Sökning: "Covered Interest Parity CIP"

Hittade 2 uppsatser innehållade orden Covered Interest Parity CIP.

1. 1. Interest Rate Parity and Monetary Integration: A Cointegration Analysis of Sweden and the EMU

   Kandidat-uppsats, KTH/Matematik (Inst.)

   Författare :Richard Ruthberg; Steven Zhao; [2014]
   Nyckelord :Interest Rate Parity IRP ; Covered Interest Parity CIP ; Uncovered Interest Parity UIP ; Forward Rate Unbiasedness Hypothesis FRUH ; Monetary Integration; Sweden; EMU; STIBOR; EURIBOR; Cointegration; Johansen Test; Dynamic OLS; ränteparitet; ränteparitetsvillkoret; kurssäkrad ränteparitet; icke-kurssäkrad ränteparitet; effektiva marknadshypotesen; valutaterminer; monetär integration; Sverige; EMU; STIBOR; EURIBOR; kointegration; Johansen test; dynamisk OLS;

   Sammanfattning : This thesis provides a thorough analysis of the covered- and uncovered interest parity conditions (CIP, UIP) as well as the forward rate unbiasedness hypothesis (FRUH) for Sweden and the European Economic and Monetary Union (EMU). By studying data on interbank rates in Sweden (STIBOR) and the EMU (EURIBOR) as well as the corresponding spot- and forward exchange rates, monetary integration and country-specific risks are determined and analyzed with direct applications to the potential entry of Sweden into the EMU. LÄS MER

3. 2. Ränteparitetsteoremet i kriser - en empirisk studie

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Camilla Andersson; Jesper Lundström; [2013]
   Nyckelord :Ränteparitetsteoremet; Valuta; Finanskris; IT-Kris; Business and Economics;

   Sammanfattning : The covered interest rate parity (CIP) states that the difference in interest rate between two identical assets, denominated in different currencies, should explain the difference between the spot price and the forward price in the foreign exchange markets. However, empirical studies have suggested that the CIP condition does not always hold. LÄS MER