Essays about: "exchange rate econometrics"

Showing result 1 - 5 of 18 essays containing the words exchange rate econometrics.

1. 1. The Power of the Exchange Rate: A Study of the Role of Exchange Rates in Economic Growth and Crisis Recovery in Denmark, Sweden and Finland 1985-2013

   University essay from Lunds universitet/Ekonomisk-historiska institutionen

   Author : Sandra Hall; [2015]
   Keywords : Economic growth; exchange rate; financial crisis; Nordics; VAR analysis; monetary policy; Business and Economics;

   Abstract : Financial crises are recurring phenomena and studying how economic parameters affect outcome and recovery processes will most likely remain an area of intense research also in the years to come. The scope of this paper circulates around the causes and effects of two crises in the period 1985-2013 and their separate effects on the economies of Denmark, Sweden and Finland. READ MORE

3. 2. The Monetary Model – A panel data approach

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Erik Ellström; NIklas Engblad; [2010]
   Keywords : economic theory; econometrics; nominal exchange rate; Economics; Panel Data; Cointegration; ekonomisk politik; ekonomiska system; ekonomisk teori; ekonometri; Nationalekonomi; economic policy; economic systems; Business and Economics;

   Abstract : Abstract The purpose of this paper is to determine if effective exchange rate pricing can be based on the (flexible) monetary model. If so, it implies a cointegration relationship with a cointegrating vector between the spot exchange rate and the non-stationary determining variables of the monetary model; relative money supplies and relative national incomes. READ MORE

4. 3. Testing the capm in the Indian market, a A study that investigates the validity of the CAPM in Bombay Stock Exchange SENSEX30

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Diwani Mazen Mohamad; [2010]
   Keywords : beta; CAPM; Bombay Stock Exchange; stocks’ returns; risk free rate; stocks .; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Abstract : This paper is designed to examine the validity of the CAPM model in the emerging markets. I took the Indian market to be the case in which we examine the applicability of this model and therefore I decided to perform the study on one of the biggest Indian markets; Bombay Stock Exchange. READ MORE

5. 4. Testing the Balassa-Samuelson Hypothesis: Evidence from 10 OECD Countries

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Cem Tintin; [2009]
   Keywords : Balassa-Samuelson Hypothesis ; Real Effective Exchange Rate ; Johansen Cointegration ; Panel Cointegration ; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Abstract : This study tests the Balassa-Samuelson (BS) hypothesis for 10 OECD countries between 1975 and 2007 using the recent data sets and econometric methods. The study employs the Johansen cointegration approach in country-specific analysis. READ MORE

6. 5. The Influence of Macroeconomic Factors on the Probability of Default

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Magnus Laurin; Olena Martynenko; [2009]
   Keywords : Distance to Default; Probability of Default; KMV; Panel data analysis; macroeconomic factors; structural models; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Abstract : The purpose of this study is to quantitatively verify the relationship between corporate default probability and macroeconomic information. The purpose is further to compare the results of the panel data analysis for the firms from the Large Cap Index with the empirical findings generated by a similar model for the firms from the Mid & Small Cap Indexes. READ MORE