Essays about: "Pontus Ekdahl"

Found 1 essay containing the words Pontus Ekdahl.

  1. 1. Uncovered Interest Parity and the Financial Crisis of 2007 : An econometric study of the robustness of the uncovered interest parity over different time periods, with varying economic stability.

    University essay from Högskolan i Jönköping/IHH, Nationalekonomi

    Author : Karl Rohlén; Pontus Ekdahl; [2019]
    Keywords : Uncovered interest parity; interest parity; interbank offering rates; yield to maturity; short-horizon; long-horizon;

    Abstract : The current intellectual climate regarding economics seems to be at an agreement regarding the theory of uncovered interest parity and its unreliability within real life application. The purpose of this thesis is to test how the theory holds over periods with varying economic stability, both using a short- and long-horizon test in order to establish the usefulness of uncovered interest parity as a predictor for exchange rate movements. READ MORE