Essays about: "Exchange rate volatility"

Showing result 16 - 20 of 80 essays containing the words Exchange rate volatility.

  1. 16. Does lower exchange rate volatility influence economic growth? : A study about the relationship between exchange rate volatility and economic growth.

    University essay from Högskolan i Jönköping/Internationella Handelshögskolan

    Author : Martin Olofsson; [2019]
    Keywords : Exchange rate volatility. Economic growth;

    Abstract : Introduction – The introduction gives background to exchange rate volatility and the negative effects on economic growth that emerges when the exchange rate volatility is high.  Exchange rate volatility can affect economic growth in different ways such as establishing trade barriers or investment uncertainty. READ MORE

  3. 17. Monetary Policy Determination: A Taylor Rule Based Approach : A study of the West African Economic and Monetary Union

    University essay from Högskolan i Jönköping/Internationella Handelshögskolan

    Author : Henric Nicklasson; Måns Ekström; [2019]
    Keywords : Taylor Rule; Monetary Policy; Discretion; Policy Rules;

    Abstract : The purpose of this paper has been to investigate the monetary policy in the West African Economic and Monetary Union (WAEMU), in terms of a Taylor rule based approach to their use of their interest rate. The evaluation of the different rules was based on both in-sample and out-of-sample forecast errors. READ MORE

  4. 18. What drives the price development of cryptocurrencies? An empirical study of the cryptocurrency market.

    University essay from

    Author : Jenny Asplund; Felicia Ivarsson; [2018-06-27]
    Keywords : Cryptocurrency; Cryptocurrencies; Bitcoin; Ethereum; Ripple; Litecoin; Panel Data; Risk-adjusted Return;

    Abstract : The novelty, the rapid growth rate and the high volatility of cryptocurrencies have led to great uncertainty without any consensus on whether cryptocurrency is a medium of exchange or a speculative investment. This uncertainty raises the question of what actually drives the price development of cryptocurrencies. READ MORE

  5. 19. 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

  6. 20. Anticipated Events’ Impact on FX Options’ Implied Volatility

    University essay from Lunds universitet/Matematisk statistik

    Author : Frej Håkansson; Björn Nilsson; [2018]
    Keywords : Volatility frown; implied volatility; jump model; anticipated event; SABR; FX Options; Mathematics and Statistics;

    Abstract : Understanding events’ impact on financial instruments are crucial for the participants in the financial markets. Here we propose an approach to model an anticipated event’s impact on the prices of FX options, represented in implied volatility. READ MORE