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Zeitschriftenartikel zum Thema „Exchange risks“

Autor: Grafiati

Veröffentlicht am 28. Juni 2021

Zuletzt aktualisiert am 3. Februar 2022

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1

Pilling, Bruce K., and Li Zhang. "Cooperative Exchange: Rewards and Risks." International Journal of Purchasing and Materials Management 28, no. 2 (1992): 2–9. http://dx.doi.org/10.1111/j.1745-493x.1992.tb00558.x.

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2

Li, Guangzhong, Jiaqing Zhu, and Jie Li. "Understanding bilateral exchange rate risks." Journal of International Money and Finance 68 (November 2016): 103–29. http://dx.doi.org/10.1016/j.jimonfin.2016.07.008.

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3

Lee, Joseph. "Synergies, Risks and the Regulation of Stock Exchange Interconnection." Masaryk University Journal of Law and Technology 11, no. 2 (2017): 291–322. http://dx.doi.org/10.5817/mujlt2017-2-5.

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In this article, the author discusses the phenomenon of stock exchange interconnection and the synergies that it can bring. He investigates the methods and rationales behind various models currently employed such as the Euronext virtual model, the integration between the London Stock Exchange and the Milan Stock Exchange, and the ASEAN model in Asia. Despite the fact that there are many models of interconnection, none of them are truly interconnected in that they share a common trading platform, a single clearing house, and a single central securities depository. Divergence in national law remains a major obstacle to interconnection. This is because, notwithstanding a certain degree of harmonisation achieved in jurisdictions such as the EU, national laws continue to play an important role in regulating financial market infrastructure such as stock exchanges. Therefore, without a clear regime governing jurisdiction and applicable law, true interconnection is unlikely to be achieved.

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4

Clare, Gregory, and Ira N. Gang. "Exchange Rate and Political Risks, Again." Emerging Markets Finance and Trade 46, no. 3 (2010): 46–58. http://dx.doi.org/10.2753/ree1540-496x460303.

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5

Mathur, Ike. "Managing Foreign Exchange Risks: Organisational Aspects." Managerial Finance 11, no. 2 (1985): 1–6. http://dx.doi.org/10.1108/eb013544.

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6

Mathur, Ike. "Managing Foreign Exchange Risks: Strategy Considerations." Managerial Finance 11, no. 2 (1985): 7–11. http://dx.doi.org/10.1108/eb013545.

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7

Glaum, Martin. "Strategic management of exchange rate risks." Long Range Planning 23, no. 4 (1990): 65–72. http://dx.doi.org/10.1016/0024-6301(90)90153-u.

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8

Ree, Jack Joo K., Kyoungsoo Yoon, and Hail Park. "FX funding risks and exchange rate volatility." Emerging Markets Review 25 (December 2015): 163–75. http://dx.doi.org/10.1016/j.ememar.2015.08.002.

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9

Wang, Kuan-Min. "CAN GOLD EFFECTIVELY HEDGE RISKS OF EXCHANGE RATE?" Journal of Business Economics and Management 14, no. 5 (2013): 833–51. http://dx.doi.org/10.3846/16111699.2012.670133.

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This study tests whether gold can effectively hedge exchange rate risks. We take into account the asymmetric characteristic of exchange rate fluctuations and use the dynamic panel threshold model in order to select gold prices in major gold-related currencies in the world: the Australian dollar, the Canadian dollar, the euro, the Indian rupee, the Japanese yen, the South African rand, and the British pound. Using monthly data from January 1999 to January 2010, with lagged one-period exchange rate returns (US dollar depreciation rate) as the threshold variable, the estimation results suggest that there are two thresholds at –7.5% and –3.7%. These can be divided into regime 1 (exchange rate returns ≤ –7.5%), regime 2 (–7.5% < exchange rate returns ≤ –3.7%), and regime 3 (exchange rate returns > –3.7%). Regarding the effectiveness of gold hedging, regime 2 is higher than is regime 3. The risk hedging effect of regime 1 is not significant because it might be caused by the excessive devaluation of the US dollar in the short-term and the overshooting of the exchange rate adjustment, making gold unable to hedge the devaluation risks of the US dollar.

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Nakamura, Chikafumi. "Exchange rate risks in a small open economy." Journal of Financial Economic Policy 8, no. 3 (2016): 348–63. http://dx.doi.org/10.1108/jfep-10-2015-0060.

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Purpose This study aims to analyze exchange rate risks and the choice of exchange rate policies in a small open economy indebted in foreign currency, incorporating the financial accelerator mechanism. Design/methodology/approach To examine discussions on the fear of floating, this study develops a dynamic stochastic general equilibrium model in which a small open economy model has an open economy financial accelerator mechanism as the external borrowing restriction. The author then compares and analyzes the macroeconomic dynamics in response to an exchange rate shock under different exchange rate systems. Findings The most interesting finding is that the currency peg for a foreign currency used in borrowing is more efficient than the trade-weighted currency basket policy, regardless of trade openness or trade share. Practical implications The result implies that in discussions on the fear of floating, more attention needs to be paid to exchange rate risks in finance. It also suggests that exchange rate policy used to mitigate exchange rate risks in finance stabilizes macroeconomic volatility more efficiently. Originality/value The paper provides an answer to the question: which is the more serious problem in the fear of floating and to what would the regime be anchored.

