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Found 1 essay matching the above criteria.

1. 1. Does the explanatory power of the monetary prediction models change during times of financial crisis? A study of the Swedish krona.

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Karl-Johan Gaverus; [2011]
   Keywords : FOREX Swedish Krona Crisis; Business and Economics;

   Abstract : This study compares how the Swedish krona, valued in four different currencies, changes during times of financial crisis with non-crisis periods. Then out-of-sample predictions are made based on the flexible-price model. The predictions are made for the one period time horizon using the most recent information available at that time. READ MORE