Does funding liquidity help predict U.S Dollar returns?

Predicting the future value of an exchange rate has been a long-standing challenge in economics. There is still no evidence of any model or technique that has consistently been proven to beat the random walk model. The current objective of this thesis is to check if there is a liquidity channel tied...

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Bibliographic Details
Main Author: Rodrigues, Pedro Themido Pereira (author)
Format: masterThesis
Language:eng
Published: 2019
Subjects:
Online Access:http://hdl.handle.net/10400.14/29042
Country:Portugal
Oai:oai:repositorio.ucp.pt:10400.14/29042