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http://dspace.lib.uom.gr/handle/2159/16505
Full metadata record
DC Field | Value | Language |
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dc.contributor.advisor | Παντελίδης, Θεολόγος | el |
dc.contributor.advisor | Pantelidis, Theologos | en |
dc.contributor.author | Κοντρά, Ιωάννα-Κλεοπάτρα | el |
dc.contributor.author | Kontra, Ioanna-Kleopatra | en |
dc.date.accessioned | 2014-11-03T22:08:03Z | - |
dc.date.available | 2014-11-03T22:08:03Z | - |
dc.date.issued | 2014 | en |
dc.identifier.uri | http://dspace.lib.uom.gr/handle/2159/16505 | - |
dc.description | Διπλωματική εργασία--Πανεπιστήμιο Μακεδονίας, Θεσσαλονίκη, 2014. | el |
dc.description.abstract | The study examines the existence, duration and size of speculative bubbles in the exchange rate markets. More in detail, we use various two-state regime-switching models to describe the dynamics in three different exchange rates, namely the British pound/US dollar exchange rate, the Canadian dollar/US dollar exchange rate and the Swiss franc/US dollar exchange rate. We also test the predictive ability of our models to detect “extreme” positive or negative movements in the aforementioned exchange rates. Our findings provide evidence supporting the existence of bubbles in the exchange rate markets. In some cases, our regime-switching models seem to predict extreme market movements. | en |
dc.format.extent | 25 | en |
dc.format.extent | 554523 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | en | en |
dc.publisher | Πανεπιστήμιο Μακεδονίας | el |
dc.subject | Speculative bubbles | en |
dc.subject | Foreign exchange market | en |
dc.subject | Regime switching model | en |
dc.title | Speculative bubbles in the foreign exchange markets. | en |
dc.type | Electronic Thesis or Dissertation | en |
dc.type | Text | en |
dc.contributor.department | Διατμηματικό Πρόγραμμα Μεταπτυχιακών Σπουδών στην Οικονομική Επιστήμη | el |
Appears in Collections: | ΔΠΜΣ Οικονομική Επιστήμη (M) |
Files in This Item:
File | Description | Size | Format | |
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KontraIoannaKleopatraMsc2014.pdf | 522.35 kB | Adobe PDF | View/Open |
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