Browsing Student papers by Author "Cekov, Dane"
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Currency fundamentals, implied volatility, and FX investment strategies as NOK determinants
Aabelvik, Morten Mehle; Cekov, Dane (Master thesis, 2019)We 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 ...