Bibliografie tematiche / Currency hedging

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Letteratura scientifica selezionata sul tema "Currency hedging"

Autore: Grafiati
Pubblicato: 4 giugno 2021
Ultima modifica: 19 febbraio 2022

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Articoli di riviste sul tema "Currency hedging"

1

MacIsaac, Keith Joseph. "Global Currency Hedging." CFA Digest 40, no. 2 (May 2010): 68–70. http://dx.doi.org/10.2469/dig.v40.n2.17.

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Bucher, Melk C. "Conditional currency hedging." Financial Management 49, no. 4 (September 29, 2019): 897–923. http://dx.doi.org/10.1111/fima.12287.

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Dales, A., and R. Meese. "Strategic currency hedging." Journal of Asset Management 2, no. 1 (June 2001): 9–21. http://dx.doi.org/10.1057/palgrave.jam.2240031.

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4

CAMPBELL, JOHN Y., KARINE SERFATY-DE MEDEIROS, and LUIS M. VICEIRA. "Global Currency Hedging." Journal of Finance 65, no. 1 (January 13, 2010): 87–121. http://dx.doi.org/10.1111/j.1540-6261.2009.01524.x.

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5

Albuquerque, Rui. "Optimal currency hedging." Global Finance Journal 18, no. 1 (January 2007): 16–33. http://dx.doi.org/10.1016/j.gfj.2006.09.002.

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Rahman, Aisyah Abdul, and Raudha Md Ramli. "Islamic Cross Currency Swap (ICCS): hedging against currency fluctuations." Emerald Emerging Markets Case Studies 5, no. 4 (July 14, 2015): 1–12. http://dx.doi.org/10.1108/eemcs-09-2014-0215.

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Abstract (sommario):
Subject areaThe case is suitable for use in the topics related to the functions and roles of hedging and the Islamic derivatives/hedging instruments.Study level/applicabilityThe case is designed for undergraduate students, taking courses in Islamic Banking, Islamic Finance and Risk Management for Islamic Banking Institutions.Case overviewThis case describes the theory and application of Islamic Cross Currency Swap (ICCS) in the market. Having this understanding enables case analysts to understand the functions and roles of hedging and the Islamic derivatives or hedging instruments of ICCS comp
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Terry, Eric. "Indirect Currency Futures Hedging." Journal of Business and Policy Research 11, no. 1 (July 2016): 1–15. http://dx.doi.org/10.21102/jbpr.2016.07.111.01.

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Gagnon, Louis, Gregory J. Lypny, and Thomas H. McCurdy. "Hedging foreign currency portfolios." Journal of Empirical Finance 5, no. 3 (September 1998): 197–220. http://dx.doi.org/10.1016/s0927-5398(97)00018-2.

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9

Lioui, Abraham, and Patrice Poncet. "Optimal currency risk hedging." Journal of International Money and Finance 21, no. 2 (April 2002): 241–64. http://dx.doi.org/10.1016/s0261-5606(01)00045-6.

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Yu, Xing, Yanyin Li, and Zhongkai Wan. "Dynamic Currency Futures and Options Hedging Model." Mathematical Problems in Engineering 2019 (July 1, 2019): 1–11. http://dx.doi.org/10.1155/2019/8074384.

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In this paper, we consider a risk averse competitive firm that adopts currency futures and options for hedging purpose. Based on the assumption of unbiased markets of currency futures and options, we propose the optimal hedging model in dynamic setting. By using two-stage optimization method, we prove that it is desirable for the prudent enterprise to buy exchange rate options to hedge currency risk. Furthermore, we derive the closed-form solutions of the multiperiod hedging problem with the quadratic utility function. We investigate an empirical study incorporated into GARCH-t prediction on t
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Tesi sul tema "Currency hedging"

1

Parapoulis, Panagiotis. "Hedging foreign currency options." Thesis, University of Reading, 1992. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.317577.

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Jakutis, Aurimas. "Mutual fund's currency risk hedging." Bachelor's thesis, Lithuanian Academic Libraries Network (LABT), 2009. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2008~D_20090403_124219-25175.

