Search for dissertations about: "Dynamic correlation. Paper 2: Exchange rates"

Found 2 swedish dissertations containing the words Dynamic correlation. Paper 2: Exchange rates.

  2. 1. Essays on exchange rates and prices

    Author : Fredrik Wilander; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : This thesis consists of five separate papers, broadly within the field of International Finance. The first paper, An Empirical Analysis of the Currency Denomination in International Trade, investigates the choice of currency in international trade transactions by Swedish exporting firms. READ MORE

  4. 2. Essays on Interdependencies in Emerging Markets

    Author : Anders C Johansson; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Paper 1:Bond markets; Asia; Cointegration; Multivariate GARCH; Dynamic correlation. Paper 2: Exchange rates; Stock markets; Asia; Causality; Wavelet analysis; Timescales; Heterogenous markets;

    Abstract : .... READ MORE