Essays about: "Philip Thorsell"

Found 2 essays containing the words Philip Thorsell.

  1. 1. Forecasting monthly LME Copper returns

    University essay from Göteborgs universitet/Graduate School

    Author : Nils Lervik; Philip Thorsell; [2022-06-29]
    Keywords : ;

    Abstract : We evaluate if monthly LOCADY returns on the London Metal Exchange can be accurately predicted one, two and three months ahead. In total ten models are constructed using time-varying parameters and bandwidth optimization. READ MORE

  3. 2. The Carry Trade: From 1990 to 2020

    University essay from

    Author : Adam Bergin; Philip Thorsell; [2020-06-30]
    Keywords : Carry Trade; UIP; CIP; FX-Markets; Premium Puzzle; American Carry trade; Chief dealer back trade;

    Abstract : This thesis examines the carry trade movements from 1990 to 2020. The purpose is to evaluate how an actively managed carry trade has behaved during different market conditions. READ MORE