Sökning: "interest parity"

Visar resultat 1 - 5 av 46 uppsatser innehållade orden interest parity.

  1. 1. Kan värdet på den svenska kronan förklaras av räntedifferenser mellan länder? : En empirisk analys av det öppna ränteparitetsvillkoret på kort sikt

    Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Jessica Törnberg; Christine Eriksson; [2024]
    Nyckelord :Central bank policy rates; Monetary policy; Nominal exchange rate; Nominal interest rate; Open Interest Parity Condition; Safe haven ; Nominell växelkurs; Nominell ränta; Penningpolitik; Safe haven; Styrränta; Öppet ränteparitetsvillkor ;

    Sammanfattning : Under de senaste 14 åren har den svenska kronan genomgått en period av depreciering mot många andra valutor. Detta väcker frågan om vad som ligger till grund för växelkursens rörelser. LÄS MER

  3. 2. A European Material Kuznets Curve

    Kandidat-uppsats, Stockholms universitet/Nationalekonomiska institutionen

    Författare :Pyry Järvinen; Emil Fernström; [2023]
    Nyckelord :Material Kuznets Curve; Environmental Kuznets Curve; Economic Growth; Economics Development; Material Footprint; Emissions; Sustainable Growth; Decoupling; Europe;

    Sammanfattning : This bachelor thesis investigates the correlation between 28 European countries’material footprints (MF), as proxied by their Raw Material Consumption (RMC)per capita, and the environmental impact indicated by their carbon dioxide (CO2)emissions per capita, respectively, with their economic development, measured bytheir purchase power parity adjusted gross domestic product (GDP) per capita,during the period of 2008 to 2019. Specifically, through the theoretical frameworkof the Environmental Kuznets Curve (EKC) and by utilizing Fixed EffectsOrdinary Least Squares regression models as well as Pooled Mean Groupestimation, the thesis asks whether or not evidence can be found for the possibleexistence of an EKC, an inverted-U shaped relationship between environmentaldegradation and economic development, within this European context. LÄS MER

  4. 3. 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

  5. 4. 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

  7. 5. A case study of the lead time between eliciting and implementing the requirements in mobile game apps

    Master-uppsats, Blekinge Tekniska Högskola/Institutionen för programvaruteknik

    Författare :Guanqun Liu; Qianwen Liu; [2022]
    Nyckelord :lead time; mobile game apps; user reviews; user requirements;

    Sammanfattning : Context. There has been a remarkable growth of the mobile game industry since the raging pandemic covid-19 destroyed many businesses across several industries [1]. Nowadays mobile gaming has been one of the highest performing industries globally, raking in more billions in revenue [1,2]. LÄS MER