Understanding and Exploiting commodity currencies : A Study using time series Regression ; Att förstå och utnyttja råvaruvalutor : En statistisk analys baserat på tidsserieregression
This thesis within Industrial Economics and Applied Mathematics examines the term commodity currency. The thesis delves into analysing the characteristics and consequences of such a currency through a macroeconomic perspective while discussing previous studies within the matter. The applied mathematical statistics section audits the correlation between the currency and the commodities of the exporting country through a time series regression. The regression is based on the currency as the dependent variable and the commodities represent the covariates. Furthermore, a trading strategy is develo... Mehr ...
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Dokumenttyp: | Student thesis |
Erscheinungsdatum: | 2017 |
Verlag/Hrsg.: |
KTH
Matematisk statistik |
Schlagwörter: | Commodity currencies / regression analysis / time series regression / Dutch disease and trading strategy / Computational Mathematics / Beräkningsmatematik |
Sprache: | Englisch |
Permalink: | https://search.fid-benelux.de/Record/base-28587225 |
Datenquelle: | BASE; Originalkatalog |
Powered By: | BASE |
Link(s) : | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-210167 |