Sökning: "Philip thorsell"

Hittade 2 uppsatser innehållade orden Philip thorsell.

1. 1. Forecasting monthly LME Copper returns

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Nils Lervik; Philip Thorsell; [2022-06-29]
   Nyckelord :;

   Sammanfattning : We evaluate if monthly LOCADY returns on the London Metal Exchange can be accurately predicted one, two and three months ahead. In total ten models are constructed using time-varying parameters and bandwidth optimization. LÄS MER

3. 2. The Carry Trade: From 1990 to 2020

   Kandidat-uppsats,

   Författare :Adam Bergin; Philip Thorsell; [2020-06-30]
   Nyckelord :Carry Trade; UIP; CIP; FX-Markets; Premium Puzzle; American Carry trade; Chief dealer back trade;

   Sammanfattning : This thesis examines the carry trade movements from 1990 to 2020. The purpose is to evaluate how an actively managed carry trade has behaved during different market conditions. LÄS MER