Factors of the term structure of sovereign yield spreads and the effect on the uncovered interest rate parity model for exchange rate prediction

dc.contributor.advisorHuang, Chun-Sung
dc.contributor.authorReddy, Desigan
dc.date.accessioned2019-02-19T13:44:06Z
dc.date.available2019-02-19T13:44:06Z
dc.date.issued2018
dc.date.updated2019-02-19T10:31:19Z
dc.description.abstractUsing a Principal Component Analysis (PCA) approach, we investigate the sovereign yield spread term structure of the BRICS economies against the U.S. We show that the term structure for these markets are primarily driven by three latent factors which can be classified as the spread level, slope and curvature factors. We further postulate that a country’s yield curve contains valuable information about its future economic state and as such the PCA derived spread factors, which are based on the differences between sovereign yield curves, encapsulates material macro-economic information between the countries. In light of this, we show that augmenting the traditional Uncovered Interest Rate Parity model (UIRP) with these factors improves the models predictive accuracy of exchange rate movements.
dc.identifier.apacitationReddy, D. (2018). <i>Factors of the term structure of sovereign yield spreads and the effect on the uncovered interest rate parity model for exchange rate prediction</i>. (). University of Cape Town ,Faculty of Commerce ,Department of Finance and Tax. Retrieved from http://hdl.handle.net/11427/29691en_ZA
dc.identifier.chicagocitationReddy, Desigan. <i>"Factors of the term structure of sovereign yield spreads and the effect on the uncovered interest rate parity model for exchange rate prediction."</i> ., University of Cape Town ,Faculty of Commerce ,Department of Finance and Tax, 2018. http://hdl.handle.net/11427/29691en_ZA
dc.identifier.citationReddy, D. 2018. Factors of the term structure of sovereign yield spreads and the effect on the uncovered interest rate parity model for exchange rate prediction. University of Cape Town.en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Reddy, Desigan AB - Using a Principal Component Analysis (PCA) approach, we investigate the sovereign yield spread term structure of the BRICS economies against the U.S. We show that the term structure for these markets are primarily driven by three latent factors which can be classified as the spread level, slope and curvature factors. We further postulate that a country’s yield curve contains valuable information about its future economic state and as such the PCA derived spread factors, which are based on the differences between sovereign yield curves, encapsulates material macro-economic information between the countries. In light of this, we show that augmenting the traditional Uncovered Interest Rate Parity model (UIRP) with these factors improves the models predictive accuracy of exchange rate movements. DA - 2018 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2018 T1 - Factors of the term structure of sovereign yield spreads and the effect on the uncovered interest rate parity model for exchange rate prediction TI - Factors of the term structure of sovereign yield spreads and the effect on the uncovered interest rate parity model for exchange rate prediction UR - http://hdl.handle.net/11427/29691 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/29691
dc.identifier.vancouvercitationReddy D. Factors of the term structure of sovereign yield spreads and the effect on the uncovered interest rate parity model for exchange rate prediction. []. University of Cape Town ,Faculty of Commerce ,Department of Finance and Tax, 2018 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/29691en_ZA
dc.language.isoeng
dc.publisher.departmentDepartment of Finance and Tax
dc.publisher.facultyFaculty of Commerce
dc.publisher.institutionUniversity of Cape Town
dc.subject.otherFinancial and Risk Management
dc.titleFactors of the term structure of sovereign yield spreads and the effect on the uncovered interest rate parity model for exchange rate prediction
dc.typeMaster Thesis
dc.type.qualificationlevelMasters
dc.type.qualificationnameMCom
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