Sökning: "FELIPE DOMARCHI VELIZ"

Hittade 2 uppsatser innehållade orden FELIPE DOMARCHI VELIZ.

1. 1. Volatility in covered warrants - A comparison between EGARCH-forecasted volatility and implied volatility on the Swedish warrant market -

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Felipe Domarchi Veliz; Per Heinrup; [2008]
   Nyckelord :volatility; EGARCH; Warrants; Black and Scholes; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Sammanfattning : "The aim of this thesis is to study the implied volatility on certain warrants on the Nordic Derivatives Exchange and compare it to an EGARCH-forecasted volatility (which throughout the thesis is used as proxy for the true volatility by the authors) in order to see if the difference follows a specific pattern." The difference between the forecasted volatility and the implied volatility fluctuates across moneyness and the lifetime of the warrant. LÄS MER

3. 2. FDI and Economic Growth : A study of 7 transition economies of the CEE and the Baltic states

   Kandidat-uppsats, Internationella Handelshögskolan

   Författare :Felipe Pablo Domarchi Veliz; Daniel Lechendem Nkengapa; [2007]
   Nyckelord :Economic Growth; R D; FDI; TFP growth; Spillovers;

   Sammanfattning : This thesis analyses the effect of FDI induced technology transfer and spillover on economic growth in the CEE countries and the Baltic States. We develop a framework were FDI and R&D are seen as sources of technological progress (A). LÄS MER