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Showing result 1 - 5 of 19 swedish dissertations matching the above criteria.
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1. Chartist trading in exchange rate theory
Abstract : This thesis consists of four papers, of which paper 1 and 4 are co-written with Mikael Bask. Paper [1] implements chartists trading in a sticky-price monetary model for determining the exchange rate. It is demonstrated that chartists cause the exchange rate to "overshoot the overshooting equilibrium" of a sticky-price monetary model. READ MORE
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2. Foreign Direct Investment by Large Swedish Firms - the Role of Economic Integration and Exchange Rates
Abstract : Two important features of the global economy in the last few decades have been the increasing degree of regional economic integration and the increasing volatility of real exchange rates. Due to the EU membership and the single European currency, issues related to regional economic integration and exchange rate changes hold prominence on the business and political agenda in Sweden. READ MORE
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3. 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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4. Essays on exchange rates and prices
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
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5. Essays on Investor Behavior and Trading Strategies in International Financial Markets
Abstract : This dissertation contains four articles that in different ways inform on investor behavior in international financial markets, their impact on the underlying market, and the trading strategies that they pursue.Article I studies how hedge funds herd in currency future contracts and how it is affecting the underlying market. READ MORE