Essays about: "currency risk hedging"

Showing result 6 - 10 of 34 essays containing the words currency risk hedging.

1. 6. 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. 7. 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. 8. 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

5. 9. Exposure to FX Rate Risk - A Qualitative Analysis of German Fair Trade Importers

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Sebastian Brenner; Kerstin Remer; [2015]
   Keywords : Fair Trade; FX Exposure; Hedging; SMEs; Sustainable Finance; Business and Economics;

   Abstract : The aim of this paper is to investigate the exposure of Fair Trade (FT) importers in Germany, operating based on the principles of the World Fair Trade Organization (WFTO), to foreign exchange (FX) rate risk in the light of the current depreciation of the Euro. The ongoing high volatility of the Euro exchange rate strongly affects Fair Trade companies that import products mostly from developing countries and sell them in the European market. READ MORE

6. 10. 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