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Mutual funds currency risk management is analyzed in this bachelor paper. It aims to analyze hedging by currency forward and options under different hedge ratios and various durations of the contracts. Afterwards the outcome is compared to non-hedging. After comparing hedging on six emerging markets equity indexes, it is concluded, that fund managers should hedge not all the time, but only when they expect foreign currency to depreciate. It is shown that forward contracts are better means than options for currency risk insurance purposes. Moreover, it is demonstrated that hedging with the shor
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Buck, Alexander Wolfram. "Cross-currency hedging with multiple options." reponame:Repositório Institucional do FGV, 2017. http://hdl.handle.net/10438/19379.

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Submitted by Alexander Buck (alexanderwolfram.buck@student.unisg.ch) on 2017-12-13T18:40:57Z No. of bitstreams: 1 Alexander Buck_Masters Thesis.pdf: 814162 bytes, checksum: 581ec59995af7545d603be8b2da6e30e (MD5)<br>Rejected by Josineide da Silva Santos Locatelli (josineide.locatelli@fgv.br), reason: Dear Alexander, There are some corrections to do in your thesis, please, see below: Page 2: in Knowledge Field, put your advisor field: Economia E Finanças Internacionais; Page 4: in Knowledge Field, put your advisor field: Economia E Finanças Internacionais; ACKNOWLEDGMENT, Abstract, Re
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Jordaan, Felipe Yvann. "Hedging currency futures basis risk : a SADC uniform currency perspective." Thesis, Stellenbosch : Stellenbosch University, 2012. http://hdl.handle.net/10019.1/19903.

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Thesis (MComm)--Stellenbosch University, 2012.<br>ENGLISH ABSTRACT: The implementation or adaption of a common currency by a group of countries has managerial as well as risk management implications for these emerging market multinational corporations (EMNC’S). This study sets out to examine these business management implications and the computation of a fictitious uniform currency for the SADC region, “SADC dollar” to derive its optimality should the SADC dollar replace the ZAR. This optimality was determined by comparing the basis risk of currency futures hedge positions using both the USD/Z
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Payne, M. K. "Hedging and trading models for currency options portfolios." Thesis, Imperial College London, 1991. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.296907.

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Sarkis, Sumbat, and Chang Shu. "CORPORATE STRATEGIES FOR CURRENCY RISK MANAGEMENT." Thesis, Mälardalen University, School of Sustainable Development of Society and Technology, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-801.

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<p>Title: Corporate Strategies for Currency Risk Management</p><p>ackground:Currency fluctuations are a global phenomenon, and can affect multinational</p><p>companies directly through their cash flow, financial result and company</p><p>valuation. The exposure to currency risks might however be covered against or</p><p>‘hedged’, as it is called, by different external and internal corporate strategies.</p><p>However, some of these strategies might include a risk themselves as they can</p><p>be expensive and uncertain. It is therefore an interesting question whether if</p><p>these strategies are
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Carlsson, Gustav, and Robin Ericsson. "Layered Basket Option Hedging : Currency risk management for multinational corporations." Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Företagsekonomi, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-18338.

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Background: In an increasingly globalized environment, corporations perform transactions across borders on a day-to-day basis. As multinational corporations expand their businesses the number of currencies in their operations increases. The consequence of operating with several currencies is the risk associated with currency fluctuations. Sandvik AB is a worldwide corporation where activities are conducted through representation in more than 130 countries. Currency exposures are controlled through risk management where financial derivatives are applied to protect the corporation from potential
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Spitz, David Evan. "Optimization models for foreign exchange rate hedging using currency options." Thesis, Massachusetts Institute of Technology, 1989. http://hdl.handle.net/1721.1/33479.

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Gustafsson, Sandra, Ramona Isaksson, and Johan Lagerqvist. "Currency risk management : A case study of Superfos." Thesis, Jönköping University, JIBS, Accounting and Finance, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-7818.

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Slavík, Tomáš. "Měnový hedging s využitím finančních derivátů." Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-17028.

