Sökning: "Contagion"

Visar resultat 6 - 10 av 33 avhandlingar innehållade ordet Contagion.

  1. 6. Essays on Financial Risks and the Subprime Crisis

    Författare :Emanuel Alfranseder; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; GARCH; Spillover; Contagion; Financial Distress; Financial Constraints; Financial Crisis; Equity Premium; Doubt; Pessimism; ; Investment; Capital Structure; Bankruptcy Risk;

    Sammanfattning : This thesis covers the impact of the financial crisis of 2007-2009, the non-linearity in the impact of bankruptcy risk on leverage and the effect of pessimism and doubt on the equity premium. It consists of four self-contained essays. LÄS MER

  3. 7. Emotional contagion to facial expressions : a social psychophysiological examination

    Författare :Lars-Olov Lundqvist; Uppsala universitet; []
    Nyckelord :SOCIAL SCIENCES; SAMHÄLLSVETENSKAP;

    Sammanfattning : .... LÄS MER

  4. 8. Essays on stochastic volatility

    Författare :Marcus Nossman; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; volatility; Contagion; jumps; risk premium; MCMC;

    Sammanfattning : This dissertation consists of five papers concerned with the estimation and analysis of financial price processes. The first paper develops a stock price model and analyzes the impact of the US and the regional European stock markets on the local European countries’ stock markets. LÄS MER

  5. 9. Essays on Interbank Markets

    Författare :Vanessa Sternbeck Fryxell; Jens Josephson; Yves Zenou; Falko Fecht; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Interbank markets; contagion; economics of networks; interbank reference rates; Economics; nationalekonomi;

    Sammanfattning : This dissertation consists of three self-contained chapters.Price Segmentation on the Interbank Market. Interbank markets are often characterized by a core-periphery structure. The core-banks may hold a favorable position in the short-term unsecured interbank market due to e. LÄS MER

  7. 10. Essays on Information Transmission and Crisis Spillover in the Financial Markets

    Författare :Dinh-Vinh Vo; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Central bank communication; ECB; exchange rates; sentiment; LDA; textual analysis; cross-section of stock returns; news-implied volatility; financial contagion; interdependence; global banking system;

    Sammanfattning : This doctoral dissertation comprises three independent essays on information transmission and crisis spillover in the financial markets. The research questions are examined in the context of the foreign exchange market, the stock market and the global banking system. LÄS MER