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Exposures and Exposure Hedging inExchange Rate Risk Management
Schäfer, Klaus; Pohn-Weidinger, Johannes - Universität <Bayreuth> / Lehrstuhl für …; … - 2005
exchangerate risk management. First it is the aim of this paper to systemize the possibilities of determiningexchange rate risk as … well as objectives of exchange rate risk management. In the secondpart of the paper a model to determine the optimal hedge …
Persistent link: https://www.econbiz.de/10005858573
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Internationale Diversifikation von Aktien- und Anleihenportfolios aus der Perspektive deutscher Investoren
Maurer, Raimond; Mertz, Alexander - 1999
Vorliegendes Arbeitspapier beschäftigt sich mit der Vorteilhaftigkeit der internationalen Diversifikation von Wertpapierportfolios aus der Sicht deutscher Investoren.
Persistent link: https://www.econbiz.de/10005842387
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Optimal International Diversification: Theory and Practice from a Swiss Investor's Perspective
Hamelink, Foort - 2000
This paper reviews some recent developments in the area of optimal international portfolio diversification and investigates important issues for future research.
Persistent link: https://www.econbiz.de/10005843227
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On crisis models: An alternative crisis definition
Eliasson, Ann-Charlotte; Kreuter, Christof J. - 2001
In this paper we question the consensus of using a binary crisisdefinition for empirical crisis models. We believe that the most severeshortcomings of the crisis models today are in the crisis definition rather than the explanatory variables ...
Persistent link: https://www.econbiz.de/10005843732
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International Equity Portfolios and Currency Hedging: the Viewpoint of Hungarian and German Investors
Bugar, Gyöngyi; Maurer, Raimond - International Actuarial Association / Actuarial Studies … - 2002
In this paper we study the benefits derived from international diversification of equity portfolios from the German and the Hungarian points of view...
Persistent link: https://www.econbiz.de/10005847078
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Market and Currency Risk Premia during Financialand Political Crises : An Asset Pricing Perspective
Loebb, Joachim - Institut für Schweizerisches Bankwesen <Zürich>; … - 2004
This empirical study analyzes market and currency risk premia during financial and political crises within the … Germany. Market risk is measured against the world market and currency risk against the deposits in Swiss franc, British pound … significant time-varying market and currency risk premia. The market prices of risk and risk premia are both statistically and …
Persistent link: https://www.econbiz.de/10005858143
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Strategien zur Absicherung von Währungsrisiken am Beispiel eines international tätigen Unternehmens
Arnsfeld, Torsten; Thuy, Duong-Le; Willen, Helmut - Fachhochschule <Osnabrück> / Fakultät Wirtschafts- … - 2008
International tätige deutsche Unternehmen, deren Geschäftsbeziehungen über die Eurozone hinausgehen, werden zunehmend mit der Problematik von Währungsrisi-ken konfrontiert. Infolge der Internationalisierung der Weltwirtschaft sowie der zu-nehmenden Wechselkursschwankungen ist eine stringente...
Persistent link: https://www.econbiz.de/10009302667
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Ein Analyseraster zur Bestimmung langfristigerWechselkursrisiken von Unternehmen - dargestellt am Beispiel der US-Dollar-Abwertung
Bleuel, Hans-H. - Fachhochschule <Düsseldorf> / Fachbereich Wirtschaft - 2008
exposure is discussed, as this is therelevant foreign exchange risk in the long-term.A related issue in corporate risk …
Persistent link: https://www.econbiz.de/10005864076
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Financial exchange rates and international currency exposures
Lane, Philip R.; Shambaugh, Jay C. - Deutsche Bundesbank <Frankfurt, Main> / … - 2008
Our goal in this project is to gain a better empirical understanding of the internationalfinancial implications of currency movements. To this end, we construct a databaseof international currency exposures for a large panel of countries over 1990-2004.We show that trade-weighted exchange rate...
Persistent link: https://www.econbiz.de/10005866166
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The DAX and the Dollar : The Economic Exchange Rate Exposure of German Corporations
Glaum, Martin; Brunner, Marko; Himmel, Holger - 2002
This paper examines the economic exposure of German corporations to changes in the DM/US-dollar exchange-rate. Our work contributes to the existing body of literature in the following ways. Firstly, we point out conceptual problems of previous attempts to estimate economic exposure. Secondly, we...
Persistent link: https://www.econbiz.de/10005841406