Sökning: "Philip Thureborn"

Hittade 1 uppsats innehållade orden Philip Thureborn.

  1. 1. Examining exchange rate return factors before and after the Lehman bankruptcy

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

    Författare :Roderick Nilsson; Philip Thureborn; [2013-06-14]
    Nyckelord :;

    Sammanfattning : This thesis examines exchange rate return factors of holding USD before and after Lehman Brothers Bankruptcy on September 15th 2008, by analysing the relationship with multiple regressions and correlation to trace any significant influence by applying the framework provided by the Arbitrage Pricing Theory, spearheaded by Chen, Roll and Ross, 1986. Thus, regressions on the exchange rate return were computed on the historical macroeconomic data. LÄS MER