Sökning: "Felipe Domarchi Veliz"
Hittade 2 uppsatser innehållade orden Felipe Domarchi Veliz.
1. Volatility in covered warrants - A comparison between EGARCH-forecasted volatility and implied volatility on the Swedish warrant market -
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : "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
2. FDI and Economic Growth : A study of 7 transition economies of the CEE and the Baltic states
Kandidat-uppsats, Internationella HandelshögskolanSammanfattning : 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