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Analiza Postojanja I Stepena Asimetrije U Nivou Izloženosti Valutnom Riziku Kompanija Iz Različitih Delova Sveta (Analysis Of The Existence And Asymmetry In The Level Of Foreign Exchange Exposure In The Comapnies All Over The World)

Author

Listed:
  • Nermina Pobrić

Abstract

U ovom radu predmet razmatranja su empirijski dokazi postojanja i stepena asimetrije u nivou izloženosti valutnom riziku kompanija iz različitih delova sveta. Autor u radu navodi relevantna teorijska saznanja u vezi sa najčešće korišćenim modelima za merenje izloženosti kompanije valutnom riziku i utvrđivanje da li stopa prinosa na akcije kompanije različito reaguje na apresijaciju i na depresijaciju valute i prezentuje rezultate različitih empirijskih istraživanja postojanja i stepena asimetrije u nivou izloženosti valutnom riziku kompanija iz različitih delova sveta. Na osnovu rezultata brojnih istraživanja, evidentno je da su, generalno, kompanije iz zemalja sa nastajućim tržištem izloženije valutnom riziku nego kompanije iz razvijenih zemalja. U empirijskim studijama postoji, takođe, sve više dokaza da izloženost kompanije valutnom riziku može da bude asimetrična.

Suggested Citation

  • Nermina Pobrić, 2018. "Analiza Postojanja I Stepena Asimetrije U Nivou Izloženosti Valutnom Riziku Kompanija Iz Različitih Delova Sveta (Analysis Of The Existence And Asymmetry In The Level Of Foreign Exchange Exposure In T," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 31, pages 21-40, December.
    • Handle: RePEc:beo:ekidpr:y:2018:i:31:p:21-40
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    More about this item

    Keywords

    devizni kursevi; izloženost valutnom riziku; asimetrična izloženost valutnom riziku; Adler-ov i Dumas-ov model; Jorion-ov model;
    All these keywords.

    JEL classification:

    • F23 - International Economics - - International Factor Movements and International Business - - - Multinational Firms; International Business
    • F31 - International Economics - - International Finance - - - Foreign Exchange
    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill

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