Log in

Relevant bibliographies by topics / Foreign exchange risks / Dissertations / Theses

To see the other types of publications on this topic, follow the link: Foreign exchange risks.

Dissertations / Theses on the topic 'Foreign exchange risks'

Author: Grafiati

Published: 28 May 2022

Last updated: 31 July 2025

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 50 dissertations / theses for your research on the topic 'Foreign exchange risks.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse dissertations / theses on a wide variety of disciplines and organise your bibliography correctly.

1

Mahapa, Ramatlakana Realeboga. "Management of foreign exchange risks exposure by SMEs in South Africa." Diss., University of Pretoria, 2017. http://hdl.handle.net/2263/59862.

Full text

Abstract:

This research report explores the strategies used by small and medium enterprises (SMEs) in managing the risks associated with foreign-exchange exposure. The research also seeks to discover the reasons why SMEs use these strategies and whether or not they have been effective in managing the risk of foreign exchange exposure. The abandonment of the Bretton Woods system brought a new era of floating foreign exchange rates that led to volatility in the global currency market. Studies have found that SMEs are more vulnerable to fluctuations in the exchange rate than their larger counterparts, whic

APA, Harvard, Vancouver, ISO, and other styles

2

Zlámalíková, Lucie. "Zhodnocení finanční situace mezinárodně působícího podniku a návrhy na její zlepšení." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2021. http://www.nusl.cz/ntk/nusl-443144.

Full text

Abstract:

The diploma thesis focuses on the evaluation of the financial situation of a selected internationally operating company. The work consists of a total of three parts, while the theoretical part mentions concepts related to the assessment of financial health. The analytical part includes an analysis of the current state of the company and the market. And in the last part, a proposal to improve the financial situation of the selected company is addressed.

APA, Harvard, Vancouver, ISO, and other styles

3

Haponets, A. D. "Currency component of the competitiveness of exported products." Master's thesis, Sumy State University, 2020. https://essuir.sumdu.edu.ua/handle/123456789/81317.

Full text

Abstract:

У роботі досліджувався аналіз впливу валюти та курсу валюти на конкурентоспроможність експортної продукції українських виробників, закріплення теоретичних основ впровадження іноземних валют в експортну діяльність підприємства з метою підвищення конкурентоспроможності експортованої продукції<br>The analysis of the influence of currency and exchange rate on the competitiveness of export products of Ukrainian producers, consolidation of the theoretical foundations of the introduction of foreign currencies in the export activities of the enterprise in order to increase the competitiveness of expor

APA, Harvard, Vancouver, ISO, and other styles

4

Muller, Aline. "Foreign exchange risk exposure." [Maastricht : Maastricht : Universiteit Maastricht] ; University Library, Maastricht University [Host], 2005. http://arno.unimaas.nl/show.cgi?fid=6455.

Full text

APA, Harvard, Vancouver, ISO, and other styles

5

Ozgen, Tolga. "Market efficiency and hedging foreign exchange risk : evidence from Turkey." Thesis, University of Aberdeen, 2014. http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=210802.

Full text

APA, Harvard, Vancouver, ISO, and other styles

6

Wan, Chung-kum. "Cross hedging of foreign exchange risk." Click to view the E-thesis via HKUTO, 2000. http://sunzi.lib.hku.hk/hkuto/record/B31954741.

Full text

APA, Harvard, Vancouver, ISO, and other styles

7

Yusuf, Mazila M. D. "Foreign exchange risk : the Malaysian experience." Thesis, University of Strathclyde, 2006. http://oleg.lib.strath.ac.uk:80/R/?func=dbin-jump-full&object_id=21666.

Full text

Abstract:

Foreign exchange rate risk has certain implications on the economic growth of a country. Such risk, measured by the volatility of exchange rates, is said to deter companies from engaging in international trade, reduce the profitability of firms (directly or indirectly) and discourage foreign direct investment inflows. The overall aim of this research is to analyse the impact of exchange rate risk or volatility on the Malaysian economy. The implications of exchange risk are substantiated by empirical studies on the impact of exchange rate volatility on Malaysia's trade balance and main categori

APA, Harvard, Vancouver, ISO, and other styles

8

Wan, Chung-kum, and 尹頌琴. "Cross hedging of foreign exchange risk." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2000. http://hub.hku.hk/bib/B31954741.

