Sökning: "exchange rate equilibrium"

Visar resultat 1 - 5 av 20 uppsatser innehållade orden exchange rate equilibrium.

  1. 1. Hur mycket ska en euro kosta? : Reala jämviktsväxelkurser och inflationsutfall vid eurons införande

    Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Albert Bergman; [2024]
    Nyckelord :real exchange rate misalignment; equilibrium exchange rates; euro; inflation; real jämviktsväxelkurs; euro; inflation;

    Sammanfattning : This study has analysed the misalignment of the real exchange rates of the eleven original euro members at the introduction of the euro, and their consequences for inflation in the first five and ten years of the monetary union. Using four separate models of real equilibrium exchange rates, the largest overvaluations are found for Portugal and Germany, and the largest undervaluations are found for Ireland and Finland. LÄS MER

  3. 2. Fractional Cointegration and Price Discovery in FX Markets

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Johan Faxner; [2023]
    Nyckelord :exchange rates; price discovery; fractional cointegration; market microstructure; covered interest rate parity;

    Sammanfattning : I employ bivariate fractionally cointegrated vector autoregressive models to analyze price discovery on the EUR/GBP market. Using daily spot rates between 2010 and 2022 along with corresponding one-month and three-month forward rates, I extract parameter estimates for pairwise long-run relationships, each pair containing a spot and a forward. LÄS MER

  4. 3. Does Exchange Rate Misalignment Mediate the Effect of Tariff on Exports: An Example of US Tariff and Canada Exports in Steel and Aluminum

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Zhi Li; [2022]
    Nyckelord :exchange rate misalignment; exchange rate equilibrium; mediation model; Trump Tariff;

    Sammanfattning : Exchange rate is an important price ratio interacting with both real and nominal variables. It is not clear yet how the misalignment of exchange rate can interact with trade policies and affect trade flows. This paper tries to answer the question in the case where Tariff is shortly levied by the US on Canada exports in steel and aluminum. LÄS MER

  5. 4. Hur väl har euron anpassat sig till PPP jämnvikten sedan införandet?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Oliver Winchester; Lucas Sammarco; [2021]
    Nyckelord :EMU; purchasing power parity; nominal exchange rate regime; panel unit root test; Business and Economics;

    Sammanfattning : The purpose of this paper is to examine whether the real imbalances that have arisen in the economy since the introduction of the euro are improving over time. By using panel data to test for a unit root in and measuring the half-life of eleven euro countries’ real exchange rates under different exchange rate systems from 1957 to 2019, we can investigate how the euro has affected the deviations from the PPP equilibrium. LÄS MER

  7. 5. The Relationship Between Macroeconomic Variables and Sector Indices : An empirical investigation of the Swedish stock market

    Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Gottfrid Bylund Månsson; Anton Erlandsson; [2021]
    Nyckelord :;

    Sammanfattning : This study hypothesizes a relationship between different stock market sector indicesand their relationship to macroeconomic variables. Previous studies investigates therelationship between broad stock market indices and macroeconomic variables, with fewresearching stock market sector indices. LÄS MER