Essays about: "Exchange Rate Volatility"

Showing result 1 - 5 of 80 essays containing the words Exchange Rate Volatility.

  1. 1. Has Sweden “Struck Oil”? Exchange Rate Implications of Large Natural Resource Discoveries

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Emil Dahlbom; Johan Helmstad; [2023-06-29]
    Keywords : Natural Reources; Exchange Rate; Exchange Rate Volatility; Minerals; Oil; Gas; Resource Curse; Dutch Disease; Macroeconomics; Sweden;

    Abstract : With the global shift towards renewable energy and sustainable development, what are considered important natural resources and the value thereof, is undergoing a change, particularly as new technologies develop. The effects of natural resources on macroeconomic factors have been debated for centuries, and while some countries have sustainably managed their natural resources, empirical evidence shows that positive effects should not be taken for granted. READ MORE

  3. 2. Exchange Rate and Equity Market Dependence under Shifts in Volatility Expectations

    University essay from Lunds universitet/Matematisk statistik

    Author : Vilhelm Samuelsson; [2023]
    Keywords : Exchange rates; Equity markets; Volatility; ARMA-GARCH; Copula; Exchange rate determination; Safe-haven; Portfolio rebalancing; Return chasing; Mathematics and Statistics;

    Abstract : Exchange rate movements have important implications for both policy makers and investors, as they can have large effects on the real economy and the return on investments. Lately, their relation to capital flows have attracted growing interest due to the failure of macroeconomic fundamentals to explain them. READ MORE

  4. 3. Exchange Rate Regimes and Trade in the Western Balkans

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Clara Falkenek; [2023]
    Keywords : Exchange Rate Regimes; Euro; Western Balkans; Gravity Model; Trade; Business and Economics;

    Abstract : The choice of exchange rate regime is believed to affect countries’ trade levels. Currency unions and currency pegs reduce exchange rate volatility and create greater price transparency in foreign trade compared to a flexible exchange rate regime. READ MORE

  5. 4. Understanding the Norwegian Petroleum Industry: How does Oil explain Norwegian Public Expenditure and Social Spending? How vulnerable is it to shocks?

    University essay from Lunds universitet/Ekonomisk-historiska institutionen

    Author : Ignacio Ruesta Boceta; [2023]
    Keywords : Norway; Social Public Spending; Oil Exports; VEC; Impulse Response; External vulnerabilities; Business and Economics;

    Abstract : There are few people who deny that Norway's social welfare was achieved after Oil Discoveries. But there is concern about the sustainability of the Norwegian economy regarding the volatility of the Oil market. READ MORE

  6. 5. 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