Full text

APA, Harvard, Vancouver, ISO, and other styles

9

Chalamandaris, George. "Liquidity risk in spot foreign exchange markets." Thesis, Imperial College London, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.325567.

Full text

APA, Harvard, Vancouver, ISO, and other styles

10

Ivanova, Yuliya Rumenova. "Essays in foreign exchange." Diss., University of Iowa, 2015. https://ir.uiowa.edu/etd/1642.

Full text

Abstract:

This thesis consists of three chapters and focuses on the relationship between foreign exchange rates and other areas of Finance. The first chapter is sole-authored and is titled `Foreign Exchange Rate Exposure and Corporate Policies.' The second chapter is coauthored work with Professor Emeritus Paul Weller, Assistant Vice President Chris Neely and Professor David Rapach and is titled `Can Risk Explain the Profitability of Technical Trading in Currency Markets.' The third chapter is titled `Foreign Exchange Movements and Cross-country Fund Allocation Decisions.' In the first chapter, I examin

APA, Harvard, Vancouver, ISO, and other styles

11

Miliauskaitė, Kristina. "Foreign exchange risk management in the company „Snaige“." Bachelor's thesis, Lithuanian Academic Libraries Network (LABT), 2009. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2008~D_20090403_124135-36146.

Full text

Abstract:

The main purpose of this work is to analyze currency risk management opportunities in the industrial company “Snaige”. In order to reach this objective some tasks are set during the work. Firstly it is important to reveal the importance of foreign exchange risk management for the companies that are vulnerable to adverse currency rates. Necessary condition of the work is to measure “Snaige” company’s exposure to currency risk. Using historical simulation and scenario analysis critical point is to compare company’s earnings using and not using hedging. Final task is to assess the benefit for the

APA, Harvard, Vancouver, ISO, and other styles

12

Goddard, Michael John. "Foreign exchange risk management in U.K. international companies." Thesis, University of Bath, 1988. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.259947.

Full text

APA, Harvard, Vancouver, ISO, and other styles

13

Walsh, Eamonn J. "Foreign exchange risk management in UK multinational companies." Thesis, Connect to e-thesis, 1986. http://theses.gla.ac.uk/767/.

Full text

Abstract:

Thesis (Ph.D.) - University of Glasgow, 1986.<br>Ph.D. thesis submitted to the Department of Accounting and Finance, University of Glasgow, 1986. Includes Bibliographical references. Print version also available.

APA, Harvard, Vancouver, ISO, and other styles

14

Stoyanov, Zahari, and Saleem Ahmad. "Foreign Exchange-Rate Exposure of Swedish Firms." Thesis, Jönköping University, JIBS, Economics, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-740.

Full text

Abstract:

<p>The main focus of the paper is the problem of exchange-rate exposure of Swedish firms between Jan, 1st 2002 and Sep, 27th 2006. Defined as “a measure of the potential for a firm’s profitability, net cash flow, market value to change because of a change in exchange rates”, the problem of exchange rate exposure is investigated, making use of the “Market Value Approach” (also known as “Stock Market Ap-proach”), with certain additional extensions. With Sweden being a very open economy with strong export orientation, we expected to find a greater number of firms showing significant ex-change rat

APA, Harvard, Vancouver, ISO, and other styles

15

Edelshain, David John. "British corporate currency exposure and foreign exchange risk management." Thesis, London Business School (University of London), 1995. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.261812.

Full text

APA, Harvard, Vancouver, ISO, and other styles

16

Zeľo, Tomáš. "Managing of foreign exchange risk in software development company." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-85294.

Full text

Abstract:

This master thesis discusses the field of foreign exchange risk management and assesses efficiency of this type of risk management within FFastFill plc. The thesis contains two major parts. The first part, which contains the first and the second chapter, focuses on theoretical characteristics of foreign exchange market and sequentially defines the terms of foreign exchange exposure and foreign exchange risk. This part of thesis discusses hedging strategies and matters that are related to the selection of optimal hedging strategy. The second part of thesis contains the third and the fourth chap

APA, Harvard, Vancouver, ISO, and other styles

17

Majerbi, Basma. "Essays in international asset pricing and foreign exchange risk." Thesis, McGill University, 2003. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=84526.

