Search for dissertations about: "Currency risk"
Showing result 1 - 5 of 23 swedish dissertations containing the words Currency risk.
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1. Essays in international risk sharing : Currency strategies and credit cycles
Abstract : In order to earn excess returns, investors must take on risk. For an international investor that risk can be characterized as either country-specific or global. While the former risks are contained within a given country, global risks are spread across economies and can potentially affect investors around the world. READ MORE
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2. Insurance and cartels through wars and depressions : Swedish Marine insurance and reinsurance between the World Wars
Abstract : The aim of this thesis is to enhance our understanding of Swedish marine insurers' choices of business strategies under the potentially difficult business circumstances of the interwar period 1918-1939. Little previous research exists on marine insurance during the interwar period. READ MORE
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3. Essays on currency markets
Abstract : This doctoral dissertation comprises three independent essays which cover different aspects of the currency market.The first paper, Long-run and short-run risk premium in currency market, investigates the risk premium of the long-run and short-run volatility component of exchange rate returns in the currency market. READ MORE
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4. Essays on Currency Risk and Financial Frictions
Abstract : This doctoral thesis consists of four independent empirical papers in financial economics.Although my work analyses three different financial markets (currencies, credit defaultswaps and exchange traded funds) the common thread is financial frictions. READ MORE
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5. Currency Markets - Equilibrium and Expectations
Abstract : The thesis consists of three essays on currency markets, equilibrium and expectations. The first essay examines currency markets in the setting of a temporary equilibrium model with two currencies and two central banks, where consumers have one-point expectations. READ MORE