Search for dissertations about: "Pär Sjölander"

Found 2 swedish dissertations containing the words Pär Sjölander.

2. 1. Simulation-Based Approaches in Financial Econometrics

   Author : Pär Sjölander; Mohsen Bahmani-Oskooee; Jönköping University; []
   Keywords : Economics; Nationalekonomi;

   Abstract : This doctoral thesis consists of four chapters all related to the field of financial econometrics. The main contributions are based on the empirical evaluation of theories in or related to financial economics supported by the recent advances of models and simulation-based methods in time-series econometrics. READ MORE

4. 2. Asymmetry and multiscale dynamics in macroeconomic time series analysis

   Author : Olivier Habimana; Pär Sjölander; Kristofer Månsson; Guglielmo Maria Caporale; Jönköping University; []
   Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; SAMHÄLLSVETENSKAP; NATURAL SCIENCES; SOCIAL SCIENCES;

   Abstract : This thesis consists of three independent articles preceded by an introductory chapter. The first two articles focus on exchange rate dynamics in emerging market and developing economies, taking into account nonlinearities and asymmetries which are relevant for these countries and are potentially due to (i) transaction costs and other market frictions, and (ii) official intervention in the foreign exchange market. READ MORE