Essays about: "effect of foreign exchange fluctuations"

Showing result 1 - 5 of 6 essays containing the words effect of foreign exchange fluctuations.

  1. 1. High-Frequency Foreign Exchange Rate Behavior on the Arrival of Macroeconomic News - The Impact of Swedish and U.S. News on USD/SEK Returns

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Erik Hjort; [2018]
    Keywords : Macroeconomic News; Foreign Exchange Rate; High-Frequency Data; Expectations; Business and Economics;

    Abstract : This paper studies the high-frequency behavior of the USD/SEK currency pair on the arrival of macroeconomic news emanating from Sweden and the United States. By using exchange rate data sampled at one minute-by-minute quotations and market expectations from the Bloomberg Terminal, the study finds systematic effects of news on exchange rate returns. READ MORE

  2. 2. Do central banks respond to exchange rates and restrictions to capital flows? Evidence from panel data

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Anna Åkesson; [2014]
    Keywords : Inflation targeting; Taylor rule; real exchange rate; Schindler index; Business and Economics;

    Abstract : This paper examines whether central banks consider exchange rates and restrictions to capital flows when setting the policy rate. Specifically, this paper studies if there is a difference in the reaction between inflation targeting central bank and non-inflation targeting central banks in advanced and emerging economies. READ MORE

  3. 3. Is there a January Effect on the Swedish Krona?An evaluation based on some economic determinanta

    University essay from Akademin för hållbar samhälls- och teknikutveckling

    Author : Kamta Celestin; Tongwa Willibroad Mbecho; [2011]
    Keywords : January effect; anomalies; exchange rates; economic determinants;

    Abstract : The goal of this study is to search for the January anomaly based on some economic theories and determining factors. By anomaly, we refer to any strange, unusual, or unique occurrence which deviates from established trends or economic principles. READ MORE

  4. 4. Foreign Exchange Risk Management Practices : A Study of Swedish Medium- and Large-sized Companies

    University essay from IHH, Företagsekonomi

    Author : Catrin Jakobsson; Daniel Edvardsen; Ola Henriksson; [2009]
    Keywords : Exchange risk; Hedging; Leading; Lagging; Swaps; Invoice Currency; Valutarisk; Hedging; Leading; Lagging; Swaps; Invoice Currency;

    Abstract : Purpose: The purpose of the thesis is to describe which foreign exchange risk techniques that are used by medium- and large-sized Swedish companies within the Jönköping region, and how they as well as a bank evaluate the techniques in the current recession. Background: The reason why companies decide to expand their operations abroad is to take advantage from imperfections in other national markets. READ MORE

  5. 5. Exchange rate risk in Automobile Industry: An Empirical Study on Swedish, French and German Multinational Companies.

    University essay from Handelshögskolan vid Umeå universitet

    Author : Lyna Alami Barumwete; Feiyi Rao; [2008]
    Keywords : Exchange rate risk; Hedging strategies; Risk management; Foreign Exchange exposure;

    Abstract : Recently, both company executives as well as national media have claimed that short currency exchange rate fluctuations are negatively affecting the stock returns of certain firms. However, most previous studies focusing on companies in the US and Asia have been unable to find empirical support for a statistically significant linkage between firm value and exchange rate risk. READ MORE