Search for dissertations about: "thesis on currency"

Showing result 16 - 20 of 71 swedish dissertations containing the words thesis on currency.

  2. 16. Essays on systemic risk and financial market volatility

    Author : Dominika Krygier; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; systemic risk; Volatility; Volatility forecasting; Bitcoin; implicit guarantees; Financial stability; Leverage; Value-at-Risk; CoVaR; networks; Centrality; interconnectedness; Financial crisis; Stock market; Banks; Financial Markets;

    Abstract : This doctoral thesis consists of four independent research papers. All papers are empirical and cover the area of financial market risk, with a particular focus on systemic risk and volatility in financial markets. READ MORE

  4. 17. 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. 18. On Statistical Aspects of Modelling Financial Volatility

    Author : Farrukh Javed; Statistiska institutionen; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Causality Dynamic conditional correlation Jumps Mixed-data-sampling Volatility;

    Abstract : This thesis is comprised of five papers that are all related to the subject of financial time series. We study statistical aspects of conditional heteroskedastic models commonly used in modelling financial volatility. Paper I discusses the performance of commonly known information criteria in the presence of various GARCH processes. READ MORE

  6. 19. Empirical essays on the monetary markets of developing countries

    Author : Andualem Mengistu; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : .... READ MORE

  7. 20. German second home owners in the Swedish countryside : on the internationalization of the leisure space

    Author : Dieter K. Müller; Umeå universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Tourism; second homes; countryside; Sweden; Germany; tourist motivation; innovation diffusion; integration; gentryfication; GIS;

    Abstract : Between 1991 and 1996 the number of German second home owners in Sweden increased from about 1,500 to more than 5,500. The purpose of this thesis is to give a comprehensive description and analysis of the German cottage purchases in Sweden, 1991-96. READ MORE