Essays about: "exchange rate equilibrium"

Showing result 1 - 5 of 17 essays containing the words exchange rate equilibrium.

  1. 1. Fractional Cointegration and Price Discovery in FX Markets

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Johan Faxner; [2023]
    Keywords : exchange rates; price discovery; fractional cointegration; market microstructure; covered interest rate parity;

    Abstract : I employ bivariate fractionally cointegrated vector autoregressive models to analyze price discovery on the EUR/GBP market. Using daily spot rates between 2010 and 2022 along with corresponding one-month and three-month forward rates, I extract parameter estimates for pairwise long-run relationships, each pair containing a spot and a forward. READ MORE

  3. 2. Does Exchange Rate Misalignment Mediate the Effect of Tariff on Exports: An Example of US Tariff and Canada Exports in Steel and Aluminum

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Zhi Li; [2022]
    Keywords : exchange rate misalignment; exchange rate equilibrium; mediation model; Trump Tariff;

    Abstract : Exchange rate is an important price ratio interacting with both real and nominal variables. It is not clear yet how the misalignment of exchange rate can interact with trade policies and affect trade flows. This paper tries to answer the question in the case where Tariff is shortly levied by the US on Canada exports in steel and aluminum. READ MORE

  4. 3. The Relationship Between Macroeconomic Variables and Sector Indices : An empirical investigation of the Swedish stock market

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Gottfrid Bylund Månsson; Anton Erlandsson; [2021]
    Keywords : ;

    Abstract : This study hypothesizes a relationship between different stock market sector indicesand their relationship to macroeconomic variables. Previous studies investigates therelationship between broad stock market indices and macroeconomic variables, with fewresearching stock market sector indices. READ MORE

  5. 4. Many-body-based DFT treatment of fermions in optical lattices

    University essay from Lunds universitet/Fysiska institutionen; Lunds universitet/Matematisk fysik

    Author : Jérémie Westergren; [2017]
    Keywords : DFT; density functional theory; MBA; many-body approximations; Hubbard model; Ultra cold atoms; cold atoms; optical lattice; Physics and Astronomy;

    Abstract : With recent advances in the field of ultra cold atoms one can, by trapping atoms at low temperatures by laser beams, simulate systems which can be adequately described by single-band lattice Hamiltonians. Also, due to the high parameter tunability of the experimental setups, lattice disorder can be introduced in a con- trolled fashion in these systems. READ MORE

  6. 5. THE RELATIONSHIP BETWEEN MACROECONOMIC VARIABLES AND THE CHINESE STOCK MARKET-AN APPLICATION OF VECTOR ERROR CORRECTION MODEL

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Zhe Zeng; [2017]
    Keywords : ;

    Abstract : Using Johansen's vector error correction model, this paper investigates the long-term equilibrium between stock price and six selected macroeconomic variables in China. On testing different VECM models, we find that there is no long-term equilibrium between stock price and 6 macroeconomic variables, although there may exist long-term equilibrium among macroeconomic variables themselves. READ MORE