Full text

Abstract:

The purpose of this thesis is to provide new evidence on the pricing of foreign exchange risk in the stock market by testing international asset pricing models (IAPMs) under varying market structures and different exchange rate measures. It is composed of three essays. In the first essay, I test unconditional asset pricing models with exchange risk using country, portfolio and firm level data from nine emerging markets (EMs). It is shown that unlike the case for developed markets where unconditional tests often fail to detect a significant exchange risk premium in stock returns, exchang

APA, Harvard, Vancouver, ISO, and other styles

18

SANTOS, MARCELO BITTENCOURT COELHO DOS. "RISK PREMIUM EVIDENCES IN THE BRAZILIAN FOREIGN EXCHANGE MARKET." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2013. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=21911@1.

Full text

Abstract:

PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO<br>COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR<br>PROGRAMA DE SUPORTE À PÓS-GRADUAÇÃO DE INSTS. DE ENSINO<br>Esta dissertação tem como objetivo buscar evidências de prêmio de risco a partir do mercado de opções e de futuro de dólar no Brasil. Para isso dois ensaios foram realizados: um que mede o prêmio de risco por volatilidade no mercado de opções e outro que mede o prêmio de risco cambial no mercado futuro. No primeiro caso, o prêmio é estimado como o excesso de retorno de um portfolio protegido. No segundo caso, o prêmio é

APA, Harvard, Vancouver, ISO, and other styles

19

McCarron, Sean. "Reducing exchange rate risk and exposure: The value of foreign exchange currency hedging strategies." CSUSB ScholarWorks, 2004. https://scholarworks.lib.csusb.edu/etd-project/2534.

Full text

Abstract:

The topic researched for this project will be foreigh exchange hedging; the available forms, the uses, the procedures, and the value. This project will expand beyond the typical research and examine the value of hedging through the use of different foreign exchang currency trading strategies to small multinationational corporations.

APA, Harvard, Vancouver, ISO, and other styles

20

Regupathi, Angappan. "Foreign exchange risk management by Malaysian public-listed multinational companies." Thesis, University of Hull, 2000. http://hydra.hull.ac.uk/resources/hull:12358.

Full text

Abstract:

This research investigated 1.how Malaysian public-listed multinational companies manage foreign exchange (FX) risk, and 2.what factors influence the companies' inclinations to undertake particular FX risk management (FERM) activities. Data were collected using questionnaires, from November 1997 to April 1998, from 106 of the 169 Malaysian-owned non-financial multinational companies listed on the Kuala Lumpur Stock Exchange (KLSE) in mid-1996. FERM practices were measured using 54 research variables that can be grouped into seven categories - 1.management of FX risk, 2.FX exposure type, 3.FERM

APA, Harvard, Vancouver, ISO, and other styles

21

Kaplanoglou, Sevasti D. "Empirical issues of foreign exchange risk management with futures contracts." Thesis, Durham University, 2000. http://etheses.dur.ac.uk/1531/.

Full text

APA, Harvard, Vancouver, ISO, and other styles

22

Kim, Bonghan. "A study of risk premiums in the foreign exchange market." Connect to resource, 1994. http://rave.ohiolink.edu/etdc/view.cgi?acc%5Fnum=osu1265035198.

Full text

APA, Harvard, Vancouver, ISO, and other styles

23

Gokey, Timothy C. "International asset pricing and the foreign exchange risk premium : theory and evidence." Thesis, University of Oxford, 1991. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.314944.

Full text

APA, Harvard, Vancouver, ISO, and other styles

24

Steil, Benn Lawrence. "The use of currency options in hedging foreign exchange exposure risk." Thesis, University of Oxford, 1991. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.316827.

Full text

APA, Harvard, Vancouver, ISO, and other styles

25

Dhanani, Alpa V. "Foreign exchange risk management practices : an empirical investigation of corporate practices." Thesis, Cardiff University, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.243469.