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Medina, Leandro. "Assessing Fiscal Risks in Bangladesh." Asian Development Review 35, no. 1 (2018): 196–222. http://dx.doi.org/10.1162/adev_a_00111.

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This paper identifies, quantifies, and assesses fiscal risks in Bangladesh. By performing sensitivity analysis and using stochastic simulations, it measures risks arising from shocks to gross domestic product growth, the exchange rate, commodity prices, and interest rates. It also analyzes specific fiscal and institutional risks, including those related to the pension system, issuance of guarantees, state-owned commercial banks, and external borrowing and debt management strategies. The paper finds that fiscal aggregates are particularly sensitive to shocks to commodity prices and the exchange rate. Other factors that could affect fiscal aggregates are the unfunded pension system and limited institutional capacity.

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Lie, Rolv T. "Intergenerational exchange and perinatal risks: a note on interpretation of generational recurrence risks." Paediatric and Perinatal Epidemiology 21, s1 (2007): 13–18. http://dx.doi.org/10.1111/j.1365-3016.2007.00832.x.

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13

Gideon, Frednard, and Samuel Nuugulu. "Hedging Foreign Exchange Risks with Gold: EGARCH Approach." African Journal of Applied Statistics 1, no. 1 (2014): 13–21. http://dx.doi.org/10.16929/ajas/2014.1.13.54.

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14

Torres, J. Miguel. "International portfolio choice, exchange rate and systemic risks." econoquantum 6, no. 1 (2010): 81–89. http://dx.doi.org/10.18381/eq.v6i1.101.

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15

BATTERMANN, HARALD L., UDO BROLL, and KIT PONG WONG. "CROSS-HEDGING OF EXCHANGE RATE RISKS: A NOTE*." Japanese Economic Review 57, no. 3 (2006): 449–53. http://dx.doi.org/10.1111/j.1468-5876.2006.00318.x.

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16

Moore, Tyler, Nicolas Christin, and Janos Szurdi. "Revisiting the Risks of Bitcoin Currency Exchange Closure." ACM Transactions on Internet Technology 18, no. 4 (2018): 1–18. http://dx.doi.org/10.1145/3155808.

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17

Kabungo, Arkins M., and Glenn P. Jenkins. "Contract farming risks: A quantitative assessment." South African Journal of Economic and Management Sciences 19, no. 1 (2016): 35–52. http://dx.doi.org/10.4102/sajems.v19i1.1183.

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The objective of this study is to identify the key risks facing each of the stakeholders in the export-focused paprika value chain in Zambia. Although a deterministic cost-benefit analysis indicated that this outgrower scheme would have a very satisfactory net present value (NPV), a Monte Carlo analysis using an integrated financial–economic–stakeholder model identifies a number of risk variables that could make this system unsustainable. The major risks include the variability of the real exchange rate in Zambia; the international price of paprika; and the farm yield rates. This analysis points out that irrigation systems are very important for both stabilising and increasing yields. The analysis also shows the limitations of loan financing for such outgrower arrangements when at the sector level it is difficult or even impossible to mitigate the risks from real exchange rate movements and changes in international commodity prices. This micro-level analysis shows how critical real exchange rate management policies are in achieving sustainability of such export-oriented value chains.

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Черниченко, Светлана, Svetlana Chernichenko, Роман Котов, Roman Kotov, Светлана Гильмулина, and Svetlana Gilmulina. ". Experimental synthetic approach to segment assessment of aggregate credit risk." Food Processing: Techniques and Technology 48, no. 1 (2019): 184–89. http://dx.doi.org/10.21603/2074-9414-2018-1-184-189.

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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. As the given article is focused on the mechanism of loan fund circulation within foreign currency loan the author considers the combination of credit, interest rate, foreign exchange and inflation risks within the aggregate (total, combined) credit risk. Foreign exchange and inflation risks generate special interest in relation to evaluation procedures as there can be statutory regulation of interest rate risk and well-functioning mechanism of debt capacity analysis as the main factor of credit risk. As commercial loans and bank credits taken by Russian companies are wide spread the authors of the article suggest an innovative procedure of aggregate credit risk assessment considering agricultural companies, as well as companies belonging to chemical and machine-building industries as “pure borrowers” (debtors). The research has a set sequence of procedures. During the first stage the authors structured a risky situation in the lending process, determined specific constituents and performed their further strategic agreement. The second stage implies the analysis of the possibilities and specific characteristics of the preliminary segment assessment of the risk level. The third stage involves the development of experimental synthetic approach to the segment assessment of the aggregate credit risk in case of foreign exchange rate and interest rate volatility when there are inflation expectations. The procedure considers the following scenarios: 1) isolated assessment of inflation risk; 2) isolated assessment of exchange rate risk; 3) complex assessment of inflation and exchange rate risks.

