The impact of media tone on dollar exchange rate volatility : GARCH applications

The impact of media tone on dollar exchange rate volatility GARCH applications

Bibliographic Details
Main Author: Kulagina, Alexandra
Other Authors: Kauppakorkeakoulu, School of Business and Economics, Taloustieteet, Business and Economics, Jyväskylän yliopisto, University of Jyväskylä, Taloustiede, Economics, 2041
Format: Master's thesis
Language:eng
Published: 2021
Subjects:
media tone
volatiliteetti
uutiset
GARCH-mallit
sosiaalinen media
valuutat
ekonometria
valuuttamarkkinat
rahoitusmarkkinat
valuuttakurssimekanismi
volatility (societal properties)
news
GARCH models
social media
currency
econometrics
foreign exchange market
financial markets
exchange rate mechanism
Online Access: https://jyx.jyu.fi/handle/123456789/76683
_version_ 1809901021696098304
annif_keywords_txtF_mv rates of exchange volatility (societal properties) media foreign exchange market news
annif_uris_txtF_mv http://www.yso.fi/onto/yso/p7277 http://www.yso.fi/onto/yso/p10771 http://www.yso.fi/onto/yso/p2445 http://www.yso.fi/onto/yso/p18381 http://www.yso.fi/onto/yso/p13915
author Kulagina, Alexandra
author2 Kauppakorkeakoulu School of Business and Economics Taloustieteet Business and Economics Jyväskylän yliopisto University of Jyväskylä Taloustiede Economics 2041
author_facet Kulagina, Alexandra Kauppakorkeakoulu School of Business and Economics Taloustieteet Business and Economics Jyväskylän yliopisto University of Jyväskylä Taloustiede Economics 2041 Kulagina, Alexandra
author_sort Kulagina, Alexandra
building Jyväskylän yliopisto JYX-julkaisuarkisto
datasource_str_mv jyx
department_txtF Taloustieteet
faculty_txtF Kauppakorkeakoulu
first_indexed 2021-06-18T20:01:29Z
format Pro gradu
format_ext_str_mv Opinnäyte Maisterivaiheen työ
free_online_boolean 1
fullrecord <?xml version="1.0"?> <qualifieddc schemaLocation="http://purl.org/dc/terms/ http://dublincore.org/schemas/xmls/qdc/2006/01/06/dcterms.xsd http://purl.org/dc/elements/1.1/ http://dublincore.org/schemas/xmls/qdc/2006/01/06/dc.xsd"><title>The impact of media tone on dollar exchange rate volatility : GARCH applications</title><creator>Kulagina, Alexandra</creator><contributor type="tiedekunta" lang="fi">Kauppakorkeakoulu</contributor><contributor type="tiedekunta" lang="en">School of Business and Economics</contributor><contributor type="laitos" lang="fi">Taloustieteet</contributor><contributor type="laitos" lang="en">Business and Economics</contributor><contributor type="yliopisto" lang="fi">Jyv&#xE4;skyl&#xE4;n yliopisto</contributor><contributor type="yliopisto" lang="en">University of Jyv&#xE4;skyl&#xE4;</contributor><contributor type="oppiaine" lang="fi">Taloustiede</contributor><contributor type="oppiaine" lang="en">Economics</contributor><contributor type="oppiainekoodi">2041</contributor><subject type="other">media tone</subject><subject type="yso">volatiliteetti</subject><subject type="yso">uutiset</subject><subject type="yso">GARCH-mallit</subject><subject type="yso">sosiaalinen media</subject><subject type="yso">valuutat</subject><subject type="yso">ekonometria</subject><subject type="yso">valuuttamarkkinat</subject><subject type="yso">rahoitusmarkkinat</subject><subject type="yso">valuuttakurssimekanismi</subject><subject type="yso">volatility (societal properties)</subject><subject type="yso">news</subject><subject type="yso">GARCH models</subject><subject type="yso">social media</subject><subject type="yso">currency</subject><subject type="yso">econometrics</subject><subject type="yso">foreign exchange market</subject><subject type="yso">financial markets</subject><subject type="yso">exchange rate mechanism</subject><available>2021-06-18T07:07:56Z</available><issued>2021</issued><type lang="en">Master&#x2019;s thesis</type><type lang="fi">Pro gradu -tutkielma</type><identifier type="uri">https://jyx.jyu.fi/handle/123456789/76683</identifier><identifier type="urn">URN:NBN:fi:jyu-202106183879</identifier><language type="iso">en</language><rights type="copyright" lang="fi">Julkaisu on tekij&#xE4;noikeuss&#xE4;&#xE4;nn&#xF6;sten alainen. Teosta voi lukea ja tulostaa henkil&#xF6;kohtaista k&#xE4;ytt&#xF6;&#xE4; varten. K&#xE4;ytt&#xF6; kaupallisiin tarkoituksiin on kielletty.