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Is there a January Effect on the Swedish Krona?An evaluation based on some economic determinanta
Mälardalen University, School of Sustainable Development of Society and Technology.
Mälardalen University, School of Sustainable Development of Society and Technology.
2011 (English)Independent thesis Basic level (degree of Bachelor), 15 credits / 22,5 HE creditsStudent thesis
Abstract [en]

The goal of this study is to search for the January anomaly based on some economic theories and determining factors. By anomaly, we refer to any strange, unusual, or unique occurrence which deviates from established trends or economic principles. These economic theories attempt to explain the equilibrium and disequilibrium in the foreign exchange market. We aim at gauging when the SEK is likely to be misaligned and if an identified anomaly is evidence of a stable and long running phenomenon which an investment strategy could be based on, or whether it is just a short-term unique mispricing which will disappear in the long term. The research questions for this paper include:

 

       What factors account for fluctuations in the Swedish Krona?

         Is there evidence of a January effect in the Swedish Krona?

 

These questions will be evaluated based on the results of our computations on MS excel. Multiple regression analysis will be used to determine the level of significance for the monthly dummy variables. The exchange rates used in this paper include the SEK/€ and the SEK/$.

Place, publisher, year, edition, pages
2011. , 38 p.
Keyword [en]
January effect, anomalies, exchange rates, economic determinants
National Category
Social Sciences
Identifiers
URN: urn:nbn:se:mdh:diva-13043OAI: oai:DiVA.org:mdh-13043DiVA: diva2:442252
Subject / course
Economics
Presentation
2011-06-08, S2-171, Mälardalen University | Box 883 | 721 23, Västerås, 10:00 (English)
Uppsok
Social and Behavioural Science, Law
Examiners
Available from: 2011-10-12 Created: 2011-09-20 Last updated: 2011-10-12Bibliographically approved

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CiteExportLink to record
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Citation style
  • apa
  • ieee
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Language
  • de-DE
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Output format
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