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

Kód výsledku v 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>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

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

Popis výsledku v původním jazyce

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

Název v anglickém jazyce

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

Popis výsledku anglicky

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

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

AH - Ekonomie

OECD FORD obor

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Projekt

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Návaznosti

Z - Vyzkumny zamer (s odkazem do CEZ)

Rok uplatnění

2011

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis

ISSN

1211-8516

e-ISSN

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Svazek periodika

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Číslo periodika v rámci svazku

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Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

15

Strana od-do

1-15

Kód UT WoS článku

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EID výsledku v databázi Scopus

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