Sökning: "financial crisis"

Visar resultat 1 - 5 av 107 avhandlingar innehållade orden financial crisis.

  1. 1. Essays in Financial Economics

    Författare :Emanuel Alfranseder; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; GARCH; Spillover; Contagion; Financial Distress; Financial Constraints; Financial Crisis; Behavioral Finance; Equity Premium; Doubt; Pessimism;

    Sammanfattning : Chapter 1 develops a framework to investigate the impact of the financial crisis starting in 2007 and employs an extended GARCH model to test for spillover and contagion effects originating from the financial sector. We find that the financial crisis affects financially distressed firms more heavily than non-distressed firms. LÄS MER

  3. 2. 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

  4. 3. Essays on systemic risk and financial market volatility

    Författare :Dominika Krygier; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; systemic risk; Volatility; Volatility forecasting; Bitcoin; implicit guarantees; Financial stability; Leverage; Value-at-Risk; CoVaR; networks; Centrality; interconnectedness; Financial crisis; Stock market; Banks; Financial Markets;

    Sammanfattning : This doctoral thesis consists of four independent research papers. All papers are empirical and cover the area of financial market risk, with a particular focus on systemic risk and volatility in financial markets. LÄS MER

  5. 4. Det förändrade kontraktet : Banker och företagskonkurser under 1990-talets finanskris

    Författare :Kristina Furusten; Mats Larsson; Ingemund Hägg; Karl Gratzer; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; bankruptcies; corporate bankruptcies; financial crisis; bank crisis; contract; principal-agent theory; implicit contract; explicit contract; opportunistic; konkurser; företagskonkurser; finanskris; bankