Results 271 to 280 of about 451,129 (309)

Conditional Currency Risk Premia

SSRN Electronic Journal, 2011
The downside risk CAPM (DR-CAPM) can price the cross-section of currency returns. The dierence in market-beta between high and low interest rate currencies is higher conditional on bad market returns, when the market price of risk is also high, than it is conditional on good market returns.
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The hysteresis of currency substitution: Currency risk vs. network externalities

Journal of International Money and Finance, 2007
Abstract It is widely documented that currency substitution (using foreign money in transactions) increases in periods of high inflation but does not decline once inflation is reduced. The paper uses survey data from Bulgaria, which experienced this phenomenon, to investigate the origins of this ratchet effect.
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Currency Risk and Country Risk in International Banking

The Journal of Finance, 1985
ABSTRACTThis paper focuses on the conditions under which banks are subject to currency and country risks on their dollar‐denominated loans to foreign firms and governments. We conclude that currency risk is a function of the rates of domestic and foreign inflation, deviations from purchasing power parity, and the effect of these deviations on the firm ...
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Dealer Risk Limits and Currency Returns

Federal Reserve Bank of Boston Research Department Working Papers
We leverage supervisory microdata to uncover the role of global banks' risk limits in driving exchange rate dynamics. Consistent with a model of currency intermediation under risk constraints, shocks to dealers' risk limits lead to price and quantity adjustments in the foreign exchange market. We show that dealers adjust their net position and increase
Barbiero, Omar, Bräuning, Falk, Joaquim, Gustavo, Stein, Hillary   +3 more
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Managing Foreign Currency Risks

1997
Banks in developing financial markets would no doubt have assets, liabilities, capital, and off-balance sheet positions in foreign currencies. Such positions would result from their activities in providing banking services to the government and government agencies in the public sector, and to their domestic and foreign customers in the private sector ...
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Local currency risk

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.
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Measurements of Currency Risks

1988
We have discussed two fundamental questions so far: 1. Why is a company worried about exchange rate swings in the first place? 2. What specific risks does it have?
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American Cancer Society nutrition and physical activity guideline for cancer survivors

Ca-A Cancer Journal for Clinicians, 2022
Cheryl L Rock, Cynthia A Thomson, Marian L Neuhouser   +2 more
exaly  

Currency Risk Management

2020
Hennie Van Greuning, Sofija-Sonja Brajovic Bratanovic   +1 more
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Cancer statistics for African American/Black People 2022

Ca-A Cancer Journal for Clinicians, 2022
Angela Giaquinto, Kimberly D Miller, Rebecca L Siegel   +2 more
exaly