Essays about: "Exchange rate volatility"

Showing result 11 - 15 of 80 essays containing the words Exchange rate volatility.

  1. 11. What causes fluctuations in the exchange rate? A quantitative study on the underlying variables that affects the Swedish Krona and Euro exchange rate

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Oskar Fagerholm; Arien Haghshenas; [2020-02-18]
    Keywords : ;

    Abstract : This paper focuses on analysing the SEK/EURO exchange rate and focuses on testing if 5 specific variables chosen based on previous research affect the SEK/EURO rate. The study uses monthly data from January 2000 to September 2019, the five variables tested are Interest Rate differentials, Inflation Rate differentials, Yield Curve differentials, Implied Volatility Index and the difference in Economic Sentiment. READ MORE

  3. 12. Do changes in macroeconomic variables affect stock market volatility? : -A GARCH-S approach in examining the volatility of the Swedish stock market

    University essay from Umeå universitet/Nationalekonomi

    Author : Emelie Wallin; [2020]
    Keywords : ;

    Abstract : The behaviour of stock markets is characterized by volatility, that is the rate at which stock prices moves up and down within a short period of time. The importance of understanding the nature of volatility is that excessive volatility may prevent the smooth functioning of financial markets and adversely affect the performance of the economy. READ MORE

  4. 13. Public Policy Drivers of Fintech

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Alexandre Giacomoni Viana Pereira; [2020]
    Keywords : fintech; public policy; regulation; monetary policy; sandbox;

    Abstract : Fintech startups utilize technology to deliver improved financial services to users. Innovative business models created by them are increasingly important, because innovations have potential to reinvent the financial industry, but they also might bring additional risks. READ MORE

  5. 14. Predicting Exchange Rate Value-at-Risk and Expected Shortfall: A Neural Network Approach

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Anna Bijelic; Tilila Ouijjane; [2019]
    Keywords : Value-at-Risk; Expected Shortfall; Recurrent Neural Networks; GRU; GARCH 1; 1 ; Exchange Rate Volatility; Intra-day Data; Business and Economics;

    Abstract : On the basis of the recommendation of the Basel Committee on Banking Supervision to transition from Value-at-Risk (VaR) to Expected Shortfall (ES) in determining market risk capital, this paper attempts to investigate whether a Recurrent Neural Network provides more accurate VaR and ES predictions of the EUR/USD exchange rate compared to the conventional GARCH(1,1) model. A number of previous studies has confirmed the forecasting ability of a plain vanilla Feedforward Neural Network over traditional statistical models. READ MORE

  6. 15. The Euro's Effect on Foreign Direct Investment : An econometric study of the euro’s effect on inward foreign direct investment

    University essay from Linköpings universitet/Nationalekonomi

    Author : Oskar Bergström Koustas; Lucas Burns; [2019]
    Keywords : Foreign Direct Investment; Direct Investment; Euro; Euro s Effect;

    Abstract : The aim of this thesis is to analyse if the euro has had any significant effect on the inflow of foreign direct investments. Our purpose is answered by developing an econometric model with inflow of foreign direct investments as the dependent variable. READ MORE