Essays about: "determinants of exchange rate risk."

Found 5 essays containing the words determinants of exchange rate risk..

1. 1. Government yield spread determinants in the eurozone and the effect of the European debt crisis

   University essay from KTH/Skolan för industriell teknik och management (ITM)

   Author : Arian Kalantari; [2019]
   Keywords : Government bonds; yield spread; eurozone; European debt crisis; risk; Statsobligationer; räntor; spread; euroområdet; risk; skuldkrisen;

   Abstract : The inception of the economic and monetary union (EMU) in January 1999 created new conditions for government debt. By eliminating currency exchange rate risk between the member states, the hope was to achieve a more sustainable and integrated government debt market in the euro area. READ MORE

3. 2. Models explaining the average return on the Stockholm Stock Exchange

   University essay from Högskolan i Jönköping/Internationella Handelshögskolan

   Author : Jämtander Jämtander; [2018]
   Keywords : Asset Pricing Model; P E ratio; CAPM; Market Efficiency; Market return; risk-free rate; Anomaly; Behavioral finance; Fama-French Three Factor Model; Fama-French Four Factor Model; Stockholm Stock Exchange; Market value; Book-to-market value; Portfolio; OLS-regression;

   Abstract : Using three different models, we examine the determinants of average stock returns on the Stockholm Stock Exchange during 2012-2016. By using time-series data, we find that a Fama-French three-factor model (directed at capturing size and book-to-market ratio) functions quite well in the Swedish stock market and is able to explain the variation in returns better than the traditional CAPM. READ MORE

4. 3. 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

5. 4. Determinant Influence on Hedging Strategies - A case study of AB Volvo, AB SKF and Getinge AB

   University essay from Göteborgs universitet/Företagsekonomiska institutionen

   Author : Linn Birnbo; Sofie Wernersson; [2013-07-02]
   Keywords : Currency risk management; Foreign exchange rate risk; Hedging; Netting; Hedging Strategy; Determinants;

   Abstract : Background and Problem: Most internationally operating companies are exposed to foreign exchange risk. Companies who hedge their currency exposure strive to minimize the effect of unfavourable foreign exchange rate movements since it can have a negative impact on companies’ operational results. READ MORE

6. 5. Exchange rate risk and its determinants. : Evidence from international stock markets

   University essay from Nationalekonomiska institutionen

   Author : Daniela de Oliveira Andersson; [2005]
   Keywords : International Asset Pricing Model; exchange rate risk; ; determinants of exchange rate risk.;

   Abstract : This paper evaluates if international stock markets are exposed to fluctuation in the exchange rate and whether this exposure is related to exports, imports and inflation. Eight countries are studied: Australia, Belgium, Brazil, Hong Kong, Sweden, Switzerland, the United Kingdom and the United States. READ MORE