Search for dissertations about: "Foreign exchange risk premium"

Showing result 1 - 5 of 7 swedish dissertations containing the words Foreign exchange risk premium.

  2. 1. Essays on exchange rates and international finance

    Author : Marianne Nessén; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : This dissertation consists of three essays. Essay 1: Common Trends in Prices and Exchange Rates – Tests of Long-Run Purchasing Power Parity. This essay examines the empirical validity of long-run purchasing power parity by means of multivariate cointegration tests due to Johansen (1988, 1991a). READ MORE

  4. 2. On monetary policy and interest rate determination in an open economy

    Author : Lars Hörngren; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : Swedish financial markets, in particular the money market, have developed very rapidly during the 1980s. Concurrently, there has been an equally drastic change in the conduct of monetary policy and a shift away from the previous reliance on regulatory policy instruments. READ MORE

  5. 3. Macroeconomic policies and the balance of payments

    Author : Anders Vredin; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : This thesis is a study of the relation between macroeconomic policies and the balance of payments. It is focused on institutional factors and empirical regularities pertaining to the Swedish economy. A major topic is the question whether there is any theoretical and empirical evidence that Sweden has some monetary autonomy. READ MORE

  6. 4. Analysis of Mining Investments in Zimbabwe

    Author : Ronald Chifamba; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Investment; minerals; natural resource; uncertainty; irreversibility; cost function; consumption; return; investment; risk premia; user-cost; capital; Zimbabwe;

    Abstract : The papers in this thesis investigate issues related to investment with particular reference to the mining sector in Zimbabwe. Issues analysed are the levels of risk premia that attract investment in minerals in developing countries, whether firms in the sector manage to reduce operation to optimal levels consistent with theoretical predictions, and the extent to which irreversibility has reduced investment expenditures. READ MORE

  7. 5. Empirical essays on macro-financial linkages

    Author : Ola Melander; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : How do financial variables, such as firms’ cash flow and banks’ capital, affect macroeconomic variables, such as investment and GDP growth? What are the macroeconomic effects of exchange rate depreciation in countries where firms and households have extensive foreign-currency liabilities? The doctoral thesis Empirical Essays on Macro-Financial Linkages consists of four separate papers in the field of empirical macroeconomics. The first three papers investigate the macroeconomic implications of financial-market imperfections. READ MORE