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1. 1. Essays on currency markets

   Författare :Duc-Hoang Hoang; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; currency market; central bank communication; sentiment; carry trade; momentum;

   Sammanfattning : 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. LÄS MER