Essays about: "Exchange rates, and stock market"

Showing result 1 - 5 of 29 essays containing the words Exchange rates, and stock market.

  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. On the Heterogeneous and Time-Varying Relationship Between Stock Returns and Exchange Rates: Using a Panel Smooth Transition Regression Model

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Basak Edizgil; [2022]
    Keywords : Stock Returns; Exchange Rates; Panel Smooth Transition Regression Model; Non-linear; Pedroni Panel Cointegration;

    Abstract : This paper investigates the heterogeneous and time-varying relationship between stock returns and exchange rates for a panel of 19 countries using a panel smooth transition regression model and evaluates the role of the current account balance. Panel unit root tests indicate that stock market price indices and real effective exchange rates are non-stationary. READ MORE

  4. 3. Google Searches and Stock Volatility - Evidence from the Danish market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Oliver Albin Wiegaard Nyström; [2021]
    Keywords : Stock volatility; Google SVI; Business and Economics;

    Abstract : In this thesis, we investigate the effect of online search activity approximated by Google searches on the volatility of the largest, most actively traded stocks listed on the Danish stock exchange. The interest in this relationship stems from an increasing number of retail investors entering the market in recent years. READ MORE

  5. 4. The relationship between crude oil prices and stock markets in Sweden and Norway

    University essay from Umeå universitet/Företagsekonomi

    Author : Petter Hälldahl; Mohammad Refaet Rahman; [2020]
    Keywords : oil price; stock market; exchange rate; financial markets;

    Abstract : In this study, the authors examined the relationship between crude oil price and the Swedish and Norwegian stock markets. Using linear regression models the authors found that the Swedish stock market and Norwegian stock market both have a positive relation with crude oil price. READ MORE

  6. 5. The developed market currency tango: Carry trade and hedging during 2014 – 2019. VECM and DCC approach

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Sekou Soumaoro; [2019]
    Keywords : Carry trade; hedging; currency market; GARCH DCC; VECM; Business and Economics;

    Abstract : In this study carry trade activity in AUD, CAD, EUR and YEN vis the USD between 2014 – 2019 was analysed. The first approach employs a VECM, analyse evidence of carry trade recorded in the exchange rate pairs Futures, Forwards and Spot. READ MORE