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Keywords: UK insurance companies
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Journal Articles
Modelling foreign exchange rate transaction exposure of UK insurance companies: A cash flow-based methodology
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Journal of Economic and Administrative Sciences (2016) 32 (2): 120–136.
Published: 21 November 2016
...Islam Amer Purpose The purpose of this paper is to study the sensitivity of foreign exchange exposure through the cash flow estimation method using a sample of 59 UK insurance companies. This approach allows a decomposition of exposures into short- and long-term components. By revealing the nature...
