1. ZHAW digitalcollection
  2. School of Management and Law
  3. Abschlussarbeiten
  4. MSc Banking and Finance
Please use this identifier to cite or link to this item: https://doi.org/10.21256/zhaw-29530
Full metadata record
DC FieldValueLanguage
dc.contributor.advisorSeiberlich, Ruben-
dc.contributor.authorSchöttli, Vanessa-
dc.date.accessioned2024-01-10T15:28:53Z-
dc.date.available2024-01-10T15:28:53Z-
dc.date.issued2023-
dc.identifier.urihttps://digitalcollection.zhaw.ch/handle/11475/29530-
dc.description.abstractThis master's thesis examines the behavior of purchasing power parity (PPP) and exchange rates in the period following the financial crisis. The study focuses on three currency pairs: CHF/EUR, CHF/BRL, and CHF/ZMW. The analysis begins by comparing the nominal exchange rates with the corresponding PPP rates for each currency pair. The movements of the real exchange rates are then observed. To further investigate the behavior of the real exchange rates, a mean reversion test is conducted. The logarithmic returns of the real exchange rates are utilized in this test, and the Dickey-Fuller test is applied using the Python program. The results of the Augmented Dickey-Fuller test provide evidence for rejecting the null hypothesis, suggesting that the real exchange rates of each currency pair are mean reverting. The findings of this thesis contribute to the understanding of how real exchange rates behaved toward PPP in the post-financial crisis period.de_CH
dc.format.extent54de_CH
dc.language.isoende_CH
dc.publisherZHAW Zürcher Hochschule für Angewandte Wissenschaftende_CH
dc.rightshttp://creativecommons.org/licenses/by-nc-nd/4.0/de_CH
dc.subjectPurchasing power parityde_CH
dc.subjectExchange ratede_CH
dc.subjectFinancial crisisde_CH
dc.subjectNominal exchange ratede_CH
dc.subjectReal exchange ratede_CH
dc.subjectMean reversionde_CH
dc.subjectDickey-Fuller testde_CH
dc.subjectSwitzerlandde_CH
dc.subjectGermanyde_CH
dc.subjectBrazilde_CH
dc.subjectZambiade_CH
dc.subjectHBS effectde_CH
dc.subject.ddc332: Finanzwirtschaftde_CH
dc.titlePurchasing power parity and FX rates since the financial crisesde_CH
dc.typeThesis: Masterde_CH
dcterms.typeTextde_CH
zhaw.departementSchool of Management and Lawde_CH
zhaw.publisher.placeWinterthurde_CH
dc.identifier.doi10.21256/zhaw-29530-
zhaw.originated.zhawYesde_CH
Appears in collections:MSc Banking and Finance

Files in This Item:
File Description SizeFormat 
2023_Schoettli_Vanessa_MSc_BF.pdf1.36 MBAdobe PDFThumbnail
View/Open
Show simple item record
Schöttli, V. (2023). Purchasing power parity and FX rates since the financial crises [Master’s thesis, ZHAW Zürcher Hochschule für Angewandte Wissenschaften]. https://doi.org/10.21256/zhaw-29530
Schöttli, V. (2023) Purchasing power parity and FX rates since the financial crises. Master’s thesis. ZHAW Zürcher Hochschule für Angewandte Wissenschaften. Available at: https://doi.org/10.21256/zhaw-29530.
V. Schöttli, “Purchasing power parity and FX rates since the financial crises,” Master’s thesis, ZHAW Zürcher Hochschule für Angewandte Wissenschaften, Winterthur, 2023. doi: 10.21256/zhaw-29530.
SCHÖTTLI, Vanessa, 2023. Purchasing power parity and FX rates since the financial crises. Master’s thesis. Winterthur: ZHAW Zürcher Hochschule für Angewandte Wissenschaften
Schöttli, Vanessa. 2023. “Purchasing Power Parity and FX Rates since the Financial Crises.” Master’s thesis, Winterthur: ZHAW Zürcher Hochschule für Angewandte Wissenschaften. https://doi.org/10.21256/zhaw-29530.
Schöttli, Vanessa. Purchasing Power Parity and FX Rates since the Financial Crises. ZHAW Zürcher Hochschule für Angewandte Wissenschaften, 2023, https://doi.org/10.21256/zhaw-29530.


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.