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Thesis (Ph. D.)--University of California, San Diego, 2003. / Vita. Includes bibliographical references (leaves 292-310).

Thesis (M.B.A.)--University of Hong Kong, 1992.

No description available.

Lam, Lai Fong. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2007. / Includes bibliographical references (p. 47-50). / Abstracts in English and Chinese. / ABSTRACT --- p.ii / ACKNOWLEDGEMENTS --- p.iv / LIST OF TABLES --- p.vi / LIST OF FIGURES --- p.vi / CHAPTER / Chapter I --- INTRODUCTION --- p.1 / Chapter II --- LITERATURE REVIEW --- p.6 / Chapter III --- THE EXCHANGE RATE REGIMES OF THE FOUR NIES --- p.10 / Review of the Exchange Rate Regimes of the Four NIEs / Frankel-Wei Regression / Chapter IV --- METHODOLOGY --- p.19 / Measurement of the Monetary Independence / Specification of Model / Chapter V --- EMPIRICAL RESULTS --- p.2? / Unit Root Test / The Endogeneity Test / Cointegration Test and Error Correction Model / Chapter VI --- CONCLUSIONS --- p.37 / APPENDICES --- p.41 / BIBLIOGRAPHY --- p.47 / TABLES --- p.51 / FIGURES --- p.59

by Chan Yeung-Ki. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1991. / Includes bibliographical references (leaves 54-55). / ABSTRACT --- p.1 / TABLE OF CONTENTS --- p.2 / Chapter I. --- BACKGROUND --- p.3 / Chapter II. --- THEORETICAL FRAMEWORK --- p.7 / Purchasing Power Parity --- p.7 / Real Exchange Rate --- p.9 / Monetary Approach --- p.12 / Explaining the model --- p.16 / Chapter III. --- APPLICATION --- p.23 / Scenario 1 --- p.39 / Scenario 2 --- p.41 / Chapter IV. --- CONCLUSION --- p.44 / EXHIBIT --- p.47 / BIBLIOGRAPHY --- p.54

This master thesis discusses the field of foreign exchange risk management and assesses efficiency of this type of risk management within FFastFill plc. The thesis contains two major parts. The first part, which contains the first and the second chapter, focuses on theoretical characteristics of foreign exchange market and sequentially defines the terms of foreign exchange exposure and foreign exchange risk. This part of thesis discusses hedging strategies and matters that are related to the selection of optimal hedging strategy. The second part of thesis contains the third and the fourth chapter. This part analyses the company from various perspectives and consequently analyses and quantifies the magnitude of company's translation and transaction exposure. The aim of this analysis is to assess company's current hedging strategy and to propose the optimal hedging strategy.

This thesis examines the empirical validity of the efficient market hypothesis, currency substitution, purchasing power parity theory, interest rate parity theory and the monetary approach to exchange rate for the foreign exchange markets of Japan, Singapore and Hong Kong. The empirical results give support to the efficient market hypothesis, mixed evidence for the existence of currency substitution, a strong indication for the long run purchasing power parity theory, support for the inclusion of expectations variable in the interest parity theory, and rejection of the monetary approach to the exchange rate.

Thesis (Ph. D.)--University of Kansas, 2002. / Includes bibliographical references (leaves 115-123).

This dissertation examines the role of the fundamental economic variables (price levels, interest rates, and income levels) in the determination of foreign exchange rates during the period 1973-1978. Purchasing power parity, the International Fisher Effect, and the relationship of exchange rates with income levels through the marginal propensity to import were integrated, as suggested by the literature, and a fairly reasonable specification of a model for exchange rate determination was measured. The results of speculation tests indicate destabilizing results for some currencies and stabilizing results for the others; the coefficient of expectation tests, however, lend support to the destabilizing hypothesis. The conclusion of the research, therefore, is that the exchange rates of the major industrial countries which are of prime importance to the international financier and investor, and to the student of international finance and trade, are primarily determined, not by the fundamental economic variables, but by speculative forces which are believed to be of a destabilizing nature.