Sökning: "Foreign Exchange Rate"

Visar resultat 1 - 5 av 96 uppsatser innehållade orden Foreign Exchange Rate.

  1. 1. Varför är den svenska kronan svag?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Amelia Larsson; Sigrid Jakobsson; [2019]
    Nyckelord :Exchange rate; Swedish currency; inflation; interest rate; international insecurity and investments.; Business and Economics;

    Sammanfattning : During the last few years the Swedish currency has depreciated against the Euro and the US-dollar, despite the Swedish economy growing faster than expected. Disagreement in prior research regarding exchange rate fluctuations among with the situation in Sweden, is the motivation behind this report. LÄS MER

  2. 2. A STUDY ON THE DCC-GARCH MODEL’S FORECASTING ABILITY WITH VALUE-AT-RISK APPLICATIONS ON THE SCANDINAVIAN FOREIGN EXCHANGE MARKET

    Kandidat-uppsats, Uppsala universitet/Statistiska institutionen; Uppsala universitet/Statistiska institutionen

    Författare :Tim Andersson-Säll; Johan Lindskog; [2019]
    Nyckelord :Multivariate GARCH; Conditional Correlations; Forecasting; Time-varying covariance matrices; Exchange rate returns; Variance-Covariance matrix;

    Sammanfattning : This thesis has treated the subject of DCC-GARCH model’s forecasting ability and Value-at- Risk applications on the Scandinavian foreign exchange market. The estimated models were based on daily opening foreign exchange spot rates in the period of 2004-2013, which captured the information in the financial crisis of 2008 and Eurozone crisis in the early 2010s. LÄS MER

  3. 3. The relationship between foreign direct investments and exchange rates - A quantitative analysis of how the exchange rate is affecting the FDI inflows in South Korea and China

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Viktor Lindström; Erik Sten; [2018-06-26]
    Nyckelord :Foreign direct investments referred to as FDI ; real effective exchange rate; volatility; real interest rate; appreciation; depreciation;

    Sammanfattning : This study investigates the effect of exchange rate movements on foreign direct investment (FDI) inflows. According to previous studies, it seems to be a significant correlation between exchange rate movements and the FDI inflows. However, the result differs depending on different factors and motives. LÄS MER

  4. 4. Anticipated Events’ Impact on FX Options’ Implied Volatility

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Frej Håkansson; Björn Nilsson; [2018]
    Nyckelord :Volatility frown; implied volatility; jump model; anticipated event; SABR; FX Options; Mathematics and Statistics;

    Sammanfattning : Understanding events’ impact on financial instruments are crucial for the participants in the financial markets. Here we propose an approach to model an anticipated event’s impact on the prices of FX options, represented in implied volatility. LÄS MER

  5. 5. High-Frequency Foreign Exchange Rate Behavior on the Arrival of Macroeconomic News - The Impact of Swedish and U.S. News on USD/SEK Returns

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Erik Hjort; [2018]
    Nyckelord :Macroeconomic News; Foreign Exchange Rate; High-Frequency Data; Expectations; Business and Economics;

    Sammanfattning : This paper studies the high-frequency behavior of the USD/SEK currency pair on the arrival of macroeconomic news emanating from Sweden and the United States. By using exchange rate data sampled at one minute-by-minute quotations and market expectations from the Bloomberg Terminal, the study finds systematic effects of news on exchange rate returns. LÄS MER