Sökning: "Nominal Exchange Rates"
Visar resultat 1 - 5 av 10 uppsatser innehållade orden Nominal Exchange Rates.
1. Kan värdet på den svenska kronan förklaras av räntedifferenser mellan länder? : En empirisk analys av det öppna ränteparitetsvillkoret på kort sikt
Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionenSammanfattning : Under de senaste 14 åren har den svenska kronan genomgått en period av depreciering mot många andra valutor. Detta väcker frågan om vad som ligger till grund för växelkursens rörelser. LÄS MER
2. Hur väl har euron anpassat sig till PPP jämnvikten sedan införandet?
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : The purpose of this paper is to examine whether the real imbalances that have arisen in the economy since the introduction of the euro are improving over time. By using panel data to test for a unit root in and measuring the half-life of eleven euro countries’ real exchange rates under different exchange rate systems from 1957 to 2019, we can investigate how the euro has affected the deviations from the PPP equilibrium. LÄS MER
3. The Riksbank and International Interest Rate Dynamics
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : Based on the case of Sweden, this thesis studies the relationship between the nominal interest rate in a small open economy and the interest rates of the country's trading partners. Cross-country interest rate differentials affect domestic economic conditions through two channels; the exchange rate channel and via capital flows. LÄS MER
4. A small open economy’s view on interest rate differential’s relation to the nominal exchange rate
Kandidat-uppsats, Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)Sammanfattning : The characteristics of interest rate differentials’ relationships with the change in nominal exchange rates are here investigated from the small open economy Sweden’s pointof view. We assume rational expectations and risk neutrality. However, these are solelysufficient but not necessary conditions. LÄS MER
5. Nonlinearity In Exchange Rates : Evidence From African Economies
Master-uppsats, Uppsala universitet/Statistiska institutionenSammanfattning : In an effort to assess the predictive ability of exchange rate models when data on African countries is sampled, this paper studies nonlinear modelling and prediction of the nominal exchange rate series of the United States dollar to currencies of thirty-eight African states using the smooth transition autoregressive (STAR) model. A three step analysis is undertaken. LÄS MER