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The Impact of Currency Risk on Firm’s Value in Emerging Countries
Корпоративные финансы, 2019 This study is dedicated to estimating the impact of currency risk on the cost of equity in Brazil, Russia, India and South Africa. Our contribution to the literature is that we obtain further evidence on pricing of exchange rate risk in developing ...
Ilia Kuchin, Mariia Elkina, Yury Dranev
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CURRENCY RISK EXPOSURE AND ITS DETERMINANTS: THEORETICAL AND EMPIRICAL RESEARCH
Acta Economica, 2019 The study investigates the currency risk exposure of companies. The author presents relevant theoretical knowledge and the results of empirical research of the currency risk exposure of companies and its determinants. Theoretical viewpoints on the impact
Nermina Pobrić
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The Journal of Finance, 2020 ABSTRACTThe currency market features a small cross‐section, and conditional expected returns can be characterized by few signals: interest differential, trend, and mean reversion. We exploit these properties to construct the ex ante mean‐variance efficient portfolio of individual currencies.
Chernov, Mikhail +2 more
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Cost of Capital in Price-regulated Companies: the Case of Estonia
Eesti Majanduspoliitilised Väitlused, 2009 In case of price-regulated companies it is the role of appropriate government agencies to introduce clear, internally consistent, theoretically sound, and unambiguous methodology for finding the regulative cost of capital.
Priit Sander
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The risk analysis of Bitcoin and major currencies: value at risk approach [PDF]
, 2019 Purpose – This study aims to compare investors of major conventional currencies and Bitcoin (BTC) investors by using the value at risk (VaR) method common risk measure. Design/methodology/approach – The paper used a risk analysis named as VaR.
Kahraman, İbrahim Korkmaz, Uyar, Umut
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Prawo Budżetowe Państwa i Samorządu, 2020 This article aims to answer the question whether an income arising from financial instruments hedging foreign exchange risk, i.e. the income from forward contracts and currency options, can be considered as an income from an economic activity conducted ...
Dominika Wróblewska
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Financial Instruments to Address Renewable Energy Project Risks in India
Energies, 2021 This paper provides a summary of financial instruments to address two biggest risks to renewable projects in India. These risks include the following: first, off-taker (or counterparty) risk, which relates to payment delays by public-sector distribution ...
Gireesh Shrimali
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Legal features of market risks management in investment companies [PDF]
Strani pravni život, 2021 The issue of market risks management in investment companies is being updated and gaining importance in recent years, due to frequent crises and shocks in the financial markets. The application of the normative and comparative method in work analyzes the
Sovilj Ranko P. +1 more
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Journal of Financial and Quantitative Analysis, 2023 AbstractA eurozone exit or breakup exposes bondholders to currency redenomination risk. I quantify redenomination risk since the sovereign debt crisis: It contributes substantially to credit spreads around changes in government in France and Italy. Bond prices suggest that markets have priced a potential Italian exit as isolated, and a French one as a ...
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MONITORING OF EXCHANGE RISK OF BANKS BASED ON THE CONSOLIDATED BALANCE SHEET INDEX
Фінансово-кредитна діяльність: проблеми теорії та практики, 2021 The paper deals with basic approaches to monitoring of the currency risk. The purpose of the paper is to substantiate the theoretical and methodological foundations of the complex application of risk assessment methods to prevent the adoption of its ...
L. V. Kuznetsova +2 more
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