• A survey of risk and ambiguity: an application to the GARCH(1,1) model with exchange rate data. 

      Villegas, Eduardo (Masteroppgave/UIS-SV-HH/2012;, Master thesis, 2012)
      The assumption of normality in many risk management models is not always representative of the sample distribution at hand. Applying a uniform approach to a non-uniform population can produce biased and unreliable estimators ...
    • The Evolution of Fixed-Supply and Variable-Supply Currencies 

      Wang, Guizhou; Hausken, Kjell (Peer reviewed; Journal article, 2022-04)
      Competition is analyzed between a fixed-supply currency (e.g. Bitcoin) and a variable-supply currency (e.g. a fiat currency). Two kinds of players support the currencies differently and choose their volume fractions of ...
    • Exposure to the Chinese Yuan: An analysis of United States and European sectors 

      Jørgensen, Asbjørn Fossum; Borlea, Andrei (Masteroppgave/UIS-HH/2019;, Master thesis, 2019-07)
      This paper studies the exposure of United States and European sectors to the Chinese Yuan. The research is conducted by using the methodological framework of OLS and MLS regression analysis by segmenting the United States ...
    • How exchange rate affects Chinese processing trade? The case of ground fish 

      Zhang, Dengjun; Xie, Jinghua; Myrland, Øystein (Journal article, 2017-09)
      As imports destined for primary processing and then exporting occur across industries, in this study we developed a structural model to examine how exchange rate affects the exports of processed ground fish from China. The ...