Essays about: "price discovery"

Showing result 1 - 5 of 32 essays containing the words price discovery.

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. Sustainability amid Monetary Policy : Quantitative Easing and Tightening

   University essay from Södertörns högskola/Nationalekonomi

   Author : Colman Etelkozi; [2023]
   Keywords : quantitative easing; QE; quantitative tightening; QT; monetary policy; macroeconomics; stability; sustainability; federal funds rate; FFR; genuine progress indicator; GPI; producer price index; PPI; inflation;

   Abstract : The purpose of this study is to examine whether the implementation of quantitative easing (QE) and quantitative tightening (QT) in the United States has detracted from the integrity of the country’s macroeconomic environment. In other words, does QE impact macroeconomic stability? Then, evaluate implications and externalities of stability as they relate to sustainability efforts. READ MORE

4. 3. Liquidity Providing: Study on liquidity providing in the Nordic stock markets

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Julius Bengt Leif Karlsson; Carl Victor Malmström; [2022]
   Keywords : Liquidity Providing; Nordic Stock Exchange; Financial Service; Market Maker; Business and Economics;

   Abstract : Risk and return go hand in hand, and one way for a firm to mitigate existing and potential investors' risk in a stock is to employ a financial service; liquidity providing. The value of liquidity provision has become relevant as market uncertainties and shocks in the market create disturbances. READ MORE

5. 4. An Efficient Market Study of European CDS and Equity Markets

   University essay from Umeå universitet/Företagsekonomi

   Author : Fredric Wållberg; Leo Lundberg; [2022]
   Keywords : Efficient Market Theory; Financial Crash; Price Discovery Process; CDS;

   Abstract : This thesis investigates the price discovery process between the stock and the credit default swap market (CDS). We link the financial theory of efficient markets and the underlying models and conditions involved in CDSs, the stock market and financial crashes. READ MORE

6. 5. Bidding on the Future: A Comparative Analysis of Offshore Wind Auctions in the UK and the Netherlands

   University essay from Uppsala universitet/Institutionen för geovetenskaper

   Author : Arjun Kanumarath; [2022]
   Keywords : UK; Netherlands; auction systems; design elements; assessment criteria; offshore wind;

   Abstract : Auction systems have been around for a long time now, and they are proving to be a good support instrument to promote renewable energy technologies in most parts of the world. The key feature of an auction is its design flexibility, real price discovery through competition, transparency and greater certainty for investors and policymakers to achieve high-level targets. READ MORE