Essays about: "country Risk and returns"

Showing result 11 - 15 of 27 essays containing the words country Risk and returns.

  1. 11. The impact of children on emigration : A study of EU-15 migrants in Sweden

    University essay from Stockholms universitet/Sociologiska institutionen

    Author : Andreas Raneke; [2016]
    Keywords : Intra-EU; emigration; family; children; integration;

    Abstract : The freedom of movement within the European Union is one of the pillars in which the EU is built and is encouraged as a mean to create a European citizenship. Even though economic reasons for moving within the union are most common, other reasons such as family or education is important in migration decisions. READ MORE

  3. 12. Do Correlations Between Macroeconomic Variables and Equity Return Change during Volatile Times? : A statistical Analysis with Focus on the Oil Crisis 2014

    University essay from KTH/Matematisk statistik

    Author : Filip Falkenborn; Mehdi Lahlou; [2015]
    Keywords : ;

    Abstract : Every investor place his or her investment with the desire of maximum return with lowest possible risk. To accomplish this desire a good knowledge of how macro variables affect the equity return is important. During the last two decades we have had several crises turning these basics up-side-down. READ MORE

  4. 13. Systemic risk measurement in the Eurozone - A multivariate GARCH estimation of CoVaR

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Christian Vogl; [2015]
    Keywords : DCC model; Multivariate GARCH; CoVaR; Systemic risk; Business and Economics;

    Abstract : In this essay the systemic risk contributions of financial institutions in the European Monetary Union are analyzed. For this purpose the CoVaR measure, first introduced by Adrian and Brunnermeier (2011), is applied. READ MORE

  5. 14. Optimising Emerging Market Currency Carry Trades using Risk Indicators

    University essay from KTH/Industriell ekonomi och organisation (Inst.)

    Author : Wiktor Mlynarczyk; Mattias Berggren; [2015]
    Keywords : currency carry trade; emerging markets; risk indicator; valutahandel; tillväxtmarknader; riskindikator;

    Abstract : The currency carry trade – whereby one simultaneously borrows in a currency with low interest rate and invests in a currency with high interest rate – is estimated to be at least USD 2.0 trillion in emerging markets alone. READ MORE

  6. 15. Triangular Arbitrage in the ForexMarket : Emerging versus Developed markets

    University essay from Umeå universitet/Företagsekonomi

    Author : Kristian Dukov; Elena Kyriaki; [2014]
    Keywords : Efficient Market Hypothesis; Triangular arbitrage; Magnitude; Developed markets; Emerging markets; Forex; Currencies; High Frequency Trading; Arbitrage Opportunities.;

    Abstract : Over the last decade, researchers have attempted to show how efficient the markets are by using Fama’s Efficiency Market Hypothesis (EMH). The theory states that an investor cannot increase his returns without taking additional risk. The markets can be efficient in different forms depending on the information included in the traded asset. READ MORE