Essays on exchange rates behaviour

This thesis aims to investigate the exchange rate behaviour and its abnormal movements. By doing so, I introduce a novel instrument which contributes to analyse the exchange rate behaviour. I then apply the new instrument, called wavelet analysis, to investigate the relation of exchange rate to pric...

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Bibliographic Details
Main Author: Haghpanahan, Houra
Other Authors: Hall, Stephen ; Mise, Emi
Published: University of Leicester 2015
Subjects:
330
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.682391