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David Ivanov

Master's thesis

Dynamics of Exchange Rates in Selected Emerging Markets in Risk-on/Risk-off Periods

Dynamics of Exchange Rates in Selected Emerging Markets in Risk-on/Risk-off Periods
Abstract:
This thesis focuses on exchange rates dynamics in Mexico, Turkey and South Korea. We examine the capital flow development in mentioned countries and currency dynamics of the Mexican Peso, Turkish Lira and Korean Won. The main goal of the paper is to evaluate the performance of these currencies in risk-on and risk-off episodes on a sample period from 1997 until 2016. We use analysis and comparison as …more
Abstract:
This thesis focuses on exchange rates dynamics in Mexico, Turkey and South Korea. We examine the capital flow development in mentioned countries and currency dynamics of the Mexican Peso, Turkish Lira and Korean Won. The main goal of the paper is to evaluate the performance of these currencies in risk-on and risk-off episodes on a sample period from 1997 until 2016. We use analysis and comparison as …more
 

Keywords

Emerging Markets Balance of Payments Risk-On/Risk-Off Exchange Rates Capital Flow

Keywords

Emerging Markets Capital Flow Balance of Payments Risk-On/Risk-Off Exchange Rates
 
Language used: English
Date on which the thesis was submitted / produced: 23. 11. 2016
Identifier: http://www.vse.cz/vskp/eid/70809

Thesis defence

  • Date of defence: 15. 6. 2017
  • Supervisor: Karel Brůna
  • Reader: Ondřej Šíma

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http://www.vse.cz/vskp/eid/70809