Search for dissertations about: "currency market"

Showing result 1 - 5 of 30 swedish dissertations containing the words currency market.

2. 1. Essays on currency markets

   Author : Duc-Hoang Hoang; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; currency market; central bank communication; sentiment; carry trade; momentum;

   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

4. 2. Essays in international risk sharing : Currency strategies and credit cycles

   Author : Tommy von Brömsen; Handelshögskolan i Stockholm; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   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

5. 3. Essays on systemic risk and financial market volatility

   Author : Dominika Krygier; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; systemic risk; Volatility; Volatility forecasting; Bitcoin; implicit guarantees; Financial stability; Leverage; Value-at-Risk; CoVaR; networks; Centrality; interconnectedness; Financial crisis; Stock market; Banks; Financial Markets;

   Abstract : This doctoral thesis consists of four independent research papers. All papers are empirical and cover the area of financial market risk, with a particular focus on systemic risk and volatility in financial markets. READ MORE

6. 4. Essays on Financial Risks and Derivatives with Applications to Electricity Markets and Credit Markets

   Author : Rikard Green; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Markov Chain Monte Carlo; Jump Diffusion Process; Stochastic Volatility; VaR; Electricity Markets; Market Risk; Forward Curve; Credit Risk; Currency Effects;

   Abstract : Contracts traded on international financial and commodity markets are associated with complex risk structures. In this dissertation we are concerned with two specific types of risks; market risks and credit risks. The first chapter investigates market risks in the context of the Nordic electricity market. READ MORE

7. 5. Essays on Network Effects and Money

   Author : Mikael Stenkula; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic systems; economic policy; ekonomiska system; ekonomisk politik; economic theory; econometrics; Economics; network externality; network effect; Euro; EMU; monetary union; parallel currencies; monetary reforms; monetary systems; money; Currency; Nationalekonomi; ekonometri; ekonomisk teori;

   Abstract : This thesis contains four separate papers in the field of monetary economics. The common basis for all the papers is that they deal with money and network effects in one way or another. Although the common basis is the same in all the articles, different approaches are used: theory, econometrics and history of economic thought. READ MORE