Essays about: "thesis in Foreign exchange rate"

Showing result 11 - 15 of 54 essays containing the words thesis in Foreign exchange rate.

1. 11. A STUDY ON THE DCC-GARCH MODEL’S FORECASTING ABILITY WITH VALUE-AT-RISK APPLICATIONS ON THE SCANDINAVIAN FOREIGN EXCHANGE MARKET

   University essay from Uppsala universitet/Statistiska institutionen

   Author : Tim Andersson-Säll; Johan Lindskog; [2019]
   Keywords : Multivariate GARCH; Conditional Correlations; Forecasting; Time-varying covariance matrices; Exchange rate returns; Variance-Covariance matrix;

   Abstract : This thesis has treated the subject of DCC-GARCH model’s forecasting ability and Value-at- Risk applications on the Scandinavian foreign exchange market. The estimated models were based on daily opening foreign exchange spot rates in the period of 2004-2013, which captured the information in the financial crisis of 2008 and Eurozone crisis in the early 2010s. READ MORE

3. 12. The Euro's Effect on Foreign Direct Investment : An econometric study of the euro’s effect on inward foreign direct investment

   University essay from Linköpings universitet/Nationalekonomi

   Author : Oskar Bergström Koustas; Lucas Burns; [2019]
   Keywords : Foreign Direct Investment; Direct Investment; Euro; Euro s Effect;

   Abstract : The aim of this thesis is to analyse if the euro has had any significant effect on the inflow of foreign direct investments. Our purpose is answered by developing an econometric model with inflow of foreign direct investments as the dependent variable. READ MORE

4. 13. Forecasting the USD/SEK exchange rate using deep neural networks

   University essay from Lunds universitet/Matematisk statistik

   Author : Thomas Hamfelt; [2019]
   Keywords : Neural networks; Deep Learning; Foreign Exchange; Finance; Mathematics and Statistics;

   Abstract : This thesis is about predicting the average ten minute closing bid price of the USD/SEK exchange rate by applying deep learning methods. First, the time lag method is applied for the vanilla Feedforward Neural Network (FNN) to undertake one-step prediction. READ MORE

5. 14. Policy responses to capital inflows: in emerging Asia and Europe markets

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Shixuan Li; [2019]
   Keywords : Capital inflow; Emerging markets; Surge episodes; Policy responses;

   Abstract : This thesis identified large net private capital inflows to emerging markets over last three decades and studied four policy responses towards these inflows, the policies are exchange rate policy, sterilization policy, fiscal policy and capital controls on inflows and outflows. Regions show different pattern in policy evolvement over time, emerging Asia keeps high intervention in exchange rate and high control over capital throughout time, emerging Europe originally had high foreign exchange market intervention and capital control but loosened them over the early 2000s, Nordic countries as sample for small and open advanced economy, remained their autonomy in exchange intervention, and have the lowest growth in government spending and lowest capital control. READ MORE

6. 15. The euro effect – the impact of EU bilateral real exchange rates on German net FDI : evidence from Germany and seven EU-countries

   University essay from Högskolan i Jönköping/IHH, Nationalekonomi

   Author : Aenne Ohainski; [2019]
   Keywords : net FDI; real exchange rate; euro; horizontal FDI; vertical FDI; market-oriented firm; cost-oriented firm; euro-effect; Germany; European Union;

   Abstract : In literature it has been stated that in times of low capital barriers policies can impact real exchange rates (RERs) and, it has been shown that RERs influence foreign direct investment (FDI). As inward FDI is a growth stimulating factor for the German economy and as more than a third of inward FDI stems from countries in the European Union (EU), this study investigates the RER-FDI link between Germany and seven EU countries. READ MORE