Results 11 to 20 of about 451,129 (309)
Currency Futures' Risk Premia and Risk Factors [PDF]
SSRN Electronic Journal, 2020 The use of futures exchange contracts instead of forwards completes the maturity spectrum of the correlation between the spot yield and the premium. We find that the forward premium puzzle (FFP) depends significantly on the maturity horizon of the futures contract and the choice of sampling period.
Bernoth, Kerstin +2 more
openaire +2 more sources
Hedging the exchange rate risk in international portfolio diversification : currency forwards versus currency options [PDF]
, 2003 As past research suggest, currency exposure risk is a main source of overall risk of international diversified portfolios. Thus, controlling the currency risk is an important instrument for controlling and improving investment performance of ...
Maurer, Raimond, Valiani, Shohreh
core +1 more source
Вісник Житомирського державного технологічного університету: Серія: економіка, управління та адміністрування, 2019 The article analyzes scientific literature on currency risks. It is established that most scientists consider the implementation of financial activities by banking institutions.
V.V. Ievdokymov +2 more
doaj +1 more source
On the spillover of exchange rate risk into default risk [PDF]
Ekonomski Anali, 2009 In order to reduce the exchange-rate risk, banks in emerging markets are typically denominating their loans in foreign currencies. However, in the event of a substantial depreciation of the local currency, the payment ability of a foreign-currency ...
Božović Miloš +2 more
doaj +1 more source
Проблеми теорії та методології бухгалтерського обліку, контролю і аналізу, 2019 The article discoveres how organizational aspects of currency risk analysis are considered in the scientific literature. In the course of the study, directions were provided for the development of organizational support for the analysis of currency risks.
V.V. Ievdokymov +2 more
doaj +1 more source
Accounting treatment of currency options [PDF]
Bankarstvo, 2016 Currency options are often used to mitigate currency risk resulting from corporate activities. Their implementation can be complex, and there could be problems if the essential elements and principles are not fully understood.
Prošić Danica
doaj +1 more source
, 2021 This paper identifies new currency risk stemming from a network of idiosyncratic option-based currency volatilities and shows how such network risk is priced in the cross-section of currency returns. A portfolio that buys net-receivers and sells net-transmitters of short-term linkages between currency volatilities generates a significant Sharpe ratio ...
Babiak, Mykola, Barunik, Jozef
openaire +2 more sources
Local Currency Systemic Risk [PDF]
SSRN Electronic Journal, 2017 Emerging country governments increasingly issue local currency denominated bonds and foreign investors have been increasing their holdings of these assets. By issuing debt denominated in local currency, emerging country governments eliminate exchange rate risk.
openaire +2 more sources
The Islamic Hedging Management: Paving the Way for Innovation in Currency Options
International Journal of Management Studies, 2014 Islamic hedging is one of the most important tools for risk management. Currency options contracts are commonly regarded as one of the useful tools of risk management and frequently used to reduce risk associated with the movement in price and currency ...
Nadhirah Nordin +2 more
doaj +3 more sources
Bulletin of Geography. Socio-Economic Series, 2020 The article substantiates the need to carry out a research of the factors affecting the change in the exchange rate of EUR/UAH due to the fact that the devaluation of the Ukrainian hryvnia in the last few years destabilizes the economic environment of ...
Oliinyk Oksana +3 more
doaj +1 more source