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Explain how exchange rate fluctuations influence the return from a foreign market measured in dollar terms. Discuss the empirical proof on the effect of exchange rate doubt on the risk of foreign investment.Answer: Exchange rate fluctuations mainly give to the risk of foreign investment through its own volatility also its covariance with the local market returns. The covariance is apt to be positive in most of the cases, involving that exchange rate changes tend to add to exchange risk, in place of offset it. Exchange risk is found to be much more important in bond investments as compared to in stock investments.
Global Economy: The size of the world stock market grew steadily in the 1970s and 1980s and crossed the $12 trillion figure in 1993. The share of the US market decreased tremen
Baldwin Company is interested in buying a new corporate jet for $6 million. It will depreciate the jet fully in 5 years and then sell it for $5 million. The jet will use $60,000 in
What is in store for banking consolidation? A: Merger activity is a natural procedure by which companies make themselves more effective and better able to compete for customers
Difference between Debtcapital and Equity capital Debtcapital comprises: Long-term loans (debentures, loan stock etc.) Preference share capital May also in
Explain the pricing spill-over effect. Suppose a firm operating in a segmented capital market (such as China, for example) decides to cross-list its stock in New York or London.
Explain about the Valuing Securities Objective of any investor is to maximise expected returns from his investments, subject to various constraints, primarily risk. Return is m
Fundamental ingredients of Management of working capital Management of working capital has two fundamental ingredients: (1) an overview of working capital management as a wh
Annuity
Mr. James K. Silber, an avid international investor, just sold a share of a French company, for FF50. The share was bought for FF42 a year ago. The exchange rate is FF5.80 each U.S
The price-yield relationship of a non-callable or a non-putable bond is convex because price and yield are inversely proportional. Figure 1 shows the price-yield
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