Full text

APA, Harvard, Vancouver, ISO, and other styles

26

Verschoor, Willem Franciscus Cornelis. "Forward exchange market dynamics an empirical analysis of expectations, risk and innovations in forward foreign exchange /." Maastricht : Maastricht : Universitaire Pers Maastricht ; University Library, Maastricht University [Host], 1993. http://arno.unimaas.nl/show.cgi?fid=6226.

Full text

APA, Harvard, Vancouver, ISO, and other styles

27

Forrester, David Edward Economics Australian School of Business UNSW. "Market probability density functions and investor risk aversion for the australia-us dollar exchange rate." Awarded by:University of New South Wales. School of Economics, 2006. http://handle.unsw.edu.au/1959.4/27199.

Full text

Abstract:

This thesis models the Australian-US Dollar (AUD/USD) exchange rate with particular attention being paid to investor risk aversion. Accounting for investor risk aversion in AUD/USD exchange rate modelling is novel, so too is the method used to measure risk aversion in this thesis. Investor risk aversion is measured using a technique developed in Bliss and Panigirtzoglou (2004), which makes use of Probability Density Functions (PDFs) extracted from option markets. More conventional approaches use forward-market pricing or Uncovered Interest Parity. Several methods of estimating PDFs from option

APA, Harvard, Vancouver, ISO, and other styles

28

Al-Mohaimeed, Fahad Abdul Aziz. "The determinants of the foreign exchange risk hedging practices of Saudi companies." Thesis, Sheffield Hallam University, 2004. http://shura.shu.ac.uk/19252/.

Full text

Abstract:

This thesis explores and examines the determinants of corporate hedging of exposure to changes in exchange rate. A new finance and contingency theory model of currency exposure management decision determinants is developed and tested by conducting a two stages survey of Saudi exporting and importing firms. This model suggests that the currency exposure of these firms is determined by four groups of forces. Finance theory is used to develop two explanations of why firms hedge. The first indicates that hedging increases firm value by reducing expected financial distress costs, agency conflicts,

APA, Harvard, Vancouver, ISO, and other styles

29

Mogaladi, George Tshegofatso. "The management of foreign exchange risk by listed companies: an empirical study." Master's thesis, University of Cape Town, 2017. http://hdl.handle.net/11427/25392.

Full text

Abstract:

This study explored the foreign exchange risk management practices by JSE-listed companies, specifically non-financial companies. The investigation was based on the experienced practices in 2015. A web-based survey was used to source data from the population and yielded a 37% response rate. Transactional risk is the most prioritised form of foreign exchange exposure. Surprisingly, economic exposure is also highly regarded by JSE non-financial firms. Translational risk is the least prioritised form of foreign exchange risk. There is a significant statistical relationship between the frequency a

APA, Harvard, Vancouver, ISO, and other styles

30

Tai, Chu-Sheng. "Three essays on international asset pricing : foreign exchange risk and market integration." Connect to resource, 1999. http://rave.ohiolink.edu/etdc/view.cgi?acc%5Fnum=osu1261312002.

Full text

APA, Harvard, Vancouver, ISO, and other styles

31

Zeise, Carl Eric. "Analysis of trade dependence and correlation of market returns to hedge portfolio risk." CSUSB ScholarWorks, 2006. https://scholarworks.lib.csusb.edu/etd-project/3036.

Full text

Abstract:

The project examines the relationship between trade interdependency and correlation of market returns between the United States and the four emerging economies of Singapore, Malaysia, Thailand and the Philippines. The author analyzed statistical data for trade interdependency and market return to determine if there is a pattern that would provide the basis for increasing the return of a security portfolio without increasing the risk to the investor. The project analysis relied on mathematical formulas to measure the trade relationships between the selected countries and to calculate the measur

APA, Harvard, Vancouver, ISO, and other styles

32

Manevski, Bojan. "Theory and Practice of Management of Foreign Exchange Exposure." Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-10837.

