Results 11 to 20 of about 455,456 (309)
Risk, uncertainty, and exchange rates [PDF]
Journal of Monetary Economics, 1989 This paper is motivated by two facts: failure of log-linear empirical exchange rate models of the 1970's and the observed variability of risk premiums in the forward market. Rational maximizing models predict that changes in conditional variances of monetary policies, government spendings, and income growths affect risk premiums and induce conditional ...
Robert J. Hodrick
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Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2012 The paper discusses the evaluation of the influence of the EUR/USD exchange rate on the yield-rate of dollar share investments from the viewpoint of the Euro investor in varying investment periods with emphasis on the period of the financial and ...
Oldřich Šoba
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Analysis and comparison of chosen FX – strategy
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2006 The article is focused on possibilities of profit of chosen FX instruments by proceeding of foreign exchange risk. The foreign exchanges risk affect economic result of each economic subject. The foreign exchanges risk ensue unexpectible change of foreign
Petr Vaníček
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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
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Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2005 The paper is focused on the analysis of stock market returns of American and European stock market for different investment horizon from the view of an American and European investor.
Oldřich Šoba
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Exchange Risk and Market Integration
SSRN Electronic Journal, 2014 We investigate the impact of currency factor on market integration. We compare integration indices estimated from international asset pricing models with and without real exchange risk. The theoretical expectation implies the integration measures should be similar when global currency premium and the sum of global and local currency premiums are small.
Chaieb, Ines, Errunza, Vihang R.
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How Efficient is the Foreign Exchange Market? [PDF]
Athens Journal of Business & Economics, 2018 In this paper, we try to measure the degree of efficiency in the foreign exchange market by using four exchange rates ($/€, $/£, C$/$, and ¥/$). Different theoretical models are applied, like the random walk hypothesis, the unbiased forward rate ...
Ioannis N. Kallianiotis
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Robust Optimal Investment Strategies with Exchange Rate Risk and Default Risk
Mathematics, 2023 The problem of robust optimal investment with exchange rate risk and default risk is studied. We assume that investors are ambiguity averse and they have access not only to the domestic market but also to the foreign market.
Wei Wang, Qianyan Li, Quan Li, Song Xu
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Risk Balance in Exchange Protocols [PDF]
, 2007 We study the behaviour of rational agents in exchange protocols which rely on trustees. We allow malicious parties to compromise the trustee by paying a cost and, thereby, present a game analysis that advocates exchange protocols which induce balanced risks on the participants.
M.T. Dashti (Mohammad) +1 more
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