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Maurer, Thomas A., Thuy-Duong Tô, and Ngoc-Khanh Tran. "Pricing Risks Across Currency Denominations." Management Science 65, no. 12 (2019): 5308–36. http://dx.doi.org/10.1287/mnsc.2018.3109.

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We use principal component analysis on 55 bilateral exchange rates of 11 developed currencies to identify two important global risk sources in foreign exchange (FX) markets. The risk sources are related to Carry and Dollar but are not spanned by these factors. We estimate the market prices associated with the two risk sources in the cross-section of FX market returns and construct FX market-implied country-specific stochastic discount factors (SDFs). The SDF volatilities are related to interest rates and expected carry trade returns in the cross-section. The SDFs price international stock returns and are related to important financial stress indicators and macroeconomic fundamentals. The first principal risk is associated with the Treasury-EuroDollar (TED) spread, quantities measuring volatility, tail and contagion risks, and future economic growth. It earns a relatively small implied Sharpe ratio. The second principal risk is associated with the default and term spreads and quantities capturing volatility and illiquidity risks. It further correlates with future changes in the long-term interest rate and earns a large implied Sharpe ratio. This paper was accepted by Lauren Cohen, finance.

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Ree, Jack, Kyoungsoo Yoon, and Hail Park. "FX Funding Risks and Exchange Rate Volatility–Korea’s Case." IMF Working Papers 12, no. 268 (2012): 1. http://dx.doi.org/10.5089/9781475565171.001.

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21

Rumpu, Anna, and Jyri Vilko. "Assessing information-exchange risks and disruptions in supply chains." International Journal of Intercultural Information Management 2, no. 4 (2011): 317. http://dx.doi.org/10.1504/ijiim.2011.041750.

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22

Herzog, Erik, and Anders Törne. "6.2.4 Investigating Risks in Systems Engineering Tool Data Exchange." INCOSE International Symposium 11, no. 1 (2001): 316–23. http://dx.doi.org/10.1002/j.2334-5837.2001.tb02309.x.

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23

Kang, Sammo, Soyoung Kim, and Jeong Wook Lee. "Reexamining the Exchange Rate Exposure Puzzle by Classifying Exchange Rate Risks into Two Types." Global Economic Review 45, no. 2 (2015): 116–33. http://dx.doi.org/10.1080/1226508x.2015.1072730.

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24

Esmaeilzadeh, Pouyan. "Patients' Perceptions of Different Information Exchange Mechanisms: An Exploratory Study in the United States." Methods of Information in Medicine 59, no. 04/05 (2020): 162–78. http://dx.doi.org/10.1055/s-0040-1721784.

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Abstract Background Patients may seek health care services from various providers during treatment. These providers could serve in a network (affiliated) or practice separately (unaffiliated). Thus, using secure and reliable health information exchange (HIE) mechanisms would be critical to transfer sensitive personal health information (PHI) across distances. Studying patients' perceptions and opinions about exchange mechanisms could help health care providers build more complete HIEs' databases and develop robust privacy policies, consent processes, and patient education programs. Objectives Due to the exploratory nature of this study, we aim to shed more light on public perspectives (benefits, concerns, and risks) associated with the four data exchange practices in the health care sector. Methods In this study, we compared public perceptions and expectations regarding four common types of exchange mechanisms used in the United States (i.e., traditional, direct, query-based, patient-mediated exchange mechanisms). Traditional is an exchange through fax, paper mailing, or phone calls, direct is a provider-to-provider exchange, query-based is sharing patient data with a central repository, and patient-mediated is an exchange mechanism in which patients can access data and monitor sharing. Data were collected from 1,624 subjects using an online survey to examine the benefits, risks, and concerns associated with the four exchange mechanisms from patients' perspectives. Results Findings indicate that several concerns and risks such as privacy concerns, security risks, trust issues, and psychological risks are raised. Besides, multiple benefits such as access to complete information, communication improvement, timely and convenient information sharing, cost-saving, and medical error reduction are highlighted by respondents. Through consideration of all risks and benefits associated with the four exchange mechanisms, the direct HIE mechanism was selected by respondents as the most preferred mechanism of information exchange among providers. More than half of the respondents (56.18%) stated that overall they favored direct exchange over the other mechanisms. 42.70% of respondents expected to be more likely to share their PHI with health care providers who implemented and utilized a direct exchange mechanism. 43.26% of respondents believed that they would support health care providers to leverage a direct HIE mechanism for sharing their PHI with other providers. The results exhibit that individuals expect greater benefits and fewer adverse effects from direct HIE among health care providers. Overall, the general public sentiment is more in favor of direct data transfer. Our results highlight that greater public trust in exchange mechanisms is required, and information privacy and security risks must be addressed before the widespread implementation of such mechanisms. Conclusion This exploratory study's findings could be interesting for health care providers and HIE policymakers to analyze how consumers perceive the current exchange mechanisms, what concerns should be addressed, and how the exchange mechanisms could be modified to meet consumers' needs.

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Paltrinieri, Andrea. "Stock exchange industry in UAE." International Journal of Emerging Markets 10, no. 3 (2015): 362–82. http://dx.doi.org/10.1108/ijoem-12-2012-0181.

