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Artykuły w czasopismach na temat "Currency hedging"
MacIsaac, Keith Joseph. "Global Currency Hedging". CFA Digest 40, nr 2 (maj 2010): 68–70. http://dx.doi.org/10.2469/dig.v40.n2.17.
Pełny tekst źródłaBucher, Melk C. "Conditional currency hedging". Financial Management 49, nr 4 (29.09.2019): 897–923. http://dx.doi.org/10.1111/fima.12287.
Pełny tekst źródłaDales, A., i R. Meese. "Strategic currency hedging". Journal of Asset Management 2, nr 1 (czerwiec 2001): 9–21. http://dx.doi.org/10.1057/palgrave.jam.2240031.
Pełny tekst źródłaCAMPBELL, JOHN Y., KARINE SERFATY-DE MEDEIROS i LUIS M. VICEIRA. "Global Currency Hedging". Journal of Finance 65, nr 1 (13.01.2010): 87–121. http://dx.doi.org/10.1111/j.1540-6261.2009.01524.x.
Pełny tekst źródłaAlbuquerque, Rui. "Optimal currency hedging". Global Finance Journal 18, nr 1 (styczeń 2007): 16–33. http://dx.doi.org/10.1016/j.gfj.2006.09.002.
Pełny tekst źródłaRahman, Aisyah Abdul, i Raudha Md Ramli. "Islamic Cross Currency Swap (ICCS): hedging against currency fluctuations". Emerald Emerging Markets Case Studies 5, nr 4 (14.07.2015): 1–12. http://dx.doi.org/10.1108/eemcs-09-2014-0215.
Pełny tekst źródłaTerry, Eric. "Indirect Currency Futures Hedging". Journal of Business and Policy Research 11, nr 1 (lipiec 2016): 1–15. http://dx.doi.org/10.21102/jbpr.2016.07.111.01.
Pełny tekst źródłaGagnon, Louis, Gregory J. Lypny i Thomas H. McCurdy. "Hedging foreign currency portfolios". Journal of Empirical Finance 5, nr 3 (wrzesień 1998): 197–220. http://dx.doi.org/10.1016/s0927-5398(97)00018-2.
Pełny tekst źródłaLioui, Abraham, i Patrice Poncet. "Optimal currency risk hedging". Journal of International Money and Finance 21, nr 2 (kwiecień 2002): 241–64. http://dx.doi.org/10.1016/s0261-5606(01)00045-6.
Pełny tekst źródłaYu, Xing, Yanyin Li i Zhongkai Wan. "Dynamic Currency Futures and Options Hedging Model". Mathematical Problems in Engineering 2019 (1.07.2019): 1–11. http://dx.doi.org/10.1155/2019/8074384.
Pełny tekst źródłaRozprawy doktorskie na temat "Currency hedging"
Parapoulis, Panagiotis. "Hedging foreign currency options". Thesis, University of Reading, 1992. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.317577.
Pełny tekst źródłaJakutis, 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.
Pełny tekst źródłaBakalauro baigiamajame darbe yra analizuojama valiutų rizikos valdymas investiciniuose fonduose. Darbe analizuojamas valiutų rizikos draudimas ateities ir pasirinkimo sandoriais, bei gauti rezultatai palyginti su rezultatais kai rizika nebuvo valdoma. Išanalizavus šešių besivystančių rinkų akcijų indeksų valiutos draudimą, buvo prieita išvados, jog fondų valdytojai valiutą turėtų drausti ne nuolatos, o tik kai jie tikisi jog užsienio valiuta silpnės. Be to, darbe parodoma, jog valiutų draudimas ateities sandoriais yra geresnis būdas valdyti valiutos riziką nei kad pasirinkimo sandoriai. Taip pat pademonstruojama, jog trumpiausio periodo ateities sandoriai yra efektyviausi valiutų rizikos valdymo tikslais bei rekomenduojama naudoti 50 % draudimo koeficientą.
Buck, Alexander Wolfram. "Cross-currency hedging with multiple options". reponame:Repositório Institucional do FGV, 2017. http://hdl.handle.net/10438/19379.
