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dc.contributor.authorAabelvik, Morten Mehle
dc.contributor.authorCekov, Dane
dc.date.accessioned2019-10-10T14:29:40Z
dc.date.available2019-10-10T14:29:40Z
dc.date.issued2019
dc.identifier.urihttp://hdl.handle.net/11250/2621473
dc.descriptionMasteroppgave(MSc) in Master of Science in Business, Finance - Handelshøyskolen BI, 2019nb_NO
dc.description.abstractWe study which factors determine the Norwegian krone at the weekly frequency. We show the existence of a relation between the EURNOK depreciation rate and changes in oil prices, implied volatility indices, and the excess returns on carry trade and value FX investment strategies. In particular, our findings suggest that the Norwegian krone is exposed to global risks proxied by the implied volatility indices and carry trade factor, is not exposed to the momentum factor, and has a risk discount as proxied by the value factor.nb_NO
dc.language.isoengnb_NO
dc.publisherHandelshøyskolen BInb_NO
dc.subjectfinansnb_NO
dc.subjectfinancenb_NO
dc.subjectfinancial economicsnb_NO
dc.titleCurrency fundamentals, implied volatility, and FX investment strategies as NOK determinantsnb_NO
dc.typeMaster thesisnb_NO


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