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Showing result 1 - 5 of 71 swedish dissertations matching the above criteria.

  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 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

  5. 3. Essays on Currency Risk and Financial Frictions

    Author : Valeri Sokolovski; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : This doctoral thesis consists of four independent empirical papers in financial economics.Although my work analyses three different financial markets (currencies, credit defaultswaps and exchange traded funds) the common thread is financial frictions. READ MORE

  6. 4. Currency Markets - Equilibrium and Expectations

    Author : Joakim Ekstrand; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Economics; econometrics; Indeterminacy; Overlapping Generations; Temporary Equilibrium; Currency Prices; Exchange Rates; Expectations; Uncertainty;

    Abstract : The thesis consists of three essays on currency markets, equilibrium and expectations. The first essay examines currency markets in the setting of a temporary equilibrium model with two currencies and two central banks, where consumers have one-point expectations. READ MORE

  7. 5. 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