Search for dissertations about: "foreign exchange rate"

Showing result 11 - 15 of 32 swedish dissertations containing the words foreign exchange rate.

  2. 11. Essays on exchange rates and international finance

    Author : Marianne Nessén; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : This dissertation consists of three essays. Essay 1: Common Trends in Prices and Exchange Rates – Tests of Long-Run Purchasing Power Parity. This essay examines the empirical validity of long-run purchasing power parity by means of multivariate cointegration tests due to Johansen (1988, 1991a). READ MORE

  4. 12. Essays on stock prices and exchange rates

    Author : Stefan Nydahl; Uppsala universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi; Economics; Nationalekonomi; nationalekonomi; Economics;

    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

  5. 13. Hedging of contracts, anticipated positions and tender offers : a study of corporate foreign exchange rate risk and/or price risk

    Author : Catharina Lagerstam; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : A company is susceptible to the risk incurred by stochastic prices, measured in the domestic currency unit. The random characteristic stems from a stochastic domestic price or from a stochastic foreign exchange rate possibly combined with a locally stochastic price. The risk may be reduced by initiating hedging activities. READ MORE

  6. 14. On monetary policy and interest rate determination in an open economy

    Author : Lars Hörngren; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : Swedish financial markets, in particular the money market, have developed very rapidly during the 1980s. Concurrently, there has been an equally drastic change in the conduct of monetary policy and a shift away from the previous reliance on regulatory policy instruments. READ MORE

  7. 15. Insurance and cartels through wars and depressions : Swedish Marine insurance and reinsurance between the World Wars

    Author : Gustav Jakob Petersson; Magnus Lindmark; Lars-Fredrik Andersson; Robin Pearson; Umeå universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Interwar period; world war I; first world war; second world war; world war II; deflation crisis; great depression; insurance history; marine insurance; Swedish insurance; international insurance; cartel theory; reinsurance theory; risk diversification theory; agency theory; exchange-rate fluctuations; currency risks; monetary risks; British competition; English competition; Lloyd s; cartelisation; cartel; international cartel; tariffs; stock insurance company; mutual insurance company; stock insurers; mutual insurers; The Swedish Association of Marine Underwriters; Sjöassuradörernas förening; prohibition of competition; price agreements; market division agreements; cheating; international competition; The International Union of Marine Insurance; IUMI; Internationaler Transport-Versicherungs-Verband; reinsurance; reinsurance retention ratio; loss ratio; combined ratio; reinsurance crisis; information asymmetry; information asymmetries; risk diversification; Internationaler Transport-Versicherungs-Verband; Versicherungsgeschichte; Transportversicherung; Zwischenkriegszeit; Versicherungskrise; Versicherungskartell; Rückversicherung; Mellankrigstiden; första världskriget; andra världskriget; deflationskrisen; stora depressionen; försäkringshistoria; marinförsäkring; sjöförsäkring; svensk försäkring; internationell försäkring; kartellteori; återförsäkringsteori; riskdiversifiering; incitamentsteori; växelkursfluktuationer; valutarisk; brittisk konkurrens; engelsk konkurrens; Lloyd s; monetär risk; kartellisering; tariffer; försäkringsaktiebolag; ömsesidiga försäkringsbolag; Sjöassuradörernas förening; The Swedish Association of Marine Underwriters; prisöverenskommelser; marknadsuppdelningsavtal; konkurrensförbud; konkurrensavtal; avtalsbrott; internationell konkurrens; The International Union of Marine Insurance; IUMI; Internationaler Transport-Versicherungs-Verband; återförsäkring; återförsäkringskris; återförsäkringsgrad; informationsassymetrier; riskdiversifiering; förlustkvot; ekonomisk historia; Economic History;

    Abstract : The aim of this thesis is to enhance our understanding of Swedish marine insurers' choices of business strategies under the potentially difficult business circumstances of the interwar period 1918-1939. Little previous research exists on marine insurance during the interwar period. READ MORE