Sökning: "Bond markets"

Visar resultat 1 - 5 av 24 avhandlingar innehållade orden Bond markets.

  1. 1. Essays on Interdependencies in Emerging Markets

    Författare :Anders C Johansson; Göteborgs universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Paper 1:Bond markets; Asia; Cointegration; Multivariate GARCH; Dynamic correlation. Paper 2: Exchange rates; Stock markets; Asia; Causality; Wavelet analysis; Timescales; Heterogenous markets;

    Sammanfattning : .... LÄS MER

  3. 2. Essays on Art Markets : insight from the international sculpture auction market

    Författare :Rustam Vosilov; Jörgen Hellström; Rickard Olsson; Christophe Spaenjers; Umeå universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Art markets; asset pricing; art finance; art economics; art auctions; sculpture market; art as alternative investment; art pricing; företagsekonomi; Business Studies;

    Sammanfattning : The main purpose of this thesis is to investigate the viability of sculpture as a potential alternative investment. This goal is achieved through partly assessing the market quality of the auction market for sculptures and partly by studying their long-run diversification potential. LÄS MER

  4. 3. Essays on currency markets

    Författare :Duc-Hoang Hoang; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; currency market; central bank communication; sentiment; carry trade; momentum;

    Sammanfattning : This doctoral dissertation comprises three independent essays which cover different aspects of the currency market.The first paper, Long-run and short-run risk premium in currency market, investigates the risk premium of the long-run and short-run volatility component of exchange rate returns in the currency market. LÄS MER

  5. 4. Essays on Financial Risks and Derivatives with Applications to Electricity Markets and Credit Markets

    Författare :Rikard Green; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Markov Chain Monte Carlo; Jump Diffusion Process; Stochastic Volatility; VaR; Electricity Markets; Market Risk; Forward Curve; Credit Risk; Currency Effects;

    Sammanfattning : Contracts traded on international financial and commodity markets are associated with complex risk structures. In this dissertation we are concerned with two specific types of risks; market risks and credit risks. The first chapter investigates market risks in the context of the Nordic electricity market. LÄS MER

  7. 5. Essays on monetary policy and inflation markets

    Författare :Vasilis Dedes; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This doctoral thesis consists of three independent papers in financial economics. In these papers I explore the dynamics of inflation markets and the interaction between the real economy, the nominal economy, and monetary policy. LÄS MER