Sökning: "Finansiering"

Visar resultat 16 - 20 av 74 avhandlingar innehållade ordet Finansiering.

1. 16. Economic Growth and Fiscal Policy

   Författare :Pontus Hansson; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Nationalekonomi; economic policy; economic systems; economic theory; econometrics; public debt; Economics; tax harmonization; financial lending; economic growth; fiscal policy; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Financial science; Finansiering;

   Sammanfattning : This thesis deals with the two subjects economic growth and fiscal policy. The first three chapters after the introduction are theoretical approaches to the determination of long-run growth. In each of these chapters, the ability of fiscal policy to influence long-run growth is examined as well. LÄS MER

3. 17. Financial Volatility and Time-Varying Risk Premia

   Författare :Peter Hördahl; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Monte Carlo methods; Term structure of interest rates; Asymmetric variance; Time-varying risk premia; Volatility forecasting; CAPM; Conditional asset pricing models; Stochastic volatility; Volatility modeling; GARCH; Bond option pricing; Financial science; Finansiering;

   Sammanfattning : This thesis consists of four empirical essays, all dealing with return volatility of financial assets and/or time-varying risk premia. In the first essay, Changing Risk Premia: Evidence from a Small Open Economy, the relation between risk and return is investigated for Swedish stocks. LÄS MER

4. 18. Option Pricing and Bayesian Learning

   Författare :Ola Jönsson; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ekonomisk politik; ekonomiska system; ekonomisk teori; ekonometri; Bayesian learning; Volatility smile; Economics; Polya urn model; economic theory; econometrics; economic systems; Nationalekonomi; economic policy; Finansiering; Financial science;

   Sammanfattning : This thesis consists of three chapters devoted to both empirical and theoretical aspects of option pricing. The first chapter investigates the market for European options on the Swedish OMX index using daily data for the period 1993-2000. LÄS MER

5. 19. Essays on Risk in International Financial Markets

   Författare :Ola Larsson; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; volatility; Value at Risk; copulas; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Financial science; Finansiering;

   Sammanfattning : This thesis deals with techniques to model risk in financial markets and consists of four separate essays. The thesis begins with an introduction in chapter one, while chapter two to chapter five contains the four essays. The first essay examines the implication of using various risk measures for portfolio selection. LÄS MER

7. 20. Essays on Incomplete Information in Financial Markets

   Författare :Frederik Lundtofte; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ekonomiska system; ekonomisk politik; Financial science; Finansiering; ekonomisk teori; economic policy; Nationalekonomi; ekonometri; Economics; econometrics; economic theory; factor pricing models; hedging demands; estimation risk; partial information; learning; economic systems;

   Sammanfattning : This thesis consists of three essays on incomplete information in financial markets, two of which are theoretical, and one that is mainly of an empirical nature. All three essays concern parameter uncertainty, and they employ a continuous-time framework. LÄS MER