Full text

Abstract:

This academic paper gives explanation the main points of the foreign exchange market and the FOREX risk management strategies that companies develop. Reading trough this paper we get a clear overview of the Foreign Exchange market, the main players and their function. Get a detailed picture of the Exchange rate system, its development and current status; Hedging strategies and the central roll they have in the foreign exchange risk management of companies.

APA, Harvard, Vancouver, ISO, and other styles

33

Zágorová, Lucie. "Řízení kurzového rizika u mezinárodní společnosti." Master's thesis, Vysoká škola ekonomická v Praze, 2017. http://www.nusl.cz/ntk/nusl-358929.

Full text

Abstract:

The growth of the international business offers the chance for companies to enter new markets in order to increase their revenues. The transactions in foreign currencies are influenced by the impacts of the volatility of the exchange rates in the sense that an unfavorable evolution of the exchange rates can result in a considerable loss. The main aim of this thesis is to analyze the process, the strategy and the overall importance of the management of the foreign exchange risk in the context of an international company. The theoretical part introduces foreign exchange rates, three types of the

APA, Harvard, Vancouver, ISO, and other styles

34

Hakim, Abdul. "Modelling the interactions across international stock, bond and foreign exchange markets." UWA Business School, 2009. http://theses.library.uwa.edu.au/adt-WU2009.0202.

Full text

Abstract:

[Truncated abstract] Given the theoretical and historical evidence that support the benefit of investing internationally. there is Iittle knowledge available of proper international portfolio construction in terms of how much should be invested in foreign countries, which countries should be targeted, and types of assets to be included in the portfolio. The prospects of these benefits depend on the market volatilities, cross-country correlations, and currency risks to change in the future. Another important issue in international portfolio diversification is the growth of newly emerging market

APA, Harvard, Vancouver, ISO, and other styles

35

Chui, Hiu-fai Sam. "Evaluation of measures taken by financial institutes under the interest rate swing caused by the currency attack /." Hong Kong : University of Hong Kong, 1998. http://sunzi.lib.hku.hk/hkuto/record.jsp?B19882117.

Full text

APA, Harvard, Vancouver, ISO, and other styles

36

Aw, Ee Ling Grace. "Modeling dependency: application to currency." Thesis, Curtin University, 2011. http://hdl.handle.net/20.500.11937/392.

Full text

Abstract:

The primary purpose of this dissertation is to investigate the behavior of the elements of the foreign exchange market, the largest financial market in the world. Whilst the market itself is not new, the concept of currency as an alternative asset, is. Apart from growing awareness of the attractiveness of foreign exchange as an asset class, the recent huge growth in foreign investing combined with record high levels of currency volatility raised the importance and immediacy of foreign exchange risk. This dissertation applies several copulas to model the dependency between a chosen currency pai

APA, Harvard, Vancouver, ISO, and other styles

37

Sibhatu, Temesgen, Dalia Garsa Mahmod Mahmod, and Goran Rubil. "Difference in foreign exchange risk management betweem family and non-family owned firms." Thesis, Jönköping University, Jönköping International Business School, 2005. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-150.

Full text

Abstract:

<p>Financial risk as a result of trade in foreign currencies is inevitable for firms that are engaged in international trade. However the decision how to manage this risk differs from one firm to another. This difference can be a result of the type of ownership in the individual firm.One of the classifications of the type of firms that have different can be categorized as family firms and non-family firms.</p><p>Studies have showen that family firms differ in their use of control systems and financial management techniques. The difference is explained by the type of ownership. As a consequence

APA, Harvard, Vancouver, ISO, and other styles

38

Li, Lei, and Niannian Ma. "Foreign Exchange Risk Management in Multinationals:An Empirical Investigation on China, Japan and US." Thesis, Umeå University, Umeå School of Business, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-1227.

Full text

Abstract:

<p>Companies especially multinational companies are now exposed to risks caused by unexpected movements in exchange rate. The management of foreign exchange risk has become essential for the survival of companies in today’s volatile financial markets.</p><p>This paper reviews the traditional types of exchange rate risk faced by firms, namely translation, transaction and operating risk, presents measurement and management method for foreign exchange exposure and objectives of foreign exchange management.</p><p>The central purpose of this thesis is to examine the foreign exchange risk management

APA, Harvard, Vancouver, ISO, and other styles

39

Lu, You 1972. "The significance of foreign exchange risk in the international real estate securities investment." Thesis, Massachusetts Institute of Technology, 2000. http://hdl.handle.net/1721.1/32201.