Pełny tekst źródłaRejected 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, Resumo and Contents must be in capital letters and in the middle of the page. After corrections, please, post again. on 2017-12-14T11:20:17Z (GMT)
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Financial derivatives are broadly used for hedging purposes by large financial and non-financial corporations in developed countries. Thereof, currency derivatives represent the biggest class. For some currencies, foreign exchange exposure, for example arising from exports or foreign investments, cannot be hedged due to illiquid or nonexistent derivative markets. However, a third currency with liquid derivative markets exists and can be used to cross-hedge the exposure. This thesis examines whether using options with multiple strikes can improve the hedging performance in such a case. Several stochastic models commonly applied in the literature to foreign exchange markets are used for the out-of-sample hedging portfolio construction and applied to currencies in the regions Latin America, Europe and East/Southeast Asia between 2012 and 2016. This paper delivers two main results: Firstly, it is shown that adding options is not beneficial mainly due to model and estimation errors which increase risk. Secondly, it is shown that if the US-Dollar exchange rate is not cross-hedgeable, the exchange rate with the third currency must be, unless the foreign currency is highly volatile. As a consequence, cross-hedging can be successfully applied to at least one of those exchange rates. However, it is optimal to use only forwards in that case.
Derivativos financeiros são amplamente utilizados com finalidade de hedge por grandes corporações financeiras e não-financeiras em países desenvolvidos. Nesse sentido, derivativos de câmbio representam a classe mais expressiva. Para algumas moedas, a exposição cambial resultante por exemplo de exportações ou investimentos externos não pode ser coberta devido à iliquidez ou inexistência de mercados de derivativos. No entanto, existe um terceiro câmbio de mercados de derivativos líquidos que pode ser utilizado para cobrir a exposição cambial com cross-hedge. A presente tese examina se o uso de opções com múltiplos preços de exercício pode melhorar o desempenho de hedge em tal caso. Vários modelos estocásticos comumente aplicados na literatura a mercados de câmbio são utilizados para a construção out-of-sample de um portfolio de hedging e aplicados a câmbios na América Latina, Europa e Leste/Sudeste asiático entre 2012 e 2016. Esse trabalho chega a dois resultados centrais. O primeiro demonstra que não é benéfico adicionar opções sobretudo em virtude de erros de modelo e estimativa que elevam riscos. O segundo demonstra que se a taxa de câmbio do dólar americano não permite cross-hedging, a taxa de câmbio do terceiro câmbio precisa permitir, a menos que a moeda estrangeira seja altamente volátil. Consequentemente, cross-hedging pode ser aplicado com sucesso a pelo menos uma destas taxas de câmbio. Entretanto, é aconselhável utilizar apenas forwards nesse caso.
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.
Pełny tekst źródłaENGLISH 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/ZAR on a ZAR currency index and USD/SADC dollar on a SADC currency index as the respective underlings. Findings indicated that the basis risk and currency risk declined over a time-series analysis which implied better business management decisions, increased profit margins, larger firm value and more effective hedged positions for the companies in South Africa that may adopt this new currency.
AFRIKAANSE OPSOMMING: Die implementering of aanvaarding van ‘n gemene wisselkoers deur ‘n groep SADC-lande het besigheidsbestuurs- asook risikobestuursimplikasies vir SADC multinasionale maatskappye. Hierdie studie beoog om die implikasies vir bestuur te ondersoek en te bepaal hoe die skep van ‘n fiktiewe eenvormige wisselkoers vir die SADC-streek gebruik kan word, dit is, sou die “SADC dollar” die ZAR vervang. Hierdie optimaliteit is bereken deur die basisrisiko van verskeie valutatermynkontrakte vergelyk. Die instrument onderliggend aan die verskillende valutatermynkontrakte was die VSA dollar/rand wisselkoers wat op ‘n Suid-Afrikaanse rand (ZAR) valutaindeks gemodelleer is en die VSA dollar/SADC dollar wat op ‘n SADC valutaindeks gemodelleer was. Die resultate van die navorsing op die gekose tydreeks dui daarop dat die basisrisiko sowel as die valutarisiko moontlik sal afneem. Die implikasie hiervan is moonlik beter besigheidsbestuurs-besluite, toename in winsmarges, toenames in maatskapywaardes en meer effektiewe skans posisies vir maatskappye in Suid–Afrika wat hierdie eenvormige wisselkoers sou implementeer.
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.
Pełny tekst źródłaSarkis, Sumbat, i 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.
