Essays about: "exchange rate risk"

Showing result 1 - 5 of 104 essays containing the words exchange rate risk.

1. 1. Modeling of Foreign Exchange Swap Distributions : A statistical evaluation of two stochastic models

   University essay from Linköpings universitet/Produktionsekonomi

   Author : Ludvig Ehrenpreis; Eriksson Oscar; [2023]
   Keywords : term structure measurement; optimization; foreign exchange swaps; interest rates; FX; model comparison; FX swap models;

   Abstract : The global foreign exchange (FX) market is one of the world's largest financial markets and a significant part of this market concerns the trading of FX swaps. For banks and other financial institutions, it is of great interest to model these swaps as accurately as possible, as this could improve their risk management. READ MORE

3. 2. Environmental performance and sovereign bond yields: Evidence from emerging markets

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Kristin Unga; [2023]
   Keywords : sovereign yields; environmental performance; principal component analysis; Business and Economics;

   Abstract : This thesis analyses if investors price a country’s environmental (E) performance into sovereign bond yields. The sample consists of 17 emerging countries from 2011 to 2020. READ MORE

4. 3. A Study of Risk Factor Models: Theoretical Derivations and Practical Applications

   University essay from KTH/Matematik (Avd.)

   Author : Yuanlin Dong; [2023]
   Keywords : interest rates; foreign exchange rates; models; counterparty credit risk; räntor; valutakurser; modeller; motpartsrisk;

   Abstract : This thesis provides an end-to-end picture of the modelling of interest rates and Foreign Exchange (FX) rates. We start by defining the FX rates and the interest rates. After having a good understanding of the basics, we take a deep dive into the approaches commonly used to model interest rates and FX rates respectively. READ MORE

5. 4. Foreign Exchange Rate Derivatives and Firm Value

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Love Kalms; Maja Sterner; Lisa Sterner; [2023]
   Keywords : derivative; hedging; exchange rate exposure; firm value; Tobin’s Q; Business and Economics;

   Abstract : Using Tobin’s Q as an approximation of firm value, this paper aims to examine the effect of foreign exchange rate derivatives on firm value. Risk management is viewed by many as one of the most vital aspects of corporate- and business strategy. READ MORE

6. 5. Does hedging with derivatives create firm value?

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Albin Nilsson; August Beckman; [2023]
   Keywords : Corporate Risk Management; Hedging; Cash Holdings; Derivatives; Firm Value; Business and Economics;

   Abstract : This paper studies the impact derivative hedging has on firm value and whether the relationship is affected by differences in cash holdings. We use hand-collected data for 171 Swedish firms from various industries during the period 2016-2021 to examine the relationship. READ MORE