Essays about: "financial economics thesis EXCHANGE RATE"

Showing result 1 - 5 of 10 essays containing the words financial economics thesis EXCHANGE RATE.

1. 1. The Effect of Economic Policy Uncertainty on Swedish Exports during the 2008 Financial Crisis

   University essay from Lunds universitet/Ekonomisk-historiska institutionen

   Author : Andrea Wigert; [2023]
   Keywords : Financial Crisis; Economic Policy Uncertainty; Sweden; Germany; the UK; the Netherlands; Exports; Business and Economics;

   Abstract : The thesis aims to answer the research question: To what extent was the increased Economic Policy Uncertainty during the Financial Crisis associated with the decline in Swedish exports from January 2007 to January 2010? During the 2008 Financial Crisis, Swedish trade fell by ten percentage points, slightly more than the world average. The thesis aims to investigate whether the increased EPU at the time affected the decreased exports. READ MORE

3. 2. Environmental performance and sovereign bond yields: Evidence from emerging markets

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Kristin Unga; [2023]
   Keywords : sovereign yields; environmental performance; principal component analysis; Business and Economics;

   Abstract : This thesis analyses if investors price a country’s environmental (E) performance into sovereign bond yields. The sample consists of 17 emerging countries from 2011 to 2020. READ MORE

4. 3. Uncovered Interest Parity and the Financial Crisis of 2007 : An econometric study of the robustness of the uncovered interest parity over different time periods, with varying economic stability.

   University essay from Högskolan i Jönköping/IHH, Nationalekonomi

   Author : Karl Rohlén; Pontus Ekdahl; [2019]
   Keywords : Uncovered interest parity; interest parity; interbank offering rates; yield to maturity; short-horizon; long-horizon;

   Abstract : The current intellectual climate regarding economics seems to be at an agreement regarding the theory of uncovered interest parity and its unreliability within real life application. The purpose of this thesis is to test how the theory holds over periods with varying economic stability, both using a short- and long-horizon test in order to establish the usefulness of uncovered interest parity as a predictor for exchange rate movements. READ MORE

5. 4. The Effects of Economic Variables on Swedish Stock Market Volatility A GARCH-MIDAS Approach

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Sebastian Kejlberg; [2018]
   Keywords : GARCH; MIDAS; stock market; volatility; macroeconomic; OMXSB; Sweden; Business and Economics;

   Abstract : This thesis applies the GARCH-MIDAS model to investigate the effects of macroeconomic variables, sentimental indicators, and financial variables on Swedish stock market volatility for the period January 2002 to December 2016. The GARCH-MIDAS framework allows the incorporation of data at different frequencies into the same model and decomposes volatility into two components. READ MORE

6. 5. Forecasting the Volatility in Financial Assets using Conditional Variance Models

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Jesper Swanson; Hugo Hultman; [2017]
   Keywords : Volatility Forecasting; Conditional Variance; ARCH; GARCH; IGARCH; EGARCH; GJR-GARCH; Business and Economics;

   Abstract : This thesis examines multiple ARCH-family models' volatility forecasting performance on the London Bullion Market Gold price, the OMXS30, and the USD/EUR exchange rate. Further, this thesis uses two different time periods to exploit differences and similarities in the forecast accuracy among the conditional variance models. READ MORE