Pełny tekst źródłaTitle: Corporate Strategies for Currency Risk Management
ackground:Currency fluctuations are a global phenomenon, and can affect multinational
companies directly through their cash flow, financial result and company
valuation. The exposure to currency risks might however be covered against or
‘hedged’, as it is called, by different external and internal corporate strategies.
However, some of these strategies might include a risk themselves as they can
be expensive and uncertain. It is therefore an interesting question whether if
these strategies are actually applied in practice, and if so which strategies are
favored and why.
Purpose: The purpose of this thesis is to present and explain the different external and
internal hedging techniques and to see which, or if any, strategies are favored by
large, medium-sized and small companies and for what reasons.
Method: Regarding primary data, interviews with a mostly qualitative profile have been
used to discuss the subject with respondents from six companies, diversified in
size using the classification from the European Commission. Secondary data has
been collected through literature from the university library and internet sources.
Conclusion: Large companies primarily use the strategy of forwards, since they carry high
elements of risk aversion, predictability and simplicity. For internal strategies,
large companies prefer netting. Small companies extensively use matching
because the routine is easy to establish and handle. Medium-sized companies
can use either one so much depends on the risk-aversion and cash-flow
management of the company.
Large companies continuously regard currency risk a big factor, whereas small
companies have just recently started due to the dollar depreciation. Translation
exposure should be considered a big risk regardless of the company size, if the
company is the main one in a corporate group. Finally, the subject of
currency risk management is very theoretically broad, but its appliance in
practice is very slim as only a few strategies are actually favored and frequently
used.
Carlsson, Gustav, i 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.
Pełny tekst źródłaSpitz, 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.
Pełny tekst źródłaGustafsson, Sandra, Ramona Isaksson i 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.
Pełny tekst źródłaSlavík, Tomáš. "Měnový hedging s využitím finančních derivátů". Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-17028.
Pełny tekst źródłaKsiążki na temat "Currency hedging"
Coyle, Brian. Hedging currency exposures. Chicago: Glenlake Pub. Co., 2000.
Znajdź pełny tekst źródłaCampbell, John Y. Global currency hedging. Cambridge, Mass: National Bureau of Economic Research, 2007.
Znajdź pełny tekst źródłaFroot, Kenneth. Currency hedging over long horizons. Cambridge, MA: National Bureau of Economic Research, 1993.
Znajdź pełny tekst źródłaWei, Shang-Jin. Currency hedging and goods trade. Cambridge, MA: National Bureau of Economic Research, 1998.
Znajdź pełny tekst źródłaHenderson, Callum. Currency Strategy. New York: John Wiley & Sons, Ltd., 2003.
Znajdź pełny tekst źródłaClasing, Henry K. Currency options: Hedging and trading strategies. Homewood, Ill: Business One Irwin, 1992.
Znajdź pełny tekst źródłaCurrency strategy: A practitioner's guide to currency investing, hedging, and forecasting. New York: J. Wiley, 2002.
Znajdź pełny tekst źródłaHenderson, Callum. Currency strategy: The practitioner's guide to currency trading, hedging, and forecasting. New York: John Wiley, 2002.
Znajdź pełny tekst źródłaKlopfenstein, Gary. Trading currency cross rates. New York: J. Wiley, 1993.
Znajdź pełny tekst źródłaSaunders, Anthony. The hedging performance of ECU futures contracts. Philadelphia: Federal Reserve Bank of Philadelphia, 1987.
Znajdź pełny tekst źródłaCzęści książek na temat "Currency hedging"
von Pfeil, Enzio. "Transitory Hedging Techniques". W Effective Control of Currency Risks, 119–92. London: Palgrave Macmillan UK, 1988. http://dx.doi.org/10.1007/978-1-349-07280-4_5.
Pełny tekst źródłaWillsher, Richard. "Currency Risk and Hedging Techniques". W Export Finance, 139–42. London: Palgrave Macmillan UK, 1995. http://dx.doi.org/10.1007/978-1-349-13980-4_16.
Pełny tekst źródłaNarroway, Simon. "Hedging Currency and Interest Rate Risks". W BIEC Yearbook 1989–1990, 137–53. London: Macmillan Education UK, 1989. http://dx.doi.org/10.1007/978-1-349-11350-7_18.
Pełny tekst źródłaChung, Kyuil, Hail Park i Hyun Song Shin. "Mitigating Systemic Spillovers from Currency Hedging". W Volatile Capital Flows in Korea, 217–44. New York: Palgrave Macmillan US, 2014. http://dx.doi.org/10.1057/9781137368768_9.