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Purpose – The purpose of this paper is to give an overview of UAE Stock Exchange industry. In particular this paper aims to assess a potential merger between Dubai Financial Markets-Nasdaq-Dubai and Abu Dhabi Securities Exchange, evaluating risks, rewards, policy and business implications. Design/methodology/approach – The paper presents a theoretical framework and a literature review of M & As in financial sector. It then carries out a case study on a potential merger between the UAE Stock Exchanges and a discussion on the implications for the actors involved. Findings – The contraction both in market capitalization and in trading value in the three UAE Stock Exchanges caused by subprime financial crisis and market fragmentation could be a key factors in implementing a merger between them. Because of high-fixed costs and trading platform, a single consolidated stock exchange may benefit from significant economies of scale, particularly network effects, and economies of scope. Practical implications – This paper could be useful to Security and Commodity Authority, in order to support a merger between Dubai and Abu Dhabi Stock Exchange. Given that UAE capital market regulator has tried to improve efficiency in UAE stock market over the last years, a merger between UAE Stock Exchanges could have positive effects on overall efficiency. Originality/value – It is the first paper that analyze UAE Stock Exchange industry. It is the first study that focusses on a potential merger between emerging markets’ stock exchanges. It is one of the first contributions that relates stock exchanges belonging to emerging and developed countries.

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Padoli, Fadhly. "The Influence Good Coorporate Governance, Banking Risks Of Banking Performance On Private Bank Foreign Exchange." Journal of Economic, Public, and Accounting (JEPA) 1, no. 2 (2019): 123–32. http://dx.doi.org/10.31605/jepa.v1i2.312.

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ABSTRACT  This study aimed to analyze the influence of good coorporate governance, banking risks of banking performance on private bank forign exchange. The research sample was determined by the method of purposive sampling based on the criteria of private bank forign exchange are always listed on the Stock Exchange and publish financial reports are complete and present the data includes the data of the studied variables during the study period (2012-2015), in order to obtain a sample 32 bank. This study used path analysis. The results of this study concluded (1) Good Coorporate Governance have negative and significant impact on the banking risks, (2) Good Coorporate Governance have a positive and significant impact on banking performance, (3) banking risks have a negatif and significant impact on banking performance and (4) Good Coorporate Governance have a positive and significant impact on banking performance which banking risks as an intervening variable. Keywords : good corporate governance, banking risks, banking performance

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Garman, Mark B. "Immunizing Foreign Exchange Contracts Against Swap Rate and Volatility Risks." Journal of International Financial Management & Accounting 1, no. 1 (1989): 41–54. http://dx.doi.org/10.1111/j.1467-646x.1989.tb00003.x.

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28

Chiang, Thomas C., and Sheng-Yung Yang. "Foreign exchange risk premiums and time-varying equity market risks." International Journal of Risk Assessment and Management 4, no. 4 (2003): 310. http://dx.doi.org/10.1504/ijram.2003.003828.

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Adam-M�ller, Axel F. A. "Exports and hedging exchange rate risks: the multi-country case." Journal of Futures Markets 20, no. 9 (2000): 843–64. http://dx.doi.org/10.1002/1096-9934(200010)20:9<843::aid-fut3>3.0.co;2-g.

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30

Colacito, Riccardo, and Mariano M. Croce. "Risks for the Long Run and the Real Exchange Rate." Journal of Political Economy 119, no. 1 (2011): 153–81. http://dx.doi.org/10.1086/659238.

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31

Holland, Dawn, Ray Barrell, Tatiana Fic, et al. "Exchange rate realignments and risks of deflation in North America." National Institute Economic Review 206 (October 2008): 83–86. http://dx.doi.org/10.1177/0027950108099848.

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The US dollar has strengthened in recent months against most major currencies, with the exception of the yen. It has also gained strength against emerging market currencies, and the US effective exchange rate has appreciated by just over 7 per cent in the past three months. Emerging market declines have been exacerbated in recent weeks by the turbulence on financial markets that has forced stock markets to interrupt trading on several occasions. Figure 13 shows effective exchange rates for the US, Canada, Mexico and Brazil. Central banks in Mexico and Brazil have intervened in currency markets in recent weeks to stem the decline of their currencies, which have dropped against the dollar by nearly 20 per cent in the case of Mexico and 40 per cent in Brazil since the beginning of September. If stock market trading stabilises, much of these losses should prove temporary. Our forecast assumes that a depreciation of 10 per cent in effective terms in the Brazilian real and 5 per cent in the Mexican peso is sustained. While this raises the inflationary outlook for these economies, gains in competitiveness will help moderate the impact of the global recession on Latin American economies. However, a more sustained depreciation will put the banking systems in these countries at risk as it becomes increasingly difficult to service debt in foreign currency.

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Yin, Libo, and Liyan Han. "Hedging International Foreign Exchange Risks via Option Based Portfolio Insurance." Computational Economics 45, no. 1 (2013): 151–81. http://dx.doi.org/10.1007/s10614-013-9414-7.

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Razia, Bahaa, and Bahaa Awwad. "Risk indicators and related aspects in insurance companies in Palestine." Insurance Markets and Companies 12, no. 1 (2021): 43–50. http://dx.doi.org/10.21511/ins.12(1).2021.04.

