نتایج جستجو برای: keywords foreign exchange exposure
تعداد نتایج: 2475629 فیلتر نتایج به سال:
We quantify the causal link between exchange rate movements and sovereign risk of 16 major emerging market economies (EMEs) by means structural vector autoregressive models (SVARs) conditional on data from 10/2004 through 12/2016. apply a novel data-based identification approach shocks that allows to account for complex interrelations within triad rates, risks interest rates. The direction size...
Foreign exchange market is one of the most complex dynamic market with high volatility, non linear and irregularity. As the globalization spread to the world, exchange rates forecasting become more important and complicated. Many external factors influence its volatility. To forecast the exchange rates, those external variables can be used and usually chosen based on the correlation to the pred...
We estimate the exposure of emerging-market companies to fluctuations in their domestic exchange rates. We use an instrumental-variable approach that identifies the total exposure of a company to exchange-rate movements, yet abstracts from the influence of confounding macroeconomic shocks. We find the impact of depreciations on emerging-market stock returns is overwhelmingly negative. Since we ...
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