Full text

Abstract:

Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Urban Studies and Planning, 2000.<br>Includes bibliographical references (leaves 111-112).<br>Traditionally, international real estate investments are mainly conducted through direct investments in foreign properties. Due to the recent securitization and globalization trends in the real estate capital markets, the international real estate securities investment has been growing fast and gaining more popularity than the direct real estate investment because of its absence of the portfolio management and monitoring problems. Foreign

APA, Harvard, Vancouver, ISO, and other styles

40

Lai, Pi-Xuan, and 賴疋旋. "A Study on the Association between the Foreign Exchange Risks and the Company Failures." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/38601466002584039483.

Full text

Abstract:

碩士<br>國立彰化師範大學<br>企業管理學系國際企業經營管理(IMBA)<br>104<br>The rapid changes of the economic environment resulting in an increase of the possibility of business failure and different kinds of reasons in the past two decades; More recently, the increase of exchange rate volatility jeopardize the healthiness of Taiwanese firms which highly depends on the international trade. The study intends to examine whether an inclusion of the foreign exchange risk variable enhance the accuracy of the early warning model. The study utilize the TSE listed companies which encountered the financial crises as hazard firm

APA, Harvard, Vancouver, ISO, and other styles

41

TSAO, MENG-RU, and 操孟儒. "Research of the Relationship between Factors and Liquidity Risks in the Foreign Exchange Market." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/757nkf.

Full text

Abstract:

碩士<br>國立政治大學<br>金融學系<br>106<br>This paper is research the relationship between factors and liquidity risks in the foreign exchange market. First, we use 37 currencies and factor indexes to build up four portfolios by High minus Low method in the sample period from 1985/02 to 2017/08.Then we find out each factor has significant excess return and the relationship between Momentum and Value factors is obviously negative. Second, we explore if five liquidity risks can explain the excess returns in Carry trade, Momentum strategy and Value strategy factor. Otherwise, if the factors above can explain

APA, Harvard, Vancouver, ISO, and other styles

42

Kao, Cheng-Yuan, and 高振原. "Value-at-Risk Estimations of Foreign Investments Involving Exchange Rate and Stock Market Risks - A Comparison between GARCH Family Models." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/c4p8an.

Full text

Abstract:

碩士<br>國立臺灣科技大學<br>財務金融研究所<br>106<br>This thesis studies the effective measurement of Value-at-Risk (VaR) when investors hold positions involving duel risks from exchange rate market and foreign stock market. GARCH family models are used to incorporate the conditional heteroskedasticity of each individual asset. To further incorporate the correlation between assets, we apply the CCC-GARCH model to improve the performance of VaR estimation. The accuracy of VaR estimation is examined by penetration rates. The empirical results show that the CCC-GARCH model outperforms other competing models. In t

APA, Harvard, Vancouver, ISO, and other styles

43

Chiu, Ching-Chun, and 邱京君. "A study of small-and medium-scale enterprises' foreign exchange risks managemant:in the cases of export quotation, import settlment, and foreign currency deposit." Thesis, 1996. http://ndltd.ncl.edu.tw/handle/32435555346081212448.

Full text

APA, Harvard, Vancouver, ISO, and other styles

44

Li, Jia-Chi, and 李佳其. "The investigation on the decisive factors of foreign exchange exposing risks for Taiwan industries during the time of financial crisis." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/d9y89s.

Full text

Abstract:

碩士<br>國立臺中科技大學<br>流通管理系碩士班<br>101<br>This research aims at investigating U.S. subprime mortgage crisis’s influences on the degree of Taiwan company’s exchange rate exposing risks and discussing the cross-sectional factors that affected the degree of Taiwan company’s exchange rate exposing risks. Research results showed that during the crisis in 2008, companies that had positive foreign exchange exposing risks were impacted the most and only while facing NT dollar depreciation and significant changes in the exchange rate company then showed negative foreign exchange exposing risk. The multiple

APA, Harvard, Vancouver, ISO, and other styles

45

Carlo, Pietro Scotto Di. "How can airlines optimally hedge fuel price risk? [EDP Energias de Portugal, S.A. – hedging in multinationals: focus on FX and IR risks]." Master's thesis, 2020. http://hdl.handle.net/10362/115199.

