Essays about: "Foreign Exchange Rates"

Showing result 16 - 20 of 59 essays containing the words Foreign Exchange Rates.

  1. 16. Algorithmic Trading and Prediction of Foreign Exchange Rates Based on the Option Expiration Effect

    University essay from KTH/Matematisk statistik

    Author : Sina Mozayyan Esfahani; [2019]
    Keywords : Option expiration effect; option relevance coefficient; algorithmic trading; time series analysis; GARCH-X.; Effekten av optioners förfall; optionsrelevanskoefficient; algoritmisk handel; tidsserieanalys; GARCH-X.;

    Abstract : The equity option expiration effect is a well observed phenomenon and is explained by delta hedge rebalancing and pinning risk, which makes the strike price of an option work as a magnet for the underlying price. The FX option expiration effect has not previously been explored to the same extent. READ MORE

  3. 17. Pivot Point Trading in the Foreign Exchange Market - A Test for Market Efficiency

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Ola Johnsson; David Frykmer; [2019]
    Keywords : Pivot points; technical analysis; foreign exchange market; Business and Economics;

    Abstract : The foreign exchange (FX) market is today the world’s broadest, most active, financial market. One of many technical analysis techniques amongst professional FX traders, trying to narrow down the best entry and exit points in this market, is to utilize pivot points. READ MORE

  4. 18. The euro effect – the impact of EU bilateral real exchange rates on German net FDI : evidence from Germany and seven EU-countries

    University essay from Högskolan i Jönköping/IHH, Nationalekonomi

    Author : Aenne Ohainski; [2019]
    Keywords : net FDI; real exchange rate; euro; horizontal FDI; vertical FDI; market-oriented firm; cost-oriented firm; euro-effect; Germany; European Union;

    Abstract : In literature it has been stated that in times of low capital barriers policies can impact real exchange rates (RERs) and, it has been shown that RERs influence foreign direct investment (FDI). As inward FDI is a growth stimulating factor for the German economy and as more than a third of inward FDI stems from countries in the European Union (EU), this study investigates the RER-FDI link between Germany and seven EU countries. READ MORE

  5. 19. The impact of Sweden ́s Negative Repo Rate on FDI : A quantitative analysis of how Sweden’s monetary policy has affected foreign direct investments

    University essay from Högskolan i Jönköping/Internationella Handelshögskolan

    Author : Sanna Olsson; Gustaf Jungnelius; [2019]
    Keywords : Monetary Policy; Interest Rates; Repo Rate; Negative Interest Rate Policy; NIRP; Foreign Direct Investment; FDI;

    Abstract : Sweden’s central bank implemented a negative interest rate policy (NIRP) in 2015, one year after adopting a zero-interest rate policy. Due to the monetary policy’s untested framework,experts are divided on the effectiveness of such a policy as well as its fortitude when faced with an economic recession. READ MORE

  6. 20. The relationship between foreign direct investments and exchange rates - A quantitative analysis of how the exchange rate is affecting the FDI inflows in South Korea and China

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Viktor Lindström; Erik Sten; [2018-06-26]
    Keywords : Foreign direct investments referred to as FDI ; real effective exchange rate; volatility; real interest rate; appreciation; depreciation;

    Abstract : This study investigates the effect of exchange rate movements on foreign direct investment (FDI) inflows. According to previous studies, it seems to be a significant correlation between exchange rate movements and the FDI inflows. However, the result differs depending on different factors and motives. READ MORE