Sökning: "Dynamic correlation. Paper 2: Exchange rates"

Hittade 2 avhandlingar innehållade orden Dynamic correlation. Paper 2: Exchange rates.

1. 1. Essays on exchange rates and prices

   Författare :Fredrik Wilander; Handelshögskolan i Stockholm; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Sammanfattning : This thesis consists of five separate papers, broadly within the field of International Finance. The first paper, An Empirical Analysis of the Currency Denomination in International Trade, investigates the choice of currency in international trade transactions by Swedish exporting firms. LÄS MER

3. 2. Essays on Interdependencies in Emerging Markets

   Författare :Anders C Johansson; Göteborgs universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Paper 1:Bond markets; Asia; Cointegration; Multivariate GARCH; Dynamic correlation. Paper 2: Exchange rates; Stock markets; Asia; Causality; Wavelet analysis; Timescales; Heterogenous markets;

   Sammanfattning : .... LÄS MER