asia. The globalization of financial markets has since raised the importance of emerging capital markets. READ MORE

  4. 3. The relationship between weeklyexchange rate movements and stockreturns: Empirical evidence in five Asian markets

    University essay from Handelshögskolan vid Umeå universitet

    Author : Mingjie Wen; Tang Tang; [2010]
    Keywords : exchange rate movement; stock price; exchange rate and stock return; foreign exchange rate exposure; Asian markets.;

    Abstract : 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

  5. 4. Foreign exchange risk management in multinationals : an empirical investigation on China, Japan and US

    University essay from Handelshögskolan vid Umeå universitet (USBE)

    Author : Lei Li; Niannian Ma; [2007]
    Keywords : ;

    Abstract : Companies especially multinational companies are now exposed to risks caused by unexpected movements in exchange rate. The management of foreign exchange risk has become essential for the survival of companies in today’s volatile financial markets. READ MORE

  6. 5. A Case Study of the Controversies of the Chinese Currency Regime

    University essay from Nationalekonomiska institutionen

    Author : Lars Barnekow; Martin Dalsenius; [2006]
    Keywords : ;

    Abstract : The debate on whether or not the Chinese currency is undervalued has been one of the most intensely debated economic subjects in recent times. The opinions amongst economists as well as politicians are all but homogenous. READ MORE