Essays about: "FX spots"
Found 2 essays containing the words FX spots.
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1. Fractional Cointegration and Price Discovery in FX Markets
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : I employ bivariate fractionally cointegrated vector autoregressive models to analyze price discovery on the EUR/GBP market. Using daily spot rates between 2010 and 2022 along with corresponding one-month and three-month forward rates, I extract parameter estimates for pairwise long-run relationships, each pair containing a spot and a forward. READ MORE
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2. Modeling the yield curve in conjunction with the FX spots
University essay from Umeå universitet/Institutionen för fysikAbstract : Interest rates and foreign exchange spots are widely used within financial products. It is important to understand the risk arising from products that depend on interest rates and/or foreign exchange spots. READ MORE