Essays about: "exchange rate eur usd"

Showing result 1 - 5 of 23 essays containing the words exchange rate eur usd.

1. 1. Narratives in Central Banking - A Case Study on Federal Reserve Communication

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Love Leijonklo; Felix Wilke; [2023]
   Keywords : federal reserve; central bank; communication; sentiment; latent dirichlet allocation;

   Abstract : This paper investigates how Federal Reserve communication affects financial markets. This is done by constructing a sentiment index based on meeting minutes released by the Federal Open Market Committee. READ MORE

3. 2. Predicting Forex Rates using Sentiment Analysis on Financial Articles

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Arvid Gramer; Simon Danielsson; [2023]
   Keywords : Forex; efficient market hypothesis; sentiment analysis; transformer; long-short term memory; Business and Economics;

   Abstract : We develop a deep learning model that uses financial news articles and historical exchange rates to predict the rate for the Euro/US Dollar currency pair one hour ahead. From the articles’ titles and bodies we extract sentiment scores using two different transformer based classifiers – one for short text and one for long text. READ MORE

4. 3. Explaining the dynamics of exchange rate volatility

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Jacob Tjerneld; Hampus Lööw; [2022]
   Keywords : Exchange Rates; Volatility; GARCH; Heteroskedasticity; Time Series Analysis.; Business and Economics;

   Abstract : This research examines the volatility of the Swedish krona in regards to the Euro and US-dollar exchange rate, using both daily and monthly data ranging from the beginning of 2000 until 2022. Using this time span allows us to update previous literature on exchange rate volatility, and also incorporates recent economic events such as the great financial crisis of 2008, the 2020 covid-pandemic and the geopolitical uncertainty in Europe following Russia's invasion of Ukraine. READ MORE

5. 4. Modeling the yield curve in conjunction with the FX spots

   University essay from Umeå universitet/Institutionen för fysik

   Author : Philip Lundqvist; [2022]
   Keywords : Yield Curve; FX spots; Bootstrap; Hull-White; Simulation; Calibration;

   Abstract : Interest rates and foreign exchange spots are widely used within financial products. It is important to understand the risk arising from products that depend on interest rates and/or foreign exchange spots. READ MORE

6. 5. Forecasting of ExchangeRate: Autoregressive modelsvs. XGBoost

   University essay from Jönköping University/IHH, Nationalekonomi

   Author : Moaz Alhomsi; Hinda Ahmed; [2020]
   Keywords : ;

   Abstract :  In international economics and trading, the exchange rate is important. Forecasting theexchange rate helps in minimizing risks and maximizing profits. The study attempts to test threemodels to forecast EUR/USD exchange rate. READ MORE