Sökning: "Contagion"

Visar resultat 11 - 15 av 33 avhandlingar innehållade ordet Contagion.

1. 11. Changing the Rules of the Game : A Market Microstructure Perspective on the Effects of Regulating Financial Markets

   Författare :Ester Félez Viñas; Björn Hagströmer; Caihong Xu; Mathijs van Dijk; Stockholms universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Market fragmentation; liquidity; resiliency; short selling ban; commonality in liquidity; financial contagion; call auction; market integrity; auction attractiveness; price efficiency; företagsekonomi; Business Administration;

   Sammanfattning : This dissertation contains four articles that examine the effects brought about by the implementation of new regulations and changes in the trading landscape on different facets of market quality and integrity.Article I studies how the fragmentation of equity markets affects the speed of recovery of the market, both under normal market conditions and in times of stress. LÄS MER

3. 12. Feasible computation of generalized linear mixed models with application to credit risk modelling

   Författare :Md. Moudud Alam; Göran Boström; Örebro universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Credit risk; cluster correlation; GLMM; large data; two-step pseudo likelihood estimation; defaults contagion; predictive likelihood; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; Statistics; Statistik; Statistics; Statistik; Complex Systems – Microdata Analysis;

   Sammanfattning : This thesis deals with developing and testing feasible computational procedures to facilitate the estimation of and carry out the prediction with the generalized linear mixed model (GLMM) with a scope of applying them to large data sets. The work of this thesis is motivated from an issue arising incredit risk modelling. LÄS MER

4. 13. Pricing Portfolio Credit Derivatives

   Författare :Alexander Herbertsson; Göteborgs universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Portfolio credit risk; intensity-based models; dynamic dependence modelling; default contagion; CDS; synthetic CDO tranches; index CDS; k-th-to-default swaps; CDS-correlation; default-correlation; Markov jump processes; multivariate phase-type distributions; matrix-analytic methods;

   Sammanfattning : This thesis consists of four papers on dynamic dependence modelling in portfolio credit risk. The emphasis is on valuation of portfolio credit derivatives. The underlying model in all papers is the same, but is split in two different sub-models, one for inhomogeneous portfolios, and one for homogeneous ones. LÄS MER

5. 14. Psychological momentum in handball

   Författare :Karin Moesch; Institutionen för psykologi; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Performance fluctuations; team sports; nonverbal behaviour; performance; emotional contagion;

   Sammanfattning : This doctoral dissertation deals with a phenomenon that is often referred to in sports, but still poorly understood from a scientific angle: psychological momentum (PM). No consensus has been agreed on how to label this phenomenon, and other terms such as momentum or behavioural momentum (BM) are often used interchangeably. LÄS MER

7. 15. Between Ourselves : Automatic mimicry reactions as related to empathic ability and patterns of attachment

   Författare :Marianne Sonnby-Borgström; Institutionen för psykologi; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; neurophysiology; neuropsychology; Neurology; emotion regulation; attachment pattern; empathy; EMG; Key words:Facial mimicry; emotional contagion; Differential and individual psychology; Neurologi; neuropsykologi; neurofysiologi; Differentiell och individuell psykologi;

   Sammanfattning : This thesis investigated emotional communication in experimentally created face-to-face interaction situations. The hypotheses were based on the conception of a process which leads to emotional empathy, assuming that automatic mimicking tendencies are involved in an automatic part of the process. LÄS MER