Determinants of exchange rates: an empirical analysis

Detalhes bibliográficos
Autor(a) principal: Canelas, José Pedro Lourenço Prates
Data de Publicação: 2014
Tipo de documento: Dissertação
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10362/11689
Resumo: A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics
id RCAP_4ff7d0c53b53987fc3ce729a59da5f8a
oai_identifier_str oai:run.unl.pt:10362/11689
network_acronym_str RCAP
network_name_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository_id_str 7160
spelling Determinants of exchange rates: an empirical analysisExchange ratesFinancial crisisCarry tradeLag relationship in returnsIn-sample significanceA Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and EconomicsThis research focuses on the possible lag relationship among exchange rates. The period considered (2000-2013) comprises the Financial Crisis and therefore it was divided into two distinct periods: before and during the crisis. Before the crisis, the returns of Sweden and the Euro Zone seem to have impact on the British, Korean and Australian ones. During the crisis, there is evidence of the Euro and Sterling Pound influence on the Australian and New Zealand Dollar. Interestingly, the Swedish Krona is significant, in both periods, for the Korean Won, leading to deepen their common “technological profile” or the significance of major companies of both countries on Sweden’s returns. Carry trade is also presented as a possible justification for the Australian Dollar’s importance.NSBE - UNLRodrigues, Paulo Manuel MarquesRUNCanelas, José Pedro Lourenço Prates2014-03-18T16:06:38Z2014-012014-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10362/11689TID:201529360enginfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-03-11T03:46:18Zoai:run.unl.pt:10362/11689Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:20:28.500262Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Determinants of exchange rates: an empirical analysis
title Determinants of exchange rates: an empirical analysis
spellingShingle Determinants of exchange rates: an empirical analysis
Canelas, José Pedro Lourenço Prates
Exchange rates
Financial crisis
Carry trade
Lag relationship in returns
In-sample significance
title_short Determinants of exchange rates: an empirical analysis
title_full Determinants of exchange rates: an empirical analysis
title_fullStr Determinants of exchange rates: an empirical analysis
title_full_unstemmed Determinants of exchange rates: an empirical analysis
title_sort Determinants of exchange rates: an empirical analysis
author Canelas, José Pedro Lourenço Prates
author_facet Canelas, José Pedro Lourenço Prates
author_role author
dc.contributor.none.fl_str_mv Rodrigues, Paulo Manuel Marques
RUN
dc.contributor.author.fl_str_mv Canelas, José Pedro Lourenço Prates
dc.subject.por.fl_str_mv Exchange rates
Financial crisis
Carry trade
Lag relationship in returns
In-sample significance
topic Exchange rates
Financial crisis
Carry trade
Lag relationship in returns
In-sample significance
description A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics
publishDate 2014
dc.date.none.fl_str_mv 2014-03-18T16:06:38Z
2014-01
2014-01-01T00:00:00Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10362/11689
TID:201529360
url http://hdl.handle.net/10362/11689
identifier_str_mv TID:201529360
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv NSBE - UNL
publisher.none.fl_str_mv NSBE - UNL
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
repository.mail.fl_str_mv
_version_ 1799137846117793792

Registros relacionados