Essays about: "thesis in Foreign exchange rate"

Showing result 16 - 20 of 54 essays containing the words thesis in Foreign exchange rate.

  1. 16. The impact of Sweden ́s Negative Repo Rate on FDI : A quantitative analysis of how Sweden’s monetary policy has affected foreign direct investments

    University essay from Högskolan i Jönköping/Internationella Handelshögskolan

    Author : Sanna Olsson; Gustaf Jungnelius; [2019]
    Keywords : Monetary Policy; Interest Rates; Repo Rate; Negative Interest Rate Policy; NIRP; Foreign Direct Investment; FDI;

    Abstract : Sweden’s central bank implemented a negative interest rate policy (NIRP) in 2015, one year after adopting a zero-interest rate policy. Due to the monetary policy’s untested framework,experts are divided on the effectiveness of such a policy as well as its fortitude when faced with an economic recession. READ MORE

  3. 17. Zero-Inflated Hidden Markov Models and Optimal Trading Strategies in High-Frequency Foreign Exchange Trading

    University essay from KTH/Matematisk statistik

    Author : Joel Berhane; [2018]
    Keywords : ;

    Abstract : The properties of high-frequency foreign exchange markets and how well they can be modeled using Hidden Markov Models will be studied in this thesis. Specifically, a Zero-inflated Poisson HMM will be implemented and evaluated for high-frequency price data for the EURSEK exchange rate. READ MORE

  4. 18. Hedging Foreign Exchange Exposure in Private Equity Using Financial Derivatives

    University essay from KTH/Matematisk statistik

    Author : Filip Kwetczer; Carl Åkerlind; [2018]
    Keywords : Private Equity; Foreign Exchange Exposure; Hedging; Black-Scholes Model; Financial Derivatives; Private Equity; Valutaexponering; Hedging; Black-Scholes Modell; Finansiella Derivat;

    Abstract : This thesis sets out to examine if and how private equity funds should hedge foreign exchange exposure. To our knowledge the field of foreign exchange hedging within private equity, from the private equity firms’ point of view, is vastly unexplored scientifically. READ MORE

  5. 19. Determinants of Exchange Rate Risks in the Automotive Industry

    University essay from Göteborgs universitet/Graduate School

    Author : Daria Pilat; [2016-10-14]
    Keywords : determinants of foreign currency exposure; currency risk hedging; automotive industry;

    Abstract : The thesis details the analysis of foreign currency exposure determinants based on 21 companies in the automotive industry. The analysis confirms theoretical suggestions that the automotive industry is prone to foreign currency exposure and risks being influenced by competition intensity, functional currency, export ratio, geographic distribution of sales and production networks and operational flexibility. READ MORE

  6. 20. Applying Multivariate Expected Shortfall on High Frequency Foreign Exchange Data

    University essay from KTH/Matematisk statistik

    Author : Sara Holmsäter; Emelie Malmberg; [2016]
    Keywords : Multivariate Expected Shortfall; Component Expected Shortfall;

    Abstract : This thesis aims at implementing and evaluating the performance of multivariate Expected Shortfall models on high frequency foreign exchange data. The implementation is conducted with a unique portfolio consisting of five foreign exchange rates; EUR/SEK, EUR/NOK, EUR/USD, USD/SEK and USD/NOK. READ MORE