Search for dissertations about: "exchange rate and stock returns using"
Found 5 swedish dissertations containing the words exchange rate and stock returns using.
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1. Empirical tests of exchange rate and stock return models
Abstract : Abstracts to ”Empirical tests of exchange rate and stock return models” Order flow in the Foreign Exchange Market Price discovery in foreign exchange markets is explored using Swedish data including trades from both the customer and the interdealer market. The data set represents a majority of all executed trades in the EURSEK exchange rate over a four-year time period. READ MORE
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2. Essays on stock prices and exchange rates
Abstract : This thesis consists of five self-contained essays:Essay 1 evaluates several time series models of exchange rate volatility to predict the daily volatility of the U.S. dollar versus the currencies of Germany, Canada and Japan. The models are compared both within-sample and out-of-sample with the main focus on the latter. READ MORE
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3. Essays on the Namibian Economy
Abstract : This thesis consists of an introduction and four papers exploring various aspects of the Namibian economy. These aspects cover shadow pricing, environmental valuation and capital market development in Namibia. Paper I estimates the shadow prices of capital, labour and foreign exchange for the Namibian economy. READ MORE
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4. Empirical Essays on Financial Economics
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
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5. Essays on Macroeconomics
Abstract : This thesis consists of three essays on macroeconomics.“Inattentive Consumers in General Equilibrium” explores the effects of heterogeneity in planning propensity on wealth inequality and asset prices. READ MORE