Pełny tekst źródłaKallio, Markku, Matti Koivu i Rudan Wang. "Currency Hedging for a Multi-national Firm". W 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.
Pełny tekst źródłaKasikov, Kristjan. "Currency Hedging for International Bond and Equity Investors". W Handbook of Exchange Rates, 503–43. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781118445785.ch18.
Pełny tekst źródłaMagee, Shane. "Foreign Currency Hedging and Firm Value: A Dynamic Panel Approach". W Advances in Financial Risk Management, 57–80. London: Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9781137025098_3.
Pełny tekst źródłaLeippold, Markus, i Felix Monger. "International Stock Portfolios and Optimal Currency Hedging with Regime Switching". W Asset Allocation and International Investments, 16–41. London: Palgrave Macmillan UK, 2007. http://dx.doi.org/10.1057/9780230626515_2.
Pełny tekst źródłaCastellano, Rosella, i Francesca Di Ottavio. "GARCH Models as Diffusion Approximation: A Simulation Approach for Currency Hedging Using Options". W 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.
Pełny tekst źródłaDu, Jiangze, Jying-Nan Wang, Kin Keung Lai i Chao Wang. "Hedging currency risk". W Chinese Currency Exchange Rates Analysis, 61–89. Routledge, 2017. http://dx.doi.org/10.4324/9781315172217-5.
Pełny tekst źródłaStreszczenia konferencji na temat "Currency hedging"
"Hedging Currency Risk in Emerging Markets". W International Conference on Arts, Economics and Management. International Centre of Economics, Humanities and Management, 2014. http://dx.doi.org/10.15242/icehm.ed0314057.
Pełny tekst źródłaSebastian, Steffen, i Halil Memis. "Currency Hedging for International Real Estate Portfolios". W 26th Annual European Real Estate Society Conference. European Real Estate Society, 2019. http://dx.doi.org/10.15396/eres2019_166.
Pełny tekst źródłaStar, Spencer. "An expert system for foreign currency hedging (abstract only)". W the 1985 ACM thirteenth annual conference. New York, New York, USA: ACM Press, 1985. http://dx.doi.org/10.1145/320599.322471.
Pełny tekst źródłaXiao-xin, Chen, i Chen Wei-zhong. "Performance of Currency Hedging across Major Stock Markets under Different Constraints". W 2007 International Conference on Management Science and Engineering. IEEE, 2007. http://dx.doi.org/10.1109/icmse.2007.4422079.
Pełny tekst źródłaRodionova, K. A., i E. V. Murashova. "THE EFFECTIVE RISK MANAGEMENT OF THE COMPANY'S EXPORT ACTIVITY". W 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.
Pełny tekst źródłaBhatia, Anil, i Sanjay P. Bhat. "Optimal Static Hedging of Uncertain Future Foreign Currency Cash Flows Using FX Forwards". W 2016 International Conference on Industrial Engineering, Management Science and Application (ICIMSA). IEEE, 2016. http://dx.doi.org/10.1109/icimsa.2016.7504022.
Pełny tekst źródłaHuang, Xin, i Duan Li. "A Two-level Reinforcement Learning Algorithm for Ambiguous Mean-variance Portfolio Selection Problem". W 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.
Pełny tekst źródłaRaporty organizacyjne na temat "Currency hedging"
Campbell, John, Karine Serfaty-de Medeiros i Luis Viceira. Global Currency Hedging. Cambridge, MA: National Bureau of Economic Research, maj 2007. http://dx.doi.org/10.3386/w13088.
Pełny tekst źródłaWei, Shang-Jin. Currency Hedging and Goods Trade. Cambridge, MA: National Bureau of Economic Research, wrzesień 1998. http://dx.doi.org/10.3386/w6742.
Pełny tekst źródłaFroot, Kenneth. Currency Hedging over Long Horizons. Cambridge, MA: National Bureau of Economic Research, maj 1993. http://dx.doi.org/10.3386/w4355.
Pełny tekst źródłaAlfaro, Laura, Mauricio Calani i Liliana Varela. Currency Hedging: Managing Cash Flow Exposure. Cambridge, MA: National Bureau of Economic Research, czerwiec 2021. http://dx.doi.org/10.3386/w28910.
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