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  • August 2005 (Revised April 2014)
  • Teaching Note

Innocents Abroad: Currencies and International Stock Returns

By: Mihir A. Desai, Kathleen Luchs, Elizabeth A. Meyer and Mark Veblen
What do international stocks contribute to the portfolio of a U.S. investor? How do currencies interact with stock price movements in determining the benefits of international diversification? This case helps students compare the risks and returns of foreign stock... View Details
Keywords: Diversification; International CAPM; CAPM; Home Bias; Currency Risk; Exchange Rate Risk; International Stock Market Returns; Financial Services Industry; United States; Currency Exchange Rate; Stocks; Financial Markets; International Finance; Investment Return; Currency; Risk and Uncertainty; Emerging Markets; Investment Portfolio; United States; Australia; Canada; China; Germany; India; Japan; United Kingdom
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Desai, Mihir A., Kathleen Luchs, Elizabeth A. Meyer, and Mark Veblen. "Innocents Abroad: Currencies and International Stock Returns." Harvard Business School Teaching Note 206-012, August 2005. (Revised April 2014.)
  • September 1996 (Revised July 1997)
  • Case

Grupo Sidek (A)

By: Kenneth A. Froot and Alberto Moel
A large Mexican conglomerate, active in tourism, real estate, and steel, is faced with difficult macroeconomic conditions beginning with the Peso crisis of December 1994. The conglomerate had extensive dollar-indexed liabilities and was caught in a crunch when the... View Details
Keywords: Foreign Exchange; Real Estate; Debt Policy; Tourism; Steel; Business Conglomerates; Macroeconomics; Currency Exchange Rate; Crisis Management; Valuation; Mexico
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Froot, Kenneth A., and Alberto Moel. "Grupo Sidek (A)." Harvard Business School Case 297-022, September 1996. (Revised July 1997.)
  • January 1986 (Revised August 1994)
  • Case

Citicorp--1985

Citicorp seeks to raise medium- or long-term funding and is considering floating rate versus fixed rate and domestic versus Eurodollar bonds. Case focuses on advantages/disadvantages of these different markets and discusses many of the innovative Floating Rate Notes... View Details
Keywords: Capital Markets; Banks and Banking; Corporate Finance; Banking Industry
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Mason, Scott P. "Citicorp--1985." Harvard Business School Case 286-053, January 1986. (Revised August 1994.)
  • April 2015 (Revised January 2020)
  • Case

Japan's Missing Arrow?

By: Laura Alfaro and Hilary White
In late December 2014, Shinzo Abe was elected to another term as the prime minister of Japan. His re-election was largely interpreted as a vote of confidence for his economics policies, collectively referred to as "Abenomics." Comprised of three "arrows," including... View Details
Keywords: Currency; Bonds; Government Bonds; Government Debt; Public Finance; Quantitative Easing; Stimulus; Fiscal Policy; Fiscal Deficits; Debt Management; Debt Reduction; Abenomics; Exchange Rate; Exports; Reform; Economics; Macroeconomics; Policy; Government Legislation; Government and Politics; Asia; Japan
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Alfaro, Laura, and Hilary White. "Japan's Missing Arrow?" Harvard Business School Case 715-050, April 2015. (Revised January 2020.)
  • May 1991 (Revised December 1994)
  • Case

State of Connecticut Municipal Swap

By: Andre F. Perold
The state of Connecticut wants to raise $325 million of long-term fixed-rate debt. One alternative is to do this synthetically--issue long-term variable rate debt and enter into an interest rate swap. The case is a vehicle for analyzing various floating rate structures... View Details
Keywords: Borrowing and Debt; Credit Derivatives and Swaps; Interest Rates; Taxation; Management Analysis, Tools, and Techniques; Risk and Uncertainty; New England
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Perold, Andre F. "State of Connecticut Municipal Swap." Harvard Business School Case 291-024, May 1991. (Revised December 1994.)
  • August 2010 (Revised February 2012)
  • Case

Cosmeticos de Espana, S.A. (A)

By: David F. Hawkins
Management must decide which exchange rate to use to consolidate the company's Venezuelan subsidiary. View Details
Keywords: Financial Statements; Business Subsidiaries; Inflation and Deflation; Currency Exchange Rate; Beauty and Cosmetics Industry; Spain; Venezuela
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Hawkins, David F. "Cosmeticos de Espana, S.A. (A)." Harvard Business School Case 111-019, August 2010. (Revised February 2012.)
  • February 1988 (Revised November 1994)
  • Background Note