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The purpose of this paper is to identify the impact of risk indicators of insurance companies listed on the Palestine Stock Exchange on earnings per share over the period 2010–2017. The sample consists of seven insurance companies listed on the Palestine Stock Exchange. The data was analyzed using the OLS regression technique. This helps to determine the relationship between the independent variable (earnings per share) and the dependent variables (liquidity risk, capital risk, rate of risky assets). The results show that the liquidity risk has a positive impact on earnings per share, while capital risk and rate of risky assets have a negative impact. This means that insurance companies listed on the Palestine Stock Exchange can achieve an acceptable balance between the liquidity risk index and the earnings per share in a way that does not prevent them from fulfilling their obligations. The findings of this study are demonstrated using figures and diagrams. The study recommends that insurance companies need to pay extra attention to risks and identify effective policies to deal with risks and reduce their impact, especially capital risk and the rate of risky assets. This is because these factors negatively affect earnings per share. The results of this study will be useful to relevant stakeholders in the sector. AcknowledgmentWe would like to thank the Palestine Technical University for their continuous and valuable support.

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Ryan, Annmarie, and Keith Blois. "Assessing the risks and opportunities in corporate art sponsorship arrangements using Fiske’s Relational Models Theory." Arts and the Market 6, no. 1 (2016): 33–51. http://dx.doi.org/10.1108/aam-02-2014-0010.

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Purpose – The purpose of this paper is to address a particular tension in arts marketing, that is, the ongoing search for balance between achieving artistic excellence and financial stability, while keeping work accessible and satisfying a range of stakeholders, public and private. Design/methodology/approach – Using Fiske’s (1992) relational models theory as a framework to categorize different modes of exchange between a sponsor and an arts organization, this paper focusses on the varied nature of interactions between parties. Findings – Drawing on data from a longitudinal case study, the authors evaluate the many opportunities and risks associated with sponsorship arrangements and to explore how these become manifest and potentially resolved within the relational structure over time. Moreover, the authors examine how an arts marketer can employ particular relational models of exchange to mitigate the risks of another model which is operational within the sponsorship. Research limitations/implications – The aim of this paper is to consider the variety of exchange ongoing in long-term sponsorship arrangements, and in using Fiske’s RM theory, to identify the risk and opportunities associated with these exchanges. The case study examined here is, of course, idiosyncratic in terms of people, time and place. However, what is general, and what the authors wish to draw attention to, is how managers can employ different models of exchange to mitigate risks arising out of the dominance of any one model in the sponsorship relationship. Practical implications – For executives involved in the management of sponsorship relationships, a rich understanding of their risks and opportunities is important. For example, rather than assuming that market-based considerations or social bonds to be either wholly positive or negative, in this paper the authors have demonstrated that each can have an important role in the dynamic of sponsorship relationships. Therefore, for example, while strong social bonds will mitigate the risks of market-based mechanisms, the risks of social bonds themselves can be balanced through appropriate intermittent recourse to market-based mechanisms. In any specific sponsorship arrangement it will become a matter of balance, and a development of understanding of the role of market, hierarchical, reciprocal and communal dimensions associated with long-term relationships. Originality/value – In this regard, the authors offer six propositions, which capture the mitigation and enhancement of risks and opportunities, respectively, as well as considerations for relationship dynamics arising from the analysis.

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Badshah, Imtiaz, and Trond-Arne Borgersen. "Management of Exchange Rate Risk in SMEs." SEISENSE Journal of Management 3, no. 6 (2020): 35–49. http://dx.doi.org/10.33215/sjom.v3i6.474.

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Exchange rate fluctuations represent a challenge for the internationalization of all firms, both big and small. This paper reflects on two aspects of the exchange rate challenge - (i) the exchange rate pass-through and (ii) hedging of exchange rate risk and how SMEs manage these two aspects of exchange rate risk. The exchange rate challenges that SMEs face might differ from the risks larger firms are exposed to, and their management of the risks might vary. In family-owned SMEs, longer planning horizons than listed firms might imply a weaker exchange rate pass-through, while smaller financial buffers might pull pass-through rules in the opposite direction for the same SMEs. When considering hedging, the paper argues for both operational hedging and external hedging to represent a management challenge for SMEs, pushing the exchange rate risk towards the forefront of the factors hampering internationalization among SMEs.

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Sixpence, Atanas, Olufemi P. Adeyeye, and Rajendra Rajaram. "Impact of relative and absolute financial risks on share prices: a Zimbabwe Stock Exchange perspective." Investment Management and Financial Innovations 17, no. 1 (2020): 1–14. http://dx.doi.org/10.21511/imfi.17(1).2020.01.

