Search for dissertations about: "foreign exchange rate"

Showing result 1 - 5 of 24 swedish dissertations containing the words foreign exchange rate.

  1. 1. Chartist trading in exchange rate theory

    Author : Carina Selander; Karl-Gustaf Löfgren; Anders Vredin; Umeå universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Chartist Trading; Foreign Exchange; Overshooting; Sterilized Intervention; Target Zone; Taylor Rules; Economics; Nationalekonomi;

    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

  2. 2. Essays on exchange rate risk and uncertainty

    Author : Dan Nyberg; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; Exchange rates; Foreign exchange risk; Växelkurser; Valutarisk;

    Abstract : .... READ MORE

  3. 3. Essays on Unemployment and Real Exchange Rates

    Author : Hans Lindblad; Torsten Persson; Ragnar Nymoen; Stockholms universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Exchange Rates; Labor Mobility; NAIRU; Natural Rate; Phillips Curve; Economics; Nationalekonomi; Economics; nationalekonomi;

    Abstract : In the first essay, Persistence in Swedish Unemployment Rates, we study if there is no or weak tendency in unemployment rates to revert back to previous levels. Persistence is caused by: natural rate shocks, long unemployment cycles, and spill-over from cyclical to permanent unemployment. We find evidence of high persistence. READ MORE

  4. 4. Macroeconomic Uncertainty and Exchange Rate Policy

    Author : Erik Post; Nils Gottfries; Annika Alexius; Kai Leitemo; Uppsala universitet; []
    Keywords : Social sciences; SAMHÄLLSVETENSKAP;

    Abstract : Essay 1 (with Annika Alexius) uses a structural VAR model to study the role of floating exchange rates for five "small open economies" with inflation targets. We show that only in Sweden and Canada does the nominal exchange rate behave in a stabilizing way. Most exchange rate movements are responses to non-fundamental shocks. READ MORE

  5. 5. Empirical tests of exchange rate and stock return models

    Author : Anna Lindahl; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Foreign exchange order flow; Microstructure; Stock return predictability;

    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