Note on Fundamental Parity Conditions

By: W. Carl Kester and Richard P. Melnick
Provides a simple framework for analyzing expected exchange rate movements. Basic parity and equilibrium conditions are presented including purchasing power parity, forward parity, interest rate parity, the domestic Fisher effect, and the international Fisher effect... View Details
Keywords: Currency Exchange Rate; Situation or Environment
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Kester, W. Carl, and Richard P. Melnick. "Note on Fundamental Parity Conditions." Harvard Business School Background Note 288-016, February 1988. (Revised November 1994.)
  • January 2011 (Revised December 2017)
  • Case

Tombstones

By: Timothy A. Luehrman and David Lane
This case consists primarily of excerpts from term sheets and prospectuses for six securities offerings made by US companies during 2009-2010, just after the financial crisis and recession of 2008-09. There are three issues of senior unsecured notes, one floating rate... View Details
Keywords: Financial Crisis; Equity; Debt Securities; Bonds; Motivation and Incentives; United States
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Luehrman, Timothy A., and David Lane. "Tombstones." Harvard Business School Case 211-063, January 2011. (Revised December 2017.)
  • March 2011 (Revised February 2012)
  • Supplement

Cosmeticos de Espana, S.A. (E)

By: David F. Hawkins
Spanish parent company must decide on the Euro/BsF exchange rate to translate its Venezuelan subsidiary's financial statements into Euros. View Details
Keywords: Financial Statements; Business Subsidiaries; Decision Choices and Conditions; Currency Exchange Rate; Beauty and Cosmetics Industry; Spain; Venezuela
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Hawkins, David F. "Cosmeticos de Espana, S.A. (E)." Harvard Business School Supplement 111-119, March 2011. (Revised February 2012.)
  • January 2013 (Revised October 2014)
  • Teaching Note

Tombstones

By: Timothy A. Luehrman
This case consists primarily of excerpts from term sheets and prospectuses for six securities offerings made by US companies during 2009-2010, just after the financial crisis and recession of 2008-09. There are three issues of senior unsecured notes, one floating rate... View Details
Keywords: Debt Securities; Financial Crisis; United States
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Luehrman, Timothy A. "Tombstones." Harvard Business School Teaching Note 213-085, January 2013. (Revised October 2014.)
  • January 2009 (Revised December 2017)
  • Case

Who Broke the Bank of England?

By: Niall Ferguson and Jonathan Schlefer
In the summer of 1992, hedge fund manager George Soros was contemplating the possibility that the European Exchange Rate Mechanism (ERM) would break down. Designed to pave the way for a full-scale European Monetary Union, the ERM was a system of fixed exchange rates... View Details
Keywords: Decision Choices and Conditions; Currency Exchange Rate; Investment; Governing Rules, Regulations, and Reforms; Financial Services Industry; European Union
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Ferguson, Niall, and Jonathan Schlefer. "Who Broke the Bank of England?" Harvard Business School Case 709-026, January 2009. (Revised December 2017.)
  • October 1989 (Revised May 1990)
  • Case

Jaguar plc--1984

By: Timothy A. Luehrman and William Schiano
A vehicle for analyzing the exposure of operating cash flows to exchange rate changes. Considers the value of Jaguar plc at the time of its privatization and share offering in 1984. Jaguar is a major exporter from the United Kingdom and the United States is therefore... View Details
Keywords: Change; Cash Flow; Currency Exchange Rate; Risk Management; Privatization; Valuation; Auto Industry; United Kingdom; United States
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Luehrman, Timothy A., and William Schiano. "Jaguar plc--1984." Harvard Business School Case 290-005, October 1989. (Revised May 1990.)
  • April 2006
  • Background Note

Understanding Corporate-Value-at-Risk through a Comprehensive and Simple Example

By: Marc L. Bertoneche and Frantz Maurer
Using a comprehensive and simple example of a firm exposed to foreign exchange risk, interest rate risk, and commodity price risk, shows how to use corporate-value-at-risk to measure and manage a firm's global exposure to risk. View Details
Keywords: Financial Markets; Interest Rates; International Finance; Globalization; Risk Management; Measurement and Metrics; Value
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Bertoneche, Marc L., and Frantz Maurer. "Understanding Corporate-Value-at-Risk through a Comprehensive and Simple Example." Harvard Business School Background Note 206-046, April 2006.
  • September 1987 (Revised November 1992)
  • Background Note

