Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 4 of 4 for “"Forward Premium Puzzle"”.
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Forward Premium Puzzle
… is costly. This is why we observe the UIP puzzle in many developed countries where inflation rates are low. In Chapter 2, we cast doubt on these claims of the models by empirically examining the cross-country data. In essence, we argue that these models appear to solve the "nominal puzzle" …
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Can Animal Spirits Solve The Forward Premium Puzzle?
… macroeconomic anomaly known as the "Forward Premium Puzzle" into three main chapters. Chapter 1 explores the state of research pertaining to the Forward Premium Puzzle, which derives from a failure in the Uncovered Interest Parity (UIP). The body of literature is split into three …
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A small open economy modelling: A Bayesian DSGE approach
… models is vital for successfully implementing forward-looking and counter-cyclical macroeconomic policies. In the context, this thesis focuses on the importance of various modelling implications (i.e., frictions and shocks) in developing empirically viable small open economy dynamic stochastic …
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A small open economy modelling: A Bayesian DSGE approach
… models is vital for successfully implementing forward-looking and counter-cyclical macroeconomic policies. In the context, this thesis focuses on the importance of various modelling implications (i.e., frictions and shocks) in developing empirically viable small open economy dynamic stochastic …