Essays about: "currency time series"

Showing result 1 - 5 of 18 essays containing the words currency time series.

1. 1. The Influence of Gold Market on Bitcoin Prices : Is there a correlation?

   University essay from Jönköping University/Internationella Handelshögskolan

   Author : Kasra Shariati; [2022]
   Keywords : Bitcoin; Gold; Investor Attention; Market Performance; Virtual Currency Development; Investments; Correlation;

   Abstract : Background: This paper analyses the influence of fluctuation in gold market on bitcoin prices. Based on previous studies, in present market conditions, volatility in gold prices have caused price changes in several other major assets in the market, such as crude oil. Gold fluctuations are likely to stimulate uncertainty in some other major assets. READ MORE

3. 2. Signal detection of FX Fixing events

   University essay from Uppsala universitet/Avdelningen för beräkningsvetenskap

   Author : Anton Sjöström; [2022]
   Keywords : Machine learning; Deep learning; Trading; Time series;

   Abstract : This master thesis investigates the price dynamics of two currency pairs, GBP/USD and EUR/GBP, during the event called the “London 4 PM Fix”, which is a daily event. The dynamics of this event is understood by first creating a mathematical model to find the theoretical optimal trading strategy given a number of assumptions. READ MORE

4. 3. A digital journey towards an empty wallet

   University essay from Södertörns högskola/Nationalekonomi

   Author : Emma Forslin; [2022]
   Keywords : Cashless economy; cashless; CBDC; innovation; currency in circulation; digital payments; physical money;

   Abstract : Digital money is growing more popular and physical money is not being used as much as it once was. But what happens if we have a cashless society and what would it mean? The purpose of this essay is to investigate if increased technological innovation lead to a decrease in the currency in circulation and if there is a short or long term effect of innovation on currency in circulation. READ MORE

5. 4. A Non-linear Analysis of Cointegration in South-East Asian Equity Markets

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Massimiliano Severi; [2021]
   Keywords : Cointegration; South-East Asian stock markets; Time series comovements; Markov-switching models; Regime-shifting models;

   Abstract : This paper investigates the presence of cointegration among the main stock markets in South-East Asia, namely those of Hong Kong, Singapore, Malaysia and Thailand. Part 1 of the thesis studies the relationship using Markov-switching models, while Part 2 uses regime-shifting models with one structural break. READ MORE

6. 5. Hot Commodity? The Commodity Currency Hypothesis and the Financialisation of Commodity Markets

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Hannes Ludvigsson; Erik Ekelund; [2021]
   Keywords : Commodity Currency Hypothesis; Exchange Rates; Time Series Analysis; Granger-causality;

   Abstract : Movements in the commodity markets can have profound effects on the global economy by affecting the cost of food, metal, and energy goods. As such, the prospect of predicting commodity price fluctuations, thereby allowing for better inflation control, production planning and even humanitarian aid, has long generated great interest. READ MORE