Results 11 to 20 of about 32,731 (262)
Discrete Dynamics in Nature and Society, 2023 In the current complex global economic background, international capital flows are becoming more frequent. Based on this, this paper takes international portfolio investment as the research object and empirically tests the causal relationship and control
Chaoyi Yu, Zhice Wang
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Explore the Application of Financial Engineering in the Management of Exchange Rate Risk
SHS Web of Conferences, 2015 In the background where the domestic enterprises commonly have a weak protection consciousness against the exchange rate risk, this article makes a deep analysis based on the definition of exchange rate risk and its cause.
Yang Liu
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Covered interest arbitrage opportunities in the South African foreign exchange market
South African Journal of Business Management, 1987 The Interest Parity Theory states that in an efficient market, any interest differential between local and foreign sources of finance will be offset by the forward premium/discount.
C. de J. Correia, R. F. Knight
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Institutional Investors and Foreign Exchange Risk [PDF]
SSRN Electronic Journal, 2010 We study institutional appetite for stocks with FX exposure, and find variation among institution types. Institutions that are by their nature more likely to engage in active management of foreign exchange risk in their portfolio, namely mutual funds and hedge funds seek stocks with foreign exchange exposure.
Xu, Danielle, Korkeamäki, Timo
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PLoS ONE, 2023 This study employs the network connectedness approach to examine the risk spillover between the economic policy uncertainty (EPU) and exchange rate volatility (ERV) of 21 countries.
Panpan Wang, Yishi Li, Xiaoxing Liu
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KRW/USD Exchange Rate Volatility and Efficient Risk Management
East Asian Economic Review, 1999 This thesis analyzes the relationship between the exchange rate of Korean Won and US dollar and the amount of foreign exchange, and studies the direction of the amendment of the risk control of foreign exchange.
Sang-Yong Joo +2 more
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Properties of foreign exchange risk premiums [PDF]
Journal of Financial Economics, 2012 We study the properties of foreign exchange risk premiums that can explain the forward bias puzzle, defined as the tendency of high-interest rate currencies to appreciate rather than depreciate. These risk premiums arise endogenously from the no-arbitrage condition relating the term structure of interest rates and exchange rates.
Sarno, Lucio +2 more
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Experimental synthetic approach to segment assessment of aggregate credit risk [PDF]
Техника и технология пищевых производств, 2018 Multifaceted, multifactor and multicomponent nature of credit risk makes it possible to consider it as an integral hypothetical unit which consists of the autonomous diverse segments specifying risky situations.
Chernichenko S., Kotov R., Gilmulina S.
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DOES HIGHER GEOPOLITICAL RISK LIMITS TURKISH FOREIGN DIRECT INVESTMENTS ?
Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 2021 The acceleration of capital transfers between countries after globalization has increased the importance of foreign direct investments in developing countries. Lack of capital in developing countries such as Turkey, constitute obstacles to investment. In
Muharrem Afşar +2 more
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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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