Sökning: "Currency Trading"

Visar resultat 1 - 5 av 48 uppsatser innehållade orden Currency Trading.

  1. 1. Brexit's effect on UK ADRs

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Amanda Hellström; Felicia Nordin; [2019]
    Nyckelord :American Depositary Receipts; Brexit; Abnormal returns; Event study; Difference-in-differences;

    Sammanfattning : On June 23rd 2016, the United Kingdom (UK) voted to leave the European Union, resulting in what is often referred to as Brexit. The day after the vote, the British pound (GBP) declined to the lowest level against the US dollar in 30 years and the FTSE 100 lost around GBP 85 billion. LÄS MER

  2. 2. Valutors betydelse för internationell handel under tider av kris

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Gabriel Bladh; Hanna Kanon; [2019]
    Nyckelord :Euro; Crisis; Currency Union; EU; Trade; Business and Economics;

    Sammanfattning : This paper aims to analyze trade dynamics in the EU-area following the financial crisis of 2007/2008. Our goal has been to investigate whether there is any difference between eu-romember countries and non-euromember countries when it comes to trade in the aftermath of the crisis. LÄS MER

  3. 3. An Application of the Continuous Wavelet Transform to Financial Time Series

    Master-uppsats, Lunds universitet/Institutionen för elektro- och informationsteknik

    Författare :Klas Eliasson; [2018]
    Nyckelord :Wavelets; Continuous Wavelet Transform; CWT; Financial Time Series; Currency Trading; Technology and Engineering;

    Sammanfattning : Wavelet theory, which shares fundamental concepts with windowed Fourier analysis, introduces the notion of scale in an effort to aid in joint time-frequency analysis. Having century-old roots, much of the essential research on the subject of wavelets was conducted during the 1970s and 1980s. LÄS MER

  4. 4. Empirical evidence of stock return predictability using macroeconomic variables

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Jonatan Gustafsson; Carl Ferm; [2018]
    Nyckelord :Granger Causality; Predictive Regressions; Trading Strategies; Macroeconomic Variables; Repo Rate;

    Sammanfattning : We investigate whether macroeconomic variables can predict returns of the OMXS30 index in the short run, and if an investor can generate abnormal profits from using the variables with significant predictive power. Granger causality tests, along with a predictive OLS regression framework show that the first difference of the repo rate and the log difference in exchange rates significantly Granger cause stock returns on the Swedish market. LÄS MER

  5. 5. Trading algorithms for high-frequency currency trading

    Master-uppsats, Umeå universitet/Institutionen för fysik

    Författare :Shahab Garoosi; [2018]
    Nyckelord :;

    Sammanfattning : This thesis uses modern portfolio theory together with machine learning techniques to generate stable portfolio returns over eleven currency pairs with spreads included. The backtests show that support vector machine predicted future returns better than neural network and linear regression. LÄS MER