Essays about: "usd eur"

Showing result 1 - 5 of 40 essays containing the words usd eur.

1. 1. Narratives in Central Banking - A Case Study on Federal Reserve Communication

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Love Leijonklo; Felix Wilke; [2023]
   Keywords : federal reserve; central bank; communication; sentiment; latent dirichlet allocation;

   Abstract : This paper investigates how Federal Reserve communication affects financial markets. This is done by constructing a sentiment index based on meeting minutes released by the Federal Open Market Committee. READ MORE

3. 2. Predicting Forex Rates using Sentiment Analysis on Financial Articles

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Arvid Gramer; Simon Danielsson; [2023]
   Keywords : Forex; efficient market hypothesis; sentiment analysis; transformer; long-short term memory; Business and Economics;

   Abstract : We develop a deep learning model that uses financial news articles and historical exchange rates to predict the rate for the Euro/US Dollar currency pair one hour ahead. From the articles’ titles and bodies we extract sentiment scores using two different transformer based classifiers – one for short text and one for long text. READ MORE

4. 3. Signal detection of FX Fixing events

   University essay from Uppsala universitet/Avdelningen för beräkningsvetenskap

   Author : Anton Sjöström; [2022]
   Keywords : Machine learning; Deep learning; Trading; Time series;

   Abstract : This master thesis investigates the price dynamics of two currency pairs, GBP/USD and EUR/GBP, during the event called the “London 4 PM Fix”, which is a daily event. The dynamics of this event is understood by first creating a mathematical model to find the theoretical optimal trading strategy given a number of assumptions. READ MORE

5. 4. Explaining the dynamics of exchange rate volatility

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Jacob Tjerneld; Hampus Lööw; [2022]
   Keywords : Exchange Rates; Volatility; GARCH; Heteroskedasticity; Time Series Analysis.; Business and Economics;

   Abstract : This research examines the volatility of the Swedish krona in regards to the Euro and US-dollar exchange rate, using both daily and monthly data ranging from the beginning of 2000 until 2022. Using this time span allows us to update previous literature on exchange rate volatility, and also incorporates recent economic events such as the great financial crisis of 2008, the 2020 covid-pandemic and the geopolitical uncertainty in Europe following Russia's invasion of Ukraine. READ MORE

6. 5. Modeling the yield curve in conjunction with the FX spots

   University essay from Umeå universitet/Institutionen för fysik

   Author : Philip Lundqvist; [2022]
   Keywords : Yield Curve; FX spots; Bootstrap; Hull-White; Simulation; Calibration;

   Abstract : Interest rates and foreign exchange spots are widely used within financial products. It is important to understand the risk arising from products that depend on interest rates and/or foreign exchange spots. READ MORE