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The impact of financial risks on share prices concerns investors, company executives and accounting standards developers. Investors need this information in delineating their equity valuation models while company executives need the information to make appropriate capital structure decisions. Accounting standards developers use this information in their policy to make accounting standards contemporary. The authors examine the link between relative and absolute financial risks and share prices using a dynamic panel of non-financial listed companies on the Zimbabwe Stock Exchange after dollarization. Equity investors incurred losses before dollarization, which prompted this investigation into the sphere of financial risks in order to explain share price movements so that investors can use it to minimize losses in the future. Absolute financial risk is measured by the total debt, while debt/equity ratio measures relative financial risk. Market capitalization as a proxy for equity and debt is measured by total liabilities. An average debt/equity ratio greater or equal to one qualifies a firm into the high-risk category while ratios below one imply low-risk firms. Results from two-step System Generalised Method of Moments (GMM) show negative and significant connection between relative risk and share prices across risk categories. The impact of absolute risk on share prices differs by risk category. Firm managers are advised to keep total liabilities below market capitalization in order to enjoy the benefits of low-risk categorization. Debt ratio is a reasonable indicator of value and investors can use it in equity valuation. Mandatory reporting of debt ratios should be considered by accounting standards developers.

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Masrizal, Masrizal, Miftahurrahman Miftahurrahman, Sri Herianingrum, and Yayan Firmansah. "THE EFFECT OF COUNTRY RISK AND MACROECONOMIC ON JAKARTA ISLAMIC INDEX." Jurnal Ekonomi dan Bisnis Islam (Journal of Islamic Economics and Business) 6, no. 1 (2020): 151. http://dx.doi.org/10.20473/jebis.v6i1.14707.

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This study examines the impacts of Indonesia's country risks (i.e. financial risk, political risk, and economic risk), exchange rate, oil prices, and industrial production index on the Jakarta Islamic Index (JII). This research use monthly data from January 2003 to March 2016 with a quantitative research approach that applies Johansen Cointegration Test and Vector Error Correction Model (VECM) to see the long-term impact and response of shocks on certain variables. The findings show the existence of short-term and long-term causalities between macroeconomic variables and the Jakarta Islamic index. Specifically, in the long run, financial risk, oil prices, and exchange rates have a significant positive effect on Jakarta Islamic Index, while economic risks and industrial production index have a significant negative on Jakarta Islamic Index. This finding shows that investors consider financial risks, economic risks, and exchange rates in investments. This finding also tells the government that several important macroeconomic indicators need to be considered.

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Helmy, Ashraf, and Osama Wagdi. "Political Risks and Their Economic Effects: Evidence from Egypt." International Journal of Economics and Finance 8, no. 7 (2016): 94. http://dx.doi.org/10.5539/ijef.v8n7p94.

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This research aims at studying the effect of political changes on Egyptian economy by studying the direct and indirect effect of political risk index and its sub-indicators on number of important variables such as economic growth, employment, exchange rates, Egyptian Exchange main index (EGX30), foreign investment flows, domestic interest rates, and domestic public debt during the time period from 2006 to 2015 using parametric and nonparametric statistical methods. The study concluded that political risk index and its sub-indicators have had varying effects on financial and real investment and other macroeconomic variables in Egypt; and that achieving a successful economic development process cannot be reached without taking into account determinants of political risk.

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Mostert, Frederik J., and Jan Hendrik Mostert. "The management of inflation rate, interest rate and foreign exchange rate risks: A business executive outlook." Corporate Ownership and Control 4, no. 3 (2007): 64–70. http://dx.doi.org/10.22495/cocv4i3p5.

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Inflation rate, interest rate and foreign exchange rate risks are relevant to enterprise stakeholders because they impact in varying degrees on the financial performance of enterprises. Business executives are expected to take reasonable steps for managing these risks and to rely on sound and innovative financial risk management solutions to meet the expectations of stakeholders in their enterprises. This paper aims at improving financial risk management practices by applying insurance principles to the management of inflation rate, interest rate and foreign exchange rate risks. To achieve this objective, the research paper focuses on the features of finite risk insurance and the perceived importance of these features when South African business executives consider strategies to manage the above risks. Finite risk insurance is classified as a form of alternative risk transfer (commonly referred to as “ART”) that relates to the point where insurance, banking and/or the capital market converge in an attempt to efficiently provide enterprises with sufficient financial capacity for protection against a variety of risks. The features of finite risk insurance are highlighted and the views of business executives regarding the importance of these features for the management of inflation rate, interest rate and foreign exchange rate risks are disclosed and analysed. The paper closes with recommendations to providers of financial services based on the needs of South African industrial companies to manage the above risks.

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سلمان, عامر محمد, and محمد جاسم محمد. "A proposed method for applying hedge accounting for foreign currency fluctuation risks on accordance international financial reporting standards and their reflection on accounting information quality in the Iraqi environment Abstract." Journal of Economics and Administrative Sciences 24, no. 109 (2018): 545. http://dx.doi.org/10.33095/jeas.v24i109.1568.

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The aim of this study is to clarify the concept of hedge accounting, foreign currency transactions and the problems arising from dealing with them, and to highlight the local and international accounting rules related to hedge accounting to reduce the risks of fluctuations in the currency exchange rates of the units by developing the financial reporting of local units in accordance with international reporting standards To achieve this objective, a sample of Iraqi units was selected to be exposed to the risks of fluctuations in foreign exchange rates, The study reached a number of conclusions, the most important of which are:  Many companies and banks in the local environment a lot of losses due to fluctuations in the exchange rates of foreign currency. Hedge accounting is a mechanism to avoid the risks faced by the unit through the use of financial instruments of derivatives, the study recommended that:   The Iraqi units should use hedge accounting to address the risks faced by the unit The financial reporting in the Iraqi environment shall be based on IFRS by providing information on the risks and methods of hedging the risks that the unit may face and assisting the decision maker in making informed decisions.

