Sökning: "Sekou Soumaoro"

Hittade 2 uppsatser innehållade orden Sekou Soumaoro.

  1. 1. The developed market currency tango: Carry trade and hedging during 2014 – 2019. VECM and DCC approach

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Sekou Soumaoro; [2019]
    Nyckelord :Carry trade; hedging; currency market; GARCH DCC; VECM; Business and Economics;

    Sammanfattning : In this study carry trade activity in AUD, CAD, EUR and YEN vis the USD between 2014 – 2019 was analysed. The first approach employs a VECM, analyse evidence of carry trade recorded in the exchange rate pairs Futures, Forwards and Spot. LÄS MER

  3. 2. ECB and Riksbank quantitative easing effect on the Swedish economy

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Sekou Soumaoro; Philip Sandgren; [2018]
    Nyckelord :Riksbank; ECB; Quantitative easing; capital controls; Bayesian Vector Autoregression.; Business and Economics;

    Sammanfattning : The unconventional monetary policy has become standard practice by major central banks as a response to the global recession. However, the practice has continuously been used by central bank amongst the developed economy. LÄS MER