Results 21 to 30 of about 453,167 (307)
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
doaj +1 more source
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
doaj +1 more source
The Analysis of Blockchain Digital Currency Product Innovation Based on Artificial Immune Algorithm
IEEE Access, 2022 In recent years, with the rapid growth of the digital currency industry, blockchain technology has attracted wide attention, and its research mostly focuses on the protection of economic security and privacy.
Hong Chen, Kecheng Su, Wandong Gao
doaj +1 more source
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
doaj +1 more source
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
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
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
doaj +1 more source
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
doaj +1 more source
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 ...
openaire +1 more source
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
core +1 more source