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Moskvichenko, Iryna, Larysa Krysyuk, and Tetiana Chebanova. "INFLUENCE OF FINANCIAL INSTABILITY ON EXCHANGE RISKS OF PORT SECTOR ENTERPRISES." Economic Analysis, no. 29(1) (2019): 85–91. http://dx.doi.org/10.35774/econa2019.01.085.

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The increase of the degree of impact of financial risks on the results of operations and financial stability of the company is associated with a number of factors. They are the rapid volatility of the economic situation in the country and the financial market, the expansion of the sphere of financial relations of economic entities, the emergence of new financial technologies and tools, as well as a number of others factors. Therefore, the identification of the economic nature of financial risks and the establishment of their forms of influence on the results of the enterprise has become one of the most urgent tasks of the financial management system. In the context of financial instability, the problem of effective management of foreign exchange risks of the company becomes particularly relevant. This management plays an active role in the overall system of financial management, ensuring the reliable achievement of the main objectives of financial activity of the enterprise. The purpose of currency risks management is to ensure the financial security of the company in the process of its development and to prevent the possible reduction of its market value. Currency risk management can be divided into the following steps: awareness of the risk, determining the causes of its occurrence; measurement, analysis and risk assessment; reduction or limitation of risks by means of appropriate management methods; constant monitoring of the level of risk. In today's conditions, the further devaluation of the national currency, which in the past three years depreciated by 3.5 times in relation to the US dollar, one of the main tasks facing domestic subjects of foreign economic activity is the formation of effective tactics and strategies for managing currency risks. Activity of port operators, as subjects of foreign economic activity, is predisposed to financial instability and currency risk, which are caused by the variability of the environment of their functioning. Ukrainian ports, which investigate in imported equipment, plan to buy in foreign currency. The fluctuation of the exchange rate may contribute to both the improvement and the deterioration of the financial condition of the enterprise. Therefore, in the course of doing business, you must take into account the risks and apply appropriate methods of managing them. Financial instruments are the available tools for managing currency risk in enterprises. In this paper, hedging is considered as a way to reduce currency risk when purchasing equipment for a currency. In order to eliminate the effect of financial instability on currency risks of enterprises in the port industry, when purchasing equipment for currency, we suggest using a hedging instrument. This will either eliminate or partially neutralize the risk of possible losses.

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Al-Gasaymeh, Anwar S., Thair A. Kaddumi, and Ghazi M. Qasaimeh. "Measuring risk exposure in the banking sectors: evidence from Gulf Cooperation countries." Journal of Financial Economic Policy 13, no. 4 (2021): 491–501. http://dx.doi.org/10.1108/jfep-01-2020-0008.

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Purpose Using capital asset pricing model (CAPM) and the Z-risk index based on weekly data, this study aims to estimate yearly unsystematic, total, three systematic and insolvency risks in the Gulf Cooperation Council (GCC) countries for the period 2010–2018. The findings of CAPM show positive systematic market risk exposure in all GCC countries for all years, which support the contribution of stock markets to bank prices and returns. The mixed signs of systematic interest rate and exchange rate risks in GCC countries provide hedging opportunities, diversification strategies and regional cooperation, which help risk managers to hedge and stabilize their portfolios against interest rate and exchange rate fluctuations. Therefore, it is necessary that managers and policymakers develop a monitoring system on factors affecting bank insolvency risks to avoid bankruptcies and insolvencies. Design/methodology/approach This study uses the three-factor CAPM and Z-risk index to measure six types of risks. The CAPM uses market information to estimate the sensitivity of banks to the fluctuations of equity markets, debt markets and foreign exchange markets. Sharpe (1964), Lintner (1965) and Treynor (1965) developed a single-factor CAPM and the coefficient of the model was called systematic market risk. The single-factor CAPM highlights stock markets as the only non-diversifiable source of systematic risks, whereas Stone (1974) and Jorion (1990) highlighted interest rate and exchange rate fluctuations as the other types of non-diversifiable systematic risks. The following functional form in equation (1) estimates five types of risks using CAPM. Findings The findings of CAPM show positive systematic market risk exposure in all GCC countries for all years, which support the contribution of stock markets to bank prices and returns based on CAPM theory. The mixed signs of systematic interest rate and exchange rate risks in GCC countries support hedging opportunities and diversification strategies which may help risk managers to hedge and stabilize their portfolios against the fluctuations of interest rate and exchange rate. Although, this policy may decrease the profits of banking sectors but at the same time it would stabilize the portfolios and prevent bankruptcies and big losses because of the fluctuations of interest rate. Moreover, a bank has a better chance to have more liquidity position during financial crises because of the diversifications into different regional markets. Research limitations/implications Therefore, this study contributes to the existing literature by using risk measurement by a three-factor CAPM and the Z-risk index as discussed further in methodology. Originality/value It is necessary that managers and policymakers develop a monitoring system on factors affecting bank insolvency risks to avoid bankruptcies and insolvencies.

