Essays about: "Felipe Domarchi Veliz"

Found 2 essays containing the words Felipe Domarchi Veliz.

1. 1. Volatility in covered warrants - A comparison between EGARCH-forecasted volatility and implied volatility on the Swedish warrant market -

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Felipe Domarchi Veliz; Per Heinrup; [2008]
   Keywords : volatility; EGARCH; Warrants; Black and Scholes; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Abstract : "The aim of this thesis is to study the implied volatility on certain warrants on the Nordic Derivatives Exchange and compare it to an EGARCH-forecasted volatility (which throughout the thesis is used as proxy for the true volatility by the authors) in order to see if the difference follows a specific pattern." The difference between the forecasted volatility and the implied volatility fluctuates across moneyness and the lifetime of the warrant. READ MORE

3. 2. FDI and Economic Growth : A study of 7 transition economies of the CEE and the Baltic states

   University essay from Internationella Handelshögskolan

   Author : Felipe Pablo Domarchi Veliz; Daniel Lechendem Nkengapa; [2007]
   Keywords : Economic Growth; R D; FDI; TFP growth; Spillovers;

   Abstract : This thesis analyses the effect of FDI induced technology transfer and spillover on economic growth in the CEE countries and the Baltic States. We develop a framework were FDI and R&D are seen as sources of technological progress (A). READ MORE