Full text

Abstract:

This paper is divided in two main parts. The first describes the main aspects of the business project carried on with EDP throughout the semester, namely the benefit of managing interest rate and foreign exchange risks simultaneously. The second explores the complexity of insulating fuel price risk from the airlines point of view, showing that rising fuel costs do not necessarily imply lower cash flows and, thus, hedging by locking in the cost of future fuel purchases is not optimal. In fact, moves in oil prices depends on supply and demand shocks which differe

APA, Harvard, Vancouver, ISO, and other styles

46

Potgieter, Cherise. "Hedging against exporting costs and risks in the South African extractive industry / Cherise Potgieter." Thesis, 2014. http://hdl.handle.net/10394/11943.

Full text

Abstract:

The revolutionisation of international economies and monetary systems has been taking place since the early 1970s. This occurred due to the diminishing fixed exchange rate systems of, initially, the Gold Standard and subsequently the Bretton Woods System. The collapse of these systems, especially the Bretton Woods System, led to the almost free movement of exchange rates. The lack of restriction placed on the movement of currencies created volatile markets; which, in turn, gave rise to an innumerable amount of risks. In Correia, Holman and Jahreskog (2012) it was determined that an astonishing

APA, Harvard, Vancouver, ISO, and other styles

47

Chang, Chih-Peng, and 張志鵬. "The Foreign Exchange Risk Management and Foreign Exchange Risk Exposure of the Commercial Banks in Taiwan." Thesis, 2002. http://ndltd.ncl.edu.tw/handle/64327570434939292193.

Full text

Abstract:

碩士<br>銘傳大學<br>國際企業管理研究所<br>90<br>In this study, we will collect the corresponding data from 1996 through 2001 and try to fit it with some feasible regression models for commercial banks in Taiwan. Our objective here is to investigate the correlation between the management performance and exchange risk management for the banks. Besides, we want to explain the role of the fluctuation of exchange rate in their correlation. For measuring the management performance for banks, twenty-one accounting indexes are adopted to evaluate. While in measuring the motivation of the risk management, we consider

APA, Harvard, Vancouver, ISO, and other styles

48

CHUANG, CHIA-MING, and 莊家銘. "Foreign Exchange Risk of Taiwan's Industry." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/25rmgk.

Full text

Abstract:

碩士<br>國立高雄第一科技大學<br>金融系碩士專班<br>106<br>To examine the influence of foreign exchange volatility on the return on investment (ROI) in stocks of companies in Taiwan, this study analyzed data from January 1991 to December 2017. The scope included 27 industries. The dependent variable considered was level of risk exposure to volatile foreign exchange rates (FX risk coefficient). Our analysis resulted in the following two important findings: 1. A significant number of companies are at high risk in terms of exposure to foreign exchange volatility. Changes in the exchange rate impact the ROI of these c

APA, Harvard, Vancouver, ISO, and other styles

49

Jung, Tseng Li, and 曾麗蓉. "The Foreign Exchange Risk Management of Multinationals." Thesis, 1994. http://ndltd.ncl.edu.tw/handle/32648870281564541988.

Full text

APA, Harvard, Vancouver, ISO, and other styles

50

Tsai, Chia-Yin, and 蔡佳吟. "Research Foreign Exchange Portfolio and Risk Management." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/86352227683182319697.

Full text

Abstract:

碩士<br>銘傳大學<br>經濟學系碩士在職專班<br>96<br>It’s in the high price and the high inflation pressure time, the investment manages finances has become the present majority of populace to live the important topic. Therefore, how the investor does disperse the risk and the enhancement investment reward using the investment portfolio obviously has its necessity. But, how should the people choose the income and the risk combination in the foreign exchange investment decision-making? This is precisely the investment portfolio fundamental research crucial question. How the investment portfolio fundamental resear

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!