Sökning: "Uncovered Interest Parity"
Hittade 3 avhandlingar innehållade orden Uncovered Interest Parity.
1. Expectations, Uncertainty, and Monetary Policy
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
2. Empirical essays on macro-financial linkages
Sammanfattning : How do financial variables, such as firms’ cash flow and banks’ capital, affect macroeconomic variables, such as investment and GDP growth? What are the macroeconomic effects of exchange rate depreciation in countries where firms and households have extensive foreign-currency liabilities? The doctoral thesis Empirical Essays on Macro-Financial Linkages consists of four separate papers in the field of empirical macroeconomics. The first three papers investigate the macroeconomic implications of financial-market imperfections. LÄS MER
3. Växelkurspolitik och marknadsintegration. De utländska växelkurserna i Sverige 1834-1880
Sammanfattning : This dissertation deals with the process of stabilisation of foreign exchange rates in Sweden between 1834 and 1880, a period in which foreign trade and the financial system underwent radical changes. Neither was the exchange rate policy static - although it changed within a stable framework of a specie standard. LÄS MER
