publication . Thesis

Essays on exchange rate and interest rate fluctuations

Nikolaou, Kleopatra;
Open Access English
  • Country: United Kingdom
Abstract
The aim of this thesis is to further investigate new empirical methods, results and implications on major topics relating to foreign exchange and interest rate markets. To this end, this thesis is organised in three chapters. The first chapter focuses on nominal exchange rates. It extends the literature of foreign exchange unbiasedness by including information from different derivatives markets. For the purpose of this thesis, it also implicitly provides a lead on the behaviour of interest rate differentials. The second chapter uses innovative econometric methodologies to add new insights in the behaviour of real exchange rates. Finally, Chapter Three explicitly...
Subjects
free text keywords: HG
Related Organizations
19 references, page 1 of 2

3.1 RER descriptive statistics. . . . . . . . . . . . . . . . . . . . . . . . . . . ..

3.2 Autoregression estimation and unit root tests . . . . . . . . . . . . . . . ..

3.3 Autoregressive coefficients and estimated half lives . . . . . . . . . . . . ..

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19 references, page 1 of 2
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