Essays about: "UIP"

Showing result 1 - 5 of 12 essays containing the word UIP.

  1. 1. How does unexpected news about employment affect the exchange rate?

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Otto Aspemo; Joel Grönblad; [2023]
    Keywords : Central Bank; Employment Change; Exchange Rate; Interest Rate Differential; Monetary Policy; UncoveredInterest Rate Parity Condition;

    Abstract : The research conducted intends to examine how unexpected changes in employment may affect both exchange rates and interest rates. The results used in the analysis are extracted by running two ordinary least squares regressions with data structured as an unbalanced panel. 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

  4. 3. Is the Carry Trade strategy an explanation of the Uncovered Interest Parity puzzle?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Benjamin Albertsson; [2018]
    Keywords : Uncovered interest rate parity; UIP puzzle; Carry trade.; Business and Economics;

    Abstract : This paper examines the uncovered interest rate parity (UIP) and extends the analysis in Spronk, Verschoor and Zwinkels (2013) by looking at the UIP between Sweden and the United Kingdom. The flaws of the UIP and the reasons for why it does not seem to hold, has been called the UIP puzzle. READ MORE

  5. 4. Uncovering the Interest Parity : Does the UIP hold between STIBOR and other Interbank Offered Rates?

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Johan Thureson; Hanna Marklund; [2014]
    Keywords : ;

    Abstract : .... READ MORE

  6. 5. Relationship between Currency Carry Trades and Gold Returns : A quantitative study of G-10 currencies: correlation and spillover effects for the last two decades.

    University essay from Umeå universitet/Företagsekonomi

    Author : Johannes Hornbrinck; Jonas Olausson; [2014]
    Keywords : Gold; Currency Carry Trades; Carry Trades; Portfolio choice; Sweden; Gold Hege; Gold diversifier; Gold safe-haven; UIP; Relationship;

    Abstract : Currency carry trade is an investment strategy that recently started gaining a lot of interest not only among investors and financial institutions but also academically. One of the underlying theoretical assumptions regarding the mechanisms of the foreign exchange market, the Uncovered Interest Parity has frequently been disproved in practice which has led to the conclusion that carry trade is profitable in practice. READ MORE