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Thesis "Currency Hedging Using Financial Derivates" provides comprehensive survey about hedge derivatives contracts from view of real datas. The principle is whole life of derivates contracts - from the beginning of contract settlement to expiration of agreement. Thesis shows hedge relation with czech accounting law and provides different views on potential problems and shows possible improvements in this topic.
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Libri sul tema "Currency hedging"

1

Coyle, Brian. Hedging currency exposures. Chicago: Glenlake Pub. Co., 2000.

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2

Campbell, John Y. Global currency hedging. Cambridge, Mass: National Bureau of Economic Research, 2007.

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3

Froot, Kenneth. Currency hedging over long horizons. Cambridge, MA: National Bureau of Economic Research, 1993.

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4

Wei, Shang-Jin. Currency hedging and goods trade. Cambridge, MA: National Bureau of Economic Research, 1998.

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5

Henderson, Callum. Currency Strategy. New York: John Wiley & Sons, Ltd., 2003.

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6

Clasing, Henry K. Currency options: Hedging and trading strategies. Homewood, Ill: Business One Irwin, 1992.

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Currency strategy: A practitioner's guide to currency investing, hedging, and forecasting. New York: J. Wiley, 2002.

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8

Henderson, Callum. Currency strategy: The practitioner's guide to currency trading, hedging, and forecasting. New York: John Wiley, 2002.

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9

Klopfenstein, Gary. Trading currency cross rates. New York: J. Wiley, 1993.

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10

Saunders, Anthony. The hedging performance of ECU futures contracts. Philadelphia: Federal Reserve Bank of Philadelphia, 1987.

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Capitoli di libri sul tema "Currency hedging"

1

von Pfeil, Enzio. "Transitory Hedging Techniques." In Effective Control of Currency Risks, 119–92. London: Palgrave Macmillan UK, 1988. http://dx.doi.org/10.1007/978-1-349-07280-4_5.

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Willsher, Richard. "Currency Risk and Hedging Techniques." In Export Finance, 139–42. London: Palgrave Macmillan UK, 1995. http://dx.doi.org/10.1007/978-1-349-13980-4_16.

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Narroway, Simon. "Hedging Currency and Interest Rate Risks." In BIEC Yearbook 1989–1990, 137–53. London: Macmillan Education UK, 1989. http://dx.doi.org/10.1007/978-1-349-11350-7_18.

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Chung, Kyuil, Hail Park, and Hyun Song Shin. "Mitigating Systemic Spillovers from Currency Hedging." In Volatile Capital Flows in Korea, 217–44. New York: Palgrave Macmillan US, 2014. http://dx.doi.org/10.1057/9781137368768_9.

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Kallio, Markku, Matti Koivu, and Rudan Wang. "Currency Hedging for a Multi-national Firm." In Handbook of Recent Advances in Commodity and Financial Modeling, 297–320. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-61320-8_14.

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Kasikov, Kristjan. "Currency Hedging for International Bond and Equity Investors." In Handbook of Exchange Rates, 503–43. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781118445785.ch18.

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Magee, Shane. "Foreign Currency Hedging and Firm Value: A Dynamic Panel Approach." In Advances in Financial Risk Management, 57–80. London: Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9781137025098_3.

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Leippold, Markus, and Felix Monger. "International Stock Portfolios and Optimal Currency Hedging with Regime Switching." In Asset Allocation and International Investments, 16–41. London: Palgrave Macmillan UK, 2007. http://dx.doi.org/10.1057/9780230626515_2.

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Castellano, Rosella, and Francesca Di Ottavio. "GARCH Models as Diffusion Approximation: A Simulation Approach for Currency Hedging Using Options." In New Operational Approaches for Financial Modelling, 297–310. Heidelberg: Physica-Verlag HD, 1997. http://dx.doi.org/10.1007/978-3-642-59270-6_22.

