Sökning: "Exchange rate uncertainty"

Visar resultat 1 - 5 av 17 avhandlingar innehållade orden Exchange rate uncertainty.

  1. 1. Essays on exchange rate risk and uncertainty

    Författare :Dan Nyberg; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Exchange rates; Foreign exchange risk; Växelkurser; Valutarisk;

    Sammanfattning : .... LÄS MER

  3. 2. Macroeconomic Uncertainty and Exchange Rate Policy

    Författare :Erik Post; Nils Gottfries; Annika Alexius; Kai Leitemo; Uppsala universitet; []
    Nyckelord :Social sciences; SAMHÄLLSVETENSKAP;

    Sammanfattning : Essay 1 (with Annika Alexius) uses a structural VAR model to study the role of floating exchange rates for five "small open economies" with inflation targets. We show that only in Sweden and Canada does the nominal exchange rate behave in a stabilizing way. Most exchange rate movements are responses to non-fundamental shocks. LÄS MER

  4. 3. Expectations, Uncertainty, and Monetary Policy

    Författare :David Kjellberg; Annika Alexius; Nils Gottfries; Ulf Söderström; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Monetary Policy; Expectations; Uncertainty; Uncovered Interest Parity; Interest Rates; Economics; Nationalekonomi;

    Sammanfattning : Essay 1 - To evaluate measures of expectations I examine and compare some of the most common methods for capturing expectations: the futures method which utilizes financial market prices, the VAR forecast method, and the survey method. I study average expectations on the Federal funds rate target, and the main findings can be summarized as follows: i) the survey measure and the futures measure are highly correlated; the correlation coefficient is 0. LÄS MER

  5. 4. Currency Markets - Equilibrium and Expectations

    Författare :Joakim Ekstrand; Nationalekonomiska institutionen; []
    Nyckelord :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;

    Sammanfattning : 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. LÄS MER

  7. 5. Prices, profits and exchange rates

    Författare :Richard Friberg; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : .... LÄS MER