Sökning: "Uncoverd Interest Parity"

Hittade 1 uppsats innehållade orden Uncoverd Interest Parity.

  1. 1. Test av icke-kurssäkrad ränteparitet med fokus på riskpremien och möjliga förklarande faktorer

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Ulrica Ahlberg; [2005]
    Nyckelord :Uncoverd Interest Parity; Exchange Rate; Risk Premium; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Sammanfattning : This thesis aims to evaluate the concept of Uncovered Interest Parity. The parity states that the logarithmic difference between domestic and foreign interest rate equals the logarithmic difference between expected future spot exchange rate and the spot exchange rate, . LÄS MER