Show simple item record

dc.contributor.authorRous, Valeria
dc.contributor.authorRieck, Gina A.
dc.date.accessioned2023-10-10T11:20:44Z
dc.date.available2023-10-10T11:20:44Z
dc.date.issued2023
dc.identifier.urihttps://hdl.handle.net/11250/3095475
dc.descriptionMasteroppgave(MSc) in Master of Science in Finance - Handelshøyskolen BI, 2023en_US
dc.description.abstractThis paper investigates in how far Quantitative Easing announcements made by the Federal Reserve, the Bank of England, and the European Central Bank influence the Norwegian FX market. We measure the impact of these announcements on the corresponding exchange rates as well as the transmission to other exchange rates by examining the intraday exchange rate volatility. Moreover, we examine the effect of FX volatility on Norway’s economy using a VAR model. This unique combination of approaches will add to the existing literature on causes of exchange rate volatility and on the effects of monetary policy announcements on the FX market and economy, to form a more fulfilled picture of the effect of monetary policy announcements on FX volatility and their impact on global economicsen_US
dc.language.isoengen_US
dc.publisherHandelshøyskolen BIen_US
dc.subjectfinansen_US
dc.subjectfinanceen_US
dc.subjectfinacial economicsen_US
dc.titleThe effect of volatility transmission around QE announcements on the Norwegian exchange rate and economyen_US
dc.typeMaster thesisen_US
dc.rights.holderHandelshøyskolen BIen_US


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record