What does the yield curve tell us about the exchange rate predictability in Norway?

dc.contributor.author	Kurti, Shpresa
dc.contributor.author	Vasstrand, Malene Hagen
dc.date.accessioned	2017-06-06T12:07:32Z
dc.date.available	2017-06-06T12:07:32Z
dc.date.issued	2016
dc.identifier.uri	http://hdl.handle.net/11250/2444447
dc.description	Masteroppgave(MSc) in Master of Science in Business, Economics - Handelshøyskolen BI, 2016	nb_NO
dc.description.abstract	This research paper examines if information of the term structure of interest rates can predict exchange rate movements in Norway. We look at the Norwegian kroner relative to the US dollar from a period of August 2001 until February 2014. We construct two models were we use the Nelson-Siegel factors as proxies for exchange rate risk premium to answer our research question. Our results suggest that the slope factor is the most valuable factor when predicting the exchange rates.	nb_NO
dc.language.iso	eng	nb_NO
dc.publisher	BI Norwegian Business School	nb_NO
dc.subject	samfunnsøkonomi	nb_NO
dc.subject	economics	nb_NO
dc.title	What does the yield curve tell us about the exchange rate predictability in Norway?	nb_NO
dc.type	Master thesis	nb_NO