</rights><rights type="copyright" lang="en">This publication is copyrighted. You may download, display and print it for Your own personal use. Commercial use is prohibited.</rights><permaddress type="urn">http://www.urn.fi/URN:NBN:fi:jyu-202106183879</permaddress><file bundle="ORIGINAL" href="https://jyx.jyu.fi/bitstream/123456789/76683/1/URN%3aNBN%3afi%3ajyu-202106183879.pdf" name="URN:NBN:fi:jyu-202106183879.pdf" type="application/pdf" length="1558990" sequence="1"/><recordID>123456789_76683</recordID></qualifieddc>
id jyx.123456789_76683
language eng
last_indexed 2024-09-03T10:52:02Z
main_date 2021-01-01T00:00:00Z
main_date_str 2021
online_boolean 1
online_urls_str_mv {"url":"https:\/\/jyx.jyu.fi\/bitstream\/123456789\/76683\/1\/URN%3aNBN%3afi%3ajyu-202106183879.pdf","text":"URN:NBN:fi:jyu-202106183879.pdf","source":"jyx","mediaType":"application\/pdf"}
oppiainekoodi_txtF 2041
publication_first_indexed 2021-06-18T20:01:29Z
publishDate 2021
record_format qdc
source_str_mv jyx
spellingShingle Kulagina, Alexandra The impact of media tone on dollar exchange rate volatility : GARCH applications media tone volatiliteetti uutiset GARCH-mallit sosiaalinen media valuutat ekonometria valuuttamarkkinat rahoitusmarkkinat valuuttakurssimekanismi volatility (societal properties) news GARCH models social media currency econometrics foreign exchange market financial markets exchange rate mechanism
subject_txtF Taloustiede
thumbnail https://jyu.finna.fi/Cover/Show?source=Solr&id=jyx.123456789_76683&index=0&size=large
title The impact of media tone on dollar exchange rate volatility : GARCH applications
title_full The impact of media tone on dollar exchange rate volatility : GARCH applications
title_fullStr The impact of media tone on dollar exchange rate volatility : GARCH applications The impact of media tone on dollar exchange rate volatility : GARCH applications
title_full_unstemmed The impact of media tone on dollar exchange rate volatility : GARCH applications The impact of media tone on dollar exchange rate volatility : GARCH applications
title_short The impact of media tone on dollar exchange rate volatility
title_sort impact of media tone on dollar exchange rate volatility garch applications
title_sub GARCH applications
title_txtP The impact of media tone on dollar exchange rate volatility : GARCH applications
topic media tone volatiliteetti uutiset GARCH-mallit sosiaalinen media valuutat ekonometria valuuttamarkkinat rahoitusmarkkinat valuuttakurssimekanismi volatility (societal properties) news GARCH models social media currency econometrics foreign exchange market financial markets exchange rate mechanism
topic_facet GARCH models GARCH-mallit currency econometrics ekonometria exchange rate mechanism financial markets foreign exchange market media tone news rahoitusmarkkinat social media sosiaalinen media uutiset valuutat valuuttakurssimekanismi valuuttamarkkinat volatiliteetti volatility (societal properties)
url https://jyx.jyu.fi/handle/123456789/76683 http://www.urn.fi/URN:NBN:fi:jyu-202106183879
work_keys_str_mv AT kulaginaalexandra impactofmediatoneondollarexchangeratevolatilitygarchapplications AT kulaginaalexandra theimpactofmediatoneondollarexchangeratevolatilitygarchapplications

Similar Items