Essays about: "Exchange rate returns"

Showing result 1 - 5 of 61 essays containing the words Exchange rate returns.

  1. 1. The impact of macroeconomic factorson the propensity of risk : How macroeconomic factors influence the level of risk in different stock market

    University essay from Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

    Author : Mohammed Mohammed; Mattias Zheng; [2023]
    Keywords : Propensity Risk; Stock Market; Inflation; Exchange rate and IPP;

    Abstract : Background: Asset prices, investment choices, and market mood can all be greatly impacted by macroeconomic factors and risk perception. Therefore, for investors, portfolio managers, policymakers, and regulators looking to negotiate the complexity of financial markets, knowing how macroeconomic factors affect risk is crucial. READ MORE

  3. 2. Forecasting gold returns using principal component analysis from a large number of predictors

    University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

    Author : Fredrik Allgén; [2023]
    Keywords : Forecasting; PCA; Gold; ARMA; Business and Economics;

    Abstract : Gold is known in the financial world to be an important asset in unstable periods, especially as a hedge against inflation. If the gold price can be forecasted, it will be possible to strategically invest in gold rather than acquire it as a last-minute hedge against economic downturns. READ MORE

  4. 3. Forecasting gold returns using principal component analysis from a large number of predictors

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Fredrik Allgén; [2022]
    Keywords : Forecasting; Gold; Principal Component Analysis; ARMA; Business and Economics;

    Abstract : Gold is known in the financial world to be an important asset in unstable periods, especially as a hedge against inflation. If the gold price can be forecasted, it will be possible to strategically invest in gold rather than acquire it as a last-minute hedge against economic downturns. READ MORE

  5. 4. The Effects of Macroeconomic Factors on the Shares of Automotive Manufacturers in the USA, Asia, and Europe in the Short and Long Run

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Filip Dyankov; [2022]
    Keywords : macroeconomic factors; stock returns; VAR; ARDL; Business and Economics;

    Abstract : This study aims to broaden the remits of the relatively scant hitherto literature focused on the impact of the changes in macroeconomic indicators on automotive stock returns. Since a considerable fraction of previous empirical research covered multiple industries, historical results may not be directly transferable for the purposes of the analysis of the automotive industry. READ MORE

  6. 5. The Sensitivity of Banks' Stock Returns to the interest rate risk and exchange rate risk: A Case Study of Germany and South Africa

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Priscilla Yayra Kpoti-Mayor; Rutendo Yvonne Musimwa; [2022]
    Keywords : Bank s Stock Returns Interest rate Exchange Rate Germany South Africa; Business and Economics;

    Abstract : The purpose of this paper is to interrogate the single and joint effect interest and exchange rate movements have on banks’ stock returns. This study also aims to compare the volatility of the banks’ stock returns for countries in different markets using both the short and long-term interest rate and the respective exchange rates. READ MORE