Exchange rate risk in investments denominated in foreign exchange in the period of the financial and economic crisis

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F11%3A00177073" target="_blank" >RIV/62156489:43110/11:00177073 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Exchange rate risk in investments denominated in foreign exchange in the period of the financial and economic crisis
Original language description
The article discusses the evaluation of the influence of the EUR/USD exchange rate on the yield-rate of dollar share investments from the viewpoint of the Euro investor in varying investment periods with emphasis on the period of the financial and subsequent economic crisis targeted mainly at the period 2008 - 2010. The outputs of the paper are realized for the following investment periods: one-year, three-year, five-year, seven-year, ten-year and fifteen-year. The supplementary investment period is thetwenty-year period, which due to the small number of observations is characterised by low informative value. The share investments denominated in USD are represented by investments in the S&P 500 Total Net Return that also considers reinvestment in theperiod 1988 - 2010. The basic methodical tool of the paper is quantification of the factors that influence the yield-rate of the foreign currency investments in the reference currency of the investor. Quantification mainly attaches to the
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
AH - Economics
OECD FORD branch
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Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis
ISSN
1211-8516
e-ISSN
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Volume of the periodical
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Issue of the periodical within the volume
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Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
15
Pages from-to
1-15
UT code for WoS article
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EID of the result in the Scopus database
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