Essays about: "exchange risk inflation"

Showing result 1 - 5 of 11 essays containing the words exchange risk inflation.

1. 1. The impact of macroeconomic factorson the propensity of risk : How macroeconomic factors influence the level of risk in different stock market

   University essay from Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

   Author : Mohammed Mohammed; Mattias Zheng; [2023]
   Keywords : Propensity Risk; Stock Market; Inflation; Exchange rate and IPP;

   Abstract : Background: Asset prices, investment choices, and market mood can all be greatly impacted by macroeconomic factors and risk perception. Therefore, for investors, portfolio managers, policymakers, and regulators looking to negotiate the complexity of financial markets, knowing how macroeconomic factors affect risk is crucial. READ MORE

3. 2. Debt Portfolio Optimization at the Swedish National Debt Office: : A Monte Carlo Simulation Model

   University essay from KTH/Matematisk statistik

   Author : Felix Greberg; [2020]
   Keywords : Public Debt Management; Financial Mathematics; Portfolio Optimization; Ornstein–Uhlenbeck; Vector Autoregression; Term Structure Evolution; Nelson-Siegel; R; Monte Carlo simulation; Skuldförvaltning; Finansiell matematik; Portföljoptimering; Ornstein–Uhlenbeck; Vector autoregression; Ränteutvecklingsmodeller; Nelson-Siegel; R; Monte Carlo-simulering;

   Abstract : It can be difficult for a sovereign debt manager to see the implications on expected costs and risk of a specific debt management strategy, a simulation model can therefore be a valuable tool. This study investigates how future economic data such as yield curves, foreign exchange rates and CPI can be simulated and how a portfolio optimization model can be used for a sovereign debt office that mainly uses financial derivatives to alter its strategy. READ MORE

4. 3. Understanding Exchange Rates and the Euro

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Oskar Hörnell; Tobias Nordblom; [2011]
   Keywords : Portfolio Balance model; Balassa Samuelsson model; Exchange rates; Euro; SEB risk appetite index; Business and Economics;

   Abstract : This paper investigates the exchange rate movements for EUR/USD, EUR/SEK and EUR/NOK using an OLS regression. Movements are tested against traditional and nontraditional explanatory variables for exchange rate movements. READ MORE

5. 4. A Literature Review on Risk Analysis of Production Location Decisions

   University essay from JTH, Industriell organisation och produktion

   Author : Mohammad Dadpouri; Kiran Nunna; [2011]
   Keywords : Risk; Risk Analysis Techniques; Production Location Decisions; FMEA; FDI; LCC; System Engineering;

   Abstract : This report is the result of a master thesis with a focus on risk analysis of production location decisions. The project is a part of “PROLOC-manufacturing footprint during the product’s life cycle”. READ MORE

6. 5. Sensitivity of Equity Returns to Political Risk Premiums

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Sara Henderson; Isabel Garza Rodriguez; [2008]
   Keywords : political risk; political risk premium; interest yield spread; sensitivity of market returns; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Abstract : In this paper we study the impact that political risk premiums have on market index returns in thirty-one countries. We also include the impact of exchange rates and inflation rates. Fifteen of the countries are classified as developing, and sixteen of them are classified as developed based on the World Bank classifications. READ MORE