Essays about: "interest parity"

Showing result 1 - 5 of 36 essays containing the words interest parity.

  1. 1. A European Material Kuznets Curve

    University essay from Stockholms universitet/Nationalekonomiska institutionen

    Author : Pyry Järvinen; Emil Fernström; [2023]
    Keywords : Material Kuznets Curve; Environmental Kuznets Curve; Economic Growth; Economics Development; Material Footprint; Emissions; Sustainable Growth; Decoupling; Europe;

    Abstract : This bachelor thesis investigates the correlation between 28 European countries’material footprints (MF), as proxied by their Raw Material Consumption (RMC)per capita, and the environmental impact indicated by their carbon dioxide (CO2)emissions per capita, respectively, with their economic development, measured bytheir purchase power parity adjusted gross domestic product (GDP) per capita,during the period of 2008 to 2019. Specifically, through the theoretical frameworkof the Environmental Kuznets Curve (EKC) and by utilizing Fixed EffectsOrdinary Least Squares regression models as well as Pooled Mean Groupestimation, the thesis asks whether or not evidence can be found for the possibleexistence of an EKC, an inverted-U shaped relationship between environmentaldegradation and economic development, within this European context. READ MORE

  3. 2. 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

  4. 3. How does unexpected news about employment affect the exchange rate?

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Otto Aspemo; Joel Grönblad; [2023]
    Keywords : Central Bank; Employment Change; Exchange Rate; Interest Rate Differential; Monetary Policy; UncoveredInterest Rate Parity Condition;

    Abstract : The research conducted intends to examine how unexpected changes in employment may affect both exchange rates and interest rates. The results used in the analysis are extracted by running two ordinary least squares regressions with data structured as an unbalanced panel. READ MORE

  5. 4. A case study of the lead time between eliciting and implementing the requirements in mobile game apps

    University essay from Blekinge Tekniska Högskola/Institutionen för programvaruteknik

    Author : Guanqun Liu; Qianwen Liu; [2022]
    Keywords : lead time; mobile game apps; user reviews; user requirements;

    Abstract : Context. There has been a remarkable growth of the mobile game industry since the raging pandemic covid-19 destroyed many businesses across several industries [1]. Nowadays mobile gaming has been one of the highest performing industries globally, raking in more billions in revenue [1,2]. READ MORE

  6. 5. Exchange Rate Risk and Forecasting

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Ian Wallgren; [2022]
    Keywords : Exchange rate risk; exchange rate forecasting; Autoregressive Integrated Moving Average ARIMA ; Uncovered Interest Rate Parity UIRP ; Business and Economics;

    Abstract : Since the collapse of the Bretton Woods system, the system of fixed exchange rates amongst principal industrial countries, in the early 1970s, a new era began, introducing the floating exchange rate regime. Since the inception of the floating rate regime, the general interest in forecasting exchange rate movements has grown considerably. READ MORE