Search for dissertations about: "The relationship between exchange rate changes on macroeconomic variables"

Found 3 swedish dissertations containing the words The relationship between exchange rate changes on macroeconomic variables.

  2. 1. Essays on the Scandinavian Stock Markets

    Author : Jonas Söderberg; Ghazi Shukur; Carsten Tanggaard; Växjö universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Scandinavian stock markets; Liquidity; Market microstructure theory; Liquidity spillover; Vector autoregression analysis; Forecasting; Out-of-sample tests; Copulas; Risk management; Economics; Nationalekonomi; Economics; Nationalekonomi;

    Abstract : This thesis consists of three self-contained empirical essays related to the stock markets in Denmark, Norway, and Sweden.In Essay I, the time-series dynamics of liquidity on the Scandinavian stock exchanges between January 1993 and June 2005 are studied with liquidity indices. READ MORE

  4. 2. Dynamics of macroeconomic and financial variables in different time horizons

    Author : Hyunjoo Kim Karlsson; R. Scott Hacker; Catherine L. Mann; Jönköping University; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : This dissertation consists of an introductory chapter and four papers dealing with financial issues of open economies, which can be in two broad categorizations: 1) exchange rate movements and 2) stock market interdependence. The first paper covers how the exchange rate changes affect the prices of internationally traded goods. READ MORE

  5. 3. Empirical Essays on Financial Economics

    Author : Henrik Degrér; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Swap Agreements; Default Risk; Economic Conditions Index; Finansiering; Financial science; Term Structure of Interest Rates;

    Abstract : In the first essay of this thesis we develop a model for calculating the net expected value of a swap agreement subject to dual-default risk. The main explanatory variable for the net expected return of a swap is the default intensity of each party measured by the credit rating of the firm. READ MORE