Sökning: "Uncovered Interest rate Parity UIP"

Visar resultat 1 - 5 av 11 uppsatser innehållade orden Uncovered Interest rate Parity UIP.

  1. 1. How does unexpected news about employment affect the exchange rate?

    Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Otto Aspemo; Joel Grönblad; [2023]
    Nyckelord :Central Bank; Employment Change; Exchange Rate; Interest Rate Differential; Monetary Policy; UncoveredInterest Rate Parity Condition;

    Sammanfattning : The research conducted intends to examine how unexpected changes in employment may affect both exchange rates and interest rates. The results used in the analysis are extracted by running two ordinary least squares regressions with data structured as an unbalanced panel. LÄS MER

  3. 2. Växelkursdynamik vid stora monetära policybeslut : Fallet Schweiz 2015

    Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Emil Hansson; [2022]
    Nyckelord :Penningpolitik; Dornbusch Overshooting Theory; Växelkursfluktuationer; Uncovered Interest rate Parity UIP ; T-test;

    Sammanfattning : Ett flertal teorier försöker förklara de starka fluktuationer växelkurser under rörlig regim uppvisar vid monetära policychocker. En av dessa teorier, Rüdiger Dornbusch:s överreaktionsmodell, menar att fluktuationer kan förklaras av skillnader i den tid varurespektive kapitalmarknaden behöver för att anpassa sig till det förändrade penningutbudet. LÄS MER

  4. 3. Is the Carry Trade strategy an explanation of the Uncovered Interest Parity puzzle?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Benjamin Albertsson; [2018]
    Nyckelord :Uncovered interest rate parity; UIP puzzle; Carry trade.; Business and Economics;

    Sammanfattning : This paper examines the uncovered interest rate parity (UIP) and extends the analysis in Spronk, Verschoor and Zwinkels (2013) by looking at the UIP between Sweden and the United Kingdom. The flaws of the UIP and the reasons for why it does not seem to hold, has been called the UIP puzzle. LÄS MER

  5. 4. Relationship between Currency Carry Trades and Gold Returns : A quantitative study of G-10 currencies: correlation and spillover effects for the last two decades.

    Master-uppsats, Umeå universitet/Företagsekonomi

    Författare :Johannes Hornbrinck; Jonas Olausson; [2014]
    Nyckelord :Gold; Currency Carry Trades; Carry Trades; Portfolio choice; Sweden; Gold Hege; Gold diversifier; Gold safe-haven; UIP; Relationship;

    Sammanfattning : Currency carry trade is an investment strategy that recently started gaining a lot of interest not only among investors and financial institutions but also academically. One of the underlying theoretical assumptions regarding the mechanisms of the foreign exchange market, the Uncovered Interest Parity has frequently been disproved in practice which has led to the conclusion that carry trade is profitable in practice. LÄS MER

  7. 5. Interest Rate Parity and Monetary Integration: A Cointegration Analysis of Sweden and the EMU

    Kandidat-uppsats, KTH/Matematik (Inst.)

    Författare :Richard Ruthberg; Steven Zhao; [2014]
    Nyckelord :Interest Rate Parity IRP ; Covered Interest Parity CIP ; Uncovered Interest Parity UIP ; Forward Rate Unbiasedness Hypothesis FRUH ; Monetary Integration; Sweden; EMU; STIBOR; EURIBOR; Cointegration; Johansen Test; Dynamic OLS; ränteparitet; ränteparitetsvillkoret; kurssäkrad ränteparitet; icke-kurssäkrad ränteparitet; effektiva marknadshypotesen; valutaterminer; monetär integration; Sverige; EMU; STIBOR; EURIBOR; kointegration; Johansen test; dynamisk OLS;

    Sammanfattning : This thesis provides a thorough analysis of the covered- and uncovered interest parity conditions (CIP, UIP) as well as the forward rate unbiasedness hypothesis (FRUH) for Sweden and the European Economic and Monetary Union (EMU). By studying data on interbank rates in Sweden (STIBOR) and the EMU (EURIBOR) as well as the corresponding spot- and forward exchange rates, monetary integration and country-specific risks are determined and analyzed with direct applications to the potential entry of Sweden into the EMU. LÄS MER