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Du, Jiangze, Jying-Nan Wang, Kin Keung Lai, and Chao Wang. "Hedging currency risk." In Chinese Currency Exchange Rates Analysis, 61–89. Routledge, 2017. http://dx.doi.org/10.4324/9781315172217-5.

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Atti di convegni sul tema "Currency hedging"

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"Hedging Currency Risk in Emerging Markets." In International Conference on Arts, Economics and Management. International Centre of Economics, Humanities and Management, 2014. http://dx.doi.org/10.15242/icehm.ed0314057.

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Sebastian, Steffen, and Halil Memis. "Currency Hedging for International Real Estate Portfolios." In 26th Annual European Real Estate Society Conference. European Real Estate Society, 2019. http://dx.doi.org/10.15396/eres2019_166.

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Star, Spencer. "An expert system for foreign currency hedging (abstract only)." In the 1985 ACM thirteenth annual conference. New York, New York, USA: ACM Press, 1985. http://dx.doi.org/10.1145/320599.322471.

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Xiao-xin, Chen, and Chen Wei-zhong. "Performance of Currency Hedging across Major Stock Markets under Different Constraints." In 2007 International Conference on Management Science and Engineering. IEEE, 2007. http://dx.doi.org/10.1109/icmse.2007.4422079.

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Rodionova, K. A., and E. V. Murashova. "THE EFFECTIVE RISK MANAGEMENT OF THE COMPANY'S EXPORT ACTIVITY." In New forms of production and entrepreneurship in the coordinates of neo-industrial development of the economy. PD of KSUEL, 2020. http://dx.doi.org/10.38161/978-5-7823-0731-8-2020-130-137.

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The article represents the results of the analysis of the main probabilistic risks of export using the example of RFP Group LLC, which deserve attention: currency risk, non-payment risk under the terms of the contract, introduction of legislative restrictions. In order to study the effective risk management in the export activities of the company, the authors consider the economic capacity of such export risk management methods as diversification of the currency structure, hedging instruments.
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Bhatia, Anil, and Sanjay P. Bhat. "Optimal Static Hedging of Uncertain Future Foreign Currency Cash Flows Using FX Forwards." In 2016 International Conference on Industrial Engineering, Management Science and Application (ICIMSA). IEEE, 2016. http://dx.doi.org/10.1109/icimsa.2016.7504022.

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Huang, Xin, and Duan Li. "A Two-level Reinforcement Learning Algorithm for Ambiguous Mean-variance Portfolio Selection Problem." In Twenty-Ninth International Joint Conference on Artificial Intelligence and Seventeenth Pacific Rim International Conference on Artificial Intelligence {IJCAI-PRICAI-20}. California: International Joint Conferences on Artificial Intelligence Organization, 2020. http://dx.doi.org/10.24963/ijcai.2020/624.

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Traditional modeling on the mean-variance portfolio selection often assumes a full knowledge on statistics of assets' returns. It is, however, not always the case in real financial markets. This paper deals with an ambiguous mean-variance portfolio selection problem with a mixture model on the returns of risky assets, where the proportions of different component distributions are assumed to be unknown to the investor, but being constants (in any time instant). Taking into consideration the updates of proportions from future observations is essential to find an optimal policy with active learni
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Rapporti di organizzazioni sul tema "Currency hedging"

1

Campbell, John, Karine Serfaty-de Medeiros, and Luis Viceira. Global Currency Hedging. Cambridge, MA: National Bureau of Economic Research, May 2007. http://dx.doi.org/10.3386/w13088.

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Wei, Shang-Jin. Currency Hedging and Goods Trade. Cambridge, MA: National Bureau of Economic Research, September 1998. http://dx.doi.org/10.3386/w6742.

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Froot, Kenneth. Currency Hedging over Long Horizons. Cambridge, MA: National Bureau of Economic Research, May 1993. http://dx.doi.org/10.3386/w4355.

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4

Alfaro, Laura, Mauricio Calani, and Liliana Varela. Currency Hedging: Managing Cash Flow Exposure. Cambridge, MA: National Bureau of Economic Research, June 2021. http://dx.doi.org/10.3386/w28910.

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