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Podsokha, Anna. "Economic evaluation of the use of trading strategies in the commodity exchange market." Actual problems of innovative economy, no. 4 (June 27, 2019): 9–14. http://dx.doi.org/10.36887/2524-0455-2019-4-2.

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Introduction. The development of the domestic economy largely depends on the stock sector. Exchanges are one of the key elements of the market mechanism. Their role is to establish links between producer and end consumer. Exchanges help to determine the objective market value of products, increase its competitiveness. The purpose of the research is to generalize the theoretical aspects of evaluating the use of trading strategies in the commodity exchange market. Results. The main shortcomings of the developed strategies of traders are highlighted. It is established that the influence of the trader is the most unpredictable factor in the process of forming and implementing strategies. The importance of keeping a trader's diary is noted. It was found that the trader reflects not quite the real situation in the process of keeping a diary. This reduces the level of objectivity of information. The structure is described and the method of filling in the trader's diary is considered. The role of keeping a transaction log for the trader is substantiated. The importance of risk management in the process of exchange trading is noted. The role of the decision-making mechanism is described in the trading stock market in conditions of uncertainty. The essence and stages of risk management strategy are determined. Price types of risks are characterized. Risk assessment methods are systematized. The main methods of risk management are given. Methods of risk avoidance, methods of risk reduction, methods of risk absorption and financing, methods of risk transfer are described. Emphasis is placed on the expediency of consistent use of these methods. Measures to minimize the degree of risk (diversification of assets, hedging and risk insurance, creation of reserves to cover risks) are identified. Conclusions. The development of traders' strategy should reduce risks in exchange activities. The formation of such a strategy takes into account many factors. It is proved that the use of risk management methods is the key to the effective operation of traders. The possible results from the introduction of such methods are described. Keywords: commodity exchange, trader, trading strategy, risk management, economic evaluation.

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EENMAA-DIMITRIEVA, Helen, and Maria José SCHMIDT-KESSEN. "Smart Contracts: Reducing Risks in Economic Exchange with No-Party Trust?" European Journal of Risk Regulation 10, no. 2 (2019): 245–62. http://dx.doi.org/10.1017/err.2019.37.

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Our study on smart contracts, self-executing agreements based on blockchain technology, can be placed in the field of inquiry within law and economics of contracts which explores new modes of contract enforcement as sources of market creation. We lay the foundations by characterising contract enforcement and trust mechanisms underlying contracts. Considering that trust reduces risks in economic exchange, we explain how the particular trust mechanism underlying smart contracts’ enforcement (no-party trust) provides opportunities for creating new markets and changing existing ones. We explore, among other things, whether using smart contracts could be a path to increasing the autonomy of consumers and offering a solution for democratising trade.

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Kale, N., S. Yazıcı, M. Ozerden, and A. Soysal. "Risks and benefits of manageming acute ms relapses with plasma exchange." Journal of the Neurological Sciences 381 (October 2017): 443. http://dx.doi.org/10.1016/j.jns.2017.08.3464.

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CLEMONS, ERIC K., and LORIN M. HITT. "Poaching and the Misappropriation of Information: Transaction Risks of Information Exchange." Journal of Management Information Systems 21, no. 2 (2004): 87–107. http://dx.doi.org/10.1080/07421222.2004.11045802.

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Wang, Alan Tse-Shih, Ming-Yuan Leon Li, and Ti-Chen Chen. "Price transmission, foreign exchange rate risks and global diversification of ADRs." Applied Economics 42, no. 14 (2010): 1811–23. http://dx.doi.org/10.1080/00036840701736057.

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Lin, Chien-Hsiu, Shih-Kuei Lin, and An-Chi Wu. "Foreign exchange option pricing in the currency cycle with jump risks." Review of Quantitative Finance and Accounting 44, no. 4 (2014): 755–89. http://dx.doi.org/10.1007/s11156-013-0425-1.

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Chang, Jack S. K., and Soushan Wu. "On Hedging Jump Risks in the Foreign Exchange and Stock Markets." Financial Management 23, no. 1 (1994): 15. http://dx.doi.org/10.2307/3666051.

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Carrieri, Francesca, Vihang Errunza, and Basma Majerbi. "Does Emerging Market Exchange Risk Affect Global Equity Prices?" Journal of Financial and Quantitative Analysis 41, no. 3 (2006): 511–40. http://dx.doi.org/10.1017/s0022109000002520.

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AbstractThis paper conducts empirical tests in a conditional setting for 10 developed and 12 emerging markets to determine whether emerging market currency risk is priced and if it spills over into developed market assets. Our empirical model is based on real exchange rate measures and it allows currency risk to compete with broader economic and political risks. We find that emerging market currency risk is priced separately from other local risk factors and that it represents a significant component of equity returns in both developed and emerging markets. We also find that the spillover impact is heightened during emerging market crisis episodes and affects the expected compensation for global risks.

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