Browsing Student papers by Author "Utne, Benedicte Fossaa"
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A hybrid approach to exchange rate dynamics: How do macro variables and order flow affect the Norwegian Krone?
Utne, Benedicte Fossaa; Høyem, Louise Samdahl (Master thesis, 2021)This paper investigates the relationship between the EURNOK spot exchange rate, macroeconomic factors, and order flow. We consider an error correction model framework using almost 16 years of data. At a weekly frequency, ...