Essays about: "exchange rate risk 2008"

Showing result 6 - 10 of 11 essays containing the words exchange rate risk 2008.

  1. 6. Effectiveness of Capital Controls in a Financial Crisis: The Case of Iceland

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Kristrun Tinna Gunnarsdottir; Anna Rehnholm; [2011]
    Keywords : Capital controls; Iceland; Financial crisis; GARCH; Capital flows;

    Abstract : The purpose of this thesis is to evaluate the effectiveness of the capital controls on outflow implemented in Iceland in October 2008 following a severe systemic crisis caused by the default of the three largest Icelandic banks. Specifically, we assess to what extent Icelandic capital controls curtailed capital outflows, supported the ISK, reduced exchange rate fluctuations, and increased monetary policy independence. READ MORE

  3. 7. Owners’ Return and Salary Growth in Swedish Banks

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Christoffer Lööw; Anders Mårtensson; [2010-05-21T09:06:51Z]
    Keywords : Swedish banks; shareholders’ return; employee compensation;

    Abstract : In recent times, the financial industry has gone through a major crisis which heavily affected the real economy. It is clear that investors holding bank shares have lost large amount of wealth, whereas it appears that the employees of these institutions have been little affected. READ MORE

  4. 8. Risk Involved in International Debt Investment in Emerging Markets : A Case Study of India, Malaysia and Taiwan

    University essay from Institutionen för teknik och samhälle

    Author : Muhammad Tahir Suleman; [2008]
    Keywords : Risk; Debt; Exchange rate; Politics; Emerging markets;

    Abstract :   The purpose of this research paper is to find how much risk is involved in investing emerging market debt. Emerging markets are becoming a hub for foreign investors either that is an equity or debt investment. The risk is the important element for investors. READ MORE

  5. 9. Analysis of An Uncertain Volatility Model in the framework of static hedging for different scenarios

    University essay from Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE)

    Author : Alena Sdobnova; Jakub Blaszkiewicz; [2008]
    Keywords : static hedging; Black-Scholes-Barenblatt; uncertainty; worst-case scenario; UVM;

    Abstract : In Black-Scholes model, the parameters -a volatility and an interest rate were assumed as constants. In this thesis we concentrate on behaviour of the volatility as a function and we find more realistic models for the volatility, which elimate a risk connected with behaviour of the volatility of an underlying asset. READ MORE

  6. 10. Portfolio Optimization with CVaR

    University essay from Institutionen för matematik och matematisk statistik

    Author : Mikko Lappalainen; [2008]
    Keywords : ;

    Abstract : In times of great insecurity and turbulence on every major stock exchange, it is evident that controlling the risks in ones investment strategies is an important issue for the entire global economy. Perhaps there is no such thing as a golden rule on how to manage a portfolio, but history shows that focusing too much on the return is risky business. READ MORE