Note on Transaction and Translation Exposure

By: W. Carl Kester and Richard P. Melnick
Describes the transaction and translation exposures that companies doing business internationally face when foreign exchange rates change. Also discusses how to measure and cover both types of exposure. Covering techniques are demonstrated using examples of forward... View Details
Keywords: Currency Exchange Rate; International Finance
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Kester, W. Carl, and Richard P. Melnick. "Note on Transaction and Translation Exposure." Harvard Business School Background Note 288-017, September 1987. (Revised November 1992.)
  • March 1992 (Revised December 1992)
  • Case

Harley-Davidson, Inc.--1987

By: W. Carl Kester and Julia Morley
After an LBO and near bankruptcy in the early 1980s, Harley-Davidson makes an astonishing recovery, going public in 1986. Its listing on the New York Stock Exchange in 1987 provides the occasion of an equity analyst to publish a research report in which she must issue... View Details
Keywords: Leveraged Buyouts; Currency Exchange Rate; Reports; Crisis Management; Going Public; Research; Competition; Auto Industry; Japan; New York (city, NY)
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Kester, W. Carl, and Julia Morley. "Harley-Davidson, Inc.--1987." Harvard Business School Case 292-082, March 1992. (Revised December 1992.)
  • January 1990 (Revised March 1994)
  • Case

Royal Ahold NV

By: Richard F. Meyer
Contains a general description of a large international retailer. Focus is on the major financial risks facing the company: exchange rate risk and commodity price risk. This case is an introduction to financial risk management. It poses some of the major problem areas. View Details
Keywords: Risk Management; Currency Exchange Rate; Futures and Commodity Futures; Trade; Distribution; Financial Services Industry
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Meyer, Richard F. "Royal Ahold NV." Harvard Business School Case 190-113, January 1990. (Revised March 1994.)
  • December 1986 (Revised March 1991)
  • Supplement

Caterpillar-Komatsu in 1986

By: Christopher A. Bartlett
Provides an update to the global competitive interaction between Caterpillar and Komatsu described in companion cases Caterpillar Tractor and Komatsu Ltd. Caterpillar's response to Komatsu's growing market share is outlined, then the impact of rapidly changing... View Details
Keywords: Competition; Currency Exchange Rate; Price; Global Strategy; Policy; Market Participation; Strategy; Manufacturing Industry; Agriculture and Agribusiness Industry; Industrial Products Industry
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Bartlett, Christopher A. "Caterpillar-Komatsu in 1986." Harvard Business School Supplement 387-095, December 1986. (Revised March 1991.)
  • March 2000 (Revised April 2001)
  • Case

Menem and the Populist Tradition in Argentina

By: Rafael M. Di Tella and Eliseo Neuman
Argentina has flourished under a fixed exchange rate system, yet there are large income and employment fluctuations. The social cost of unemployment is threatening the viability of the economic model. Building a welfare state is one alternative, but this may be a... View Details
Keywords: History; Governance; Job Cuts and Outsourcing; Employment; Currency Exchange Rate; Welfare; Government Administration; Government and Politics; Argentina
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Di Tella, Rafael M., and Eliseo Neuman. "Menem and the Populist Tradition in Argentina." Harvard Business School Case 700-061, March 2000. (Revised April 2001.)
  • December 2001 (Revised February 2004)
  • Case

Argentina's Convertibility Plan

By: Rafael M. Di Tella and Ingrid Vogel
Describes the political and economic development in Argentina from 1989 to 1995, with a focus on the role of the currency board. Culminates in Argentine policy makers (Menem in particular) contemplating how to respond to the tequila crisis in the middle of 1995.... View Details
Keywords: Currency Exchange Rate; Government and Politics; Interest Rates; Balance and Stability; Developing Countries and Economies; Financial Crisis; Crisis Management; Policy; Currency; Macroeconomics; Argentina
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Di Tella, Rafael M., and Ingrid Vogel. "Argentina's Convertibility Plan." Harvard Business School Case 702-002, December 2001. (Revised February 2004.)
  • February 2004 (Revised March 2010)
  • Case

Brazil 2003: Inflation Targeting and Debt Dynamics

By: Laura Alfaro, Rafael M. Di Tella and Ingrid Vogel
In October 2002, Brazilians elected a left-wing president, Luis Inacio Lula da Silva, for the first time in that country's history. As markets faltered in response, Lula sought to reaffirm his commitment to fiscal discipline, a floating exchange rate, and inflation... View Details
Keywords: Economy; Inflation and Deflation; Money; Borrowing and Debt; Policy; Emerging Markets; Brazil
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Alfaro, Laura, Rafael M. Di Tella, and Ingrid Vogel. "Brazil 2003: Inflation Targeting and Debt Dynamics." Harvard Business School Case 704-028, February 2004. (Revised March 2010.)
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