Results 271 to 280 of about 5,578,315 (304)

Pricing Risks Across Currency Denominations

SSRN Electronic Journal, 2015
We use principal component analysis on 55 bilateral exchange rates of 11 developed currencies to identify two important global risk sources in foreign exchange (FX) markets. The risk sources are related to Carry and Dollar but are not spanned by these factors.
Thomas A. Maurer, Thuy-Duong Tô, Ngoc-Khanh Tran   +2 more
openaire   +2 more sources

Evaluating Currency Risk in Emerging Markets

Acta Applicandae Mathematicae, 2007
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Novak, S. Y., Dalla, V., Giraitis, L.
openaire   +2 more sources

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.
openaire   +1 more source

Currency Risk and Relative Price Risk

The Journal of Financial and Quantitative Analysis, 1984
This paper demonstrates the strong linkages that exist between currency risk, represented by inflation risk and exchange rate changes, and relative price risk. These linkages affect the optional quantities of forward exchange contracts, nominal debt, and fixed price sales (purchase) contracts to use in hedging against these risks.
openaire   +1 more source

Pricing currency risk : facts and puzzles from currency boards [PDF]

, 2002
The authors investigate the patterns and determinants of the currency risk premium in two currency boards-Argentina and Hong Kong. Despite the presumed rigidity of currency boards, currency premium is almost always positive and at times very large.
Sergio L. Schmukler, Luis Serven
openaire   +1 more source

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?
openaire   +1 more source

Equity tail risk and currency risk premiums

Journal of Financial Economics, 2022
Zhenzhen Fan, Juan M Londono
exaly  

Time-varying foreign currency risk of world tourism industry: effects of COVID-19

Current Issues in Tourism, 2021
Ekta Sikarwar
exaly  

Global currency hedging with common risk factors

Journal of Financial Economics, 2020
Steven Riddiough
exaly  

Financial sanctions and political risk in the international currency system

Review of International Political Economy, 2021
Daniel McDowell
exaly