Jayasinghe prabhath (9 resultados)

- Tapa blanda
Librería: Books Puddle, New York, Estados Unidos de AmericaBooks Puddle
Contactar con el vendedorVendedor de 4 estrellasCondición: Nuevo
EUR 77,27
Envío por EUR 3,42Se envía dentro de Estados Unidos de AmericaCantidad disponible: 4 disponibles
Condición: New.

- Tapa blanda
Librería: Majestic Books, Hounslow, Reino UnidoMajestic Books
Contactar con el vendedorVendedor de 4 estrellasCondición: Nuevo
EUR 76,57
Envío por EUR 7,50Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 4 disponibles
Condición: New.

- Tapa blanda
Librería: Biblios, frankfurt am main, AlemaniaBiblios
Contactar con el vendedorVendedor de 4 estrellasCondición: Nuevo
EUR 78,29
Envío por EUR 9,95Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 4 disponibles
Condición: New.

- Tapa blanda
Librería: Revaluation Books, Exeter, Reino UnidoRevaluation Books
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 99,62
Envío por EUR 11,54Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Paperback. Condición: Brand New. 92 pages. 8.66x5.91x0.21 inches. In Stock.

- Tapa blanda
Librería: preigu, Osnabrück, Alemaniapreigu
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 43,30
Envío por EUR 70,00Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 5 disponibles
Taschenbuch. Condición: Neu. Time-Varying Exchange Rate Exposure | Evidence from Country-Level Stock Returns | Prabhath Jayasinghe | Taschenbuch | 92 S. | Englisch | 2011 | LAP LAMBERT Academic Publishing | EAN 9783846556405 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]b…od[dot]de | Anbieter: preigu.

- Tapa blanda
- Impresión bajo demanda
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, AlemaniaBuchWeltWeit Ludwig Meier e.K.
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 49,00
Envío por EUR 23,00Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 2 disponibles
Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This study inquires into the time-varying behaviour of exchange rate exposure. Time-varying exchange rate exposure coefficients (betas) are viewed within the framework of a conditional International Capital Asset Pricing Model (ICAP…M). Using the time-varying second moments of the relevant variables obtained from a trivatriate GARCH-M model, exchange rate exposure coefficients have been derived with explicit focus on the non-orthogonality between exchange rate changes and market returns. The exposure coefficients associated with bilateral exchange rates between the US dollar and currencies in eight countries are investigated. The analysis of the stochastic structure underlying the time-varying exposure coefficients reveal that they are mean-reverting and could follow a long-memory process. The presence of mean-reverting exchange rate exposure coefficients has important implications for investment and hedging strategies. Time-varying exposure betas are also used in two applications, results of which reveal that they could be a useful source of information in investment and hedging strategies. 92 pp. Englisch.

- Tapa blanda
- Impresión bajo demanda
Librería: moluna, Greven, Alemaniamoluna
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 41,05
Envío por EUR 48,99Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Jayasinghe PrabhathDr. Prabhath Jayasinghe is a Senior Lecturer at the Department of Business Economics in the Faculty of Management & Finance, University of Colombo. He earned his PhD from National Uni…versity of Singapore and MPhil .

- Tapa blanda
- Impresión bajo demanda
Librería: buchversandmimpf2000, Emtmannsberg, Alemaniabuchversandmimpf2000
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 49,00
Envío por EUR 60,00Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This study inquires into the time-varying behaviour of exchange rate exposure. Time-varying exchange rate exposure coefficients (betas) are viewed within the framework of a conditional International Capital Asset Pricing Model (ICAPM).…Using the time-varying second moments of the relevant variables obtained from a trivatriate GARCH-M model, exchange rate exposure coefficients have been derived with explicit focus on the non-orthogonality between exchange rate changes and market returns. The exposure coefficients associated with bilateral exchange rates between the US dollar and currencies in eight countries are investigated. The analysis of the stochastic structure underlying the time-varying exposure coefficients reveal that they are mean-reverting and could follow a long-memory process. The presence of mean-reverting exchange rate exposure coefficients has important implications for investment and hedging strategies. Time-varying exposure betas are also used in two applications, results of which reveal that they could be a useful source of information in investment and hedging strategies.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 92 pp. Englisch.

- Tapa blanda
- Impresión bajo demanda
Librería: AHA-BUCH GmbH, Einbeck, AlemaniaAHA-BUCH GmbH
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 49,00
Envío por EUR 60,78Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This study inquires into the time-varying behaviour of exchange rate exposure. Time-varying exchange rate exposure coefficients (betas) are viewed within the framework of a conditional International Capital Asset Pricing Model (ICAPM). U…sing the time-varying second moments of the relevant variables obtained from a trivatriate GARCH-M model, exchange rate exposure coefficients have been derived with explicit focus on the non-orthogonality between exchange rate changes and market returns. The exposure coefficients associated with bilateral exchange rates between the US dollar and currencies in eight countries are investigated. The analysis of the stochastic structure underlying the time-varying exposure coefficients reveal that they are mean-reverting and could follow a long-memory process. The presence of mean-reverting exchange rate exposure coefficients has important implications for investment and hedging strategies. Time-varying exposure betas are also used in two applications, results of which reveal that they could be a useful source of information in investment and hedging strategies.