Sökning: "Uncovered interest rate parity"

Visar resultat 1 - 5 av 21 uppsatser innehållade orden Uncovered interest rate parity.

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. Exchange Rate Risk and Forecasting

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Ian Wallgren; [2022]
   Nyckelord :Exchange rate risk; exchange rate forecasting; Autoregressive Integrated Moving Average ARIMA ; Uncovered Interest Rate Parity UIRP ; Business and Economics;

   Sammanfattning : Since the collapse of the Bretton Woods system, the system of fixed exchange rates amongst principal industrial countries, in the early 1970s, a new era began, introducing the floating exchange rate regime. Since the inception of the floating rate regime, the general interest in forecasting exchange rate movements has grown considerably. LÄS MER

5. 4. Uncovered Interest Parity and the Financial Crisis of 2007 : An econometric study of the robustness of the uncovered interest parity over different time periods, with varying economic stability.

   Kandidat-uppsats, Högskolan i Jönköping/IHH, Nationalekonomi

   Författare :Karl Rohlén; Pontus Ekdahl; [2019]
   Nyckelord :Uncovered interest parity; interest parity; interbank offering rates; yield to maturity; short-horizon; long-horizon;

   Sammanfattning : The current intellectual climate regarding economics seems to be at an agreement regarding the theory of uncovered interest parity and its unreliability within real life application. The purpose of this thesis is to test how the theory holds over periods with varying economic stability, both using a short- and long-horizon test in order to establish the usefulness of uncovered interest parity as a predictor for exchange rate movements. LÄS MER

7. 5. 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