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

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David Ivanov

Diplomová práce

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

Anotace: 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 a methodology for this paper, emphasizing on the relationship and causality between capital flow and exchange rates. We shall reveal that the examined currencies depreciate in risk-off periods and only the Korean Won appreciates in risk-on 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 a methodology for this paper, emphasizing on the relationship and causality between capital flow and exchange rates. We shall reveal that the examined currencies depreciate in risk-off periods and only the Korean Won appreciates in risk-on periods.

Klíčová slova: 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

Jazyk práce: angličtina

Obhajoba závěrečné práce

  • Obhajoba proběhla 15. 6. 2017
  • Vedoucí: Karel Brůna
  • Oponent: Ondřej Šíma

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


Nahoru | Aktuální datum a čas: 26. 6. 2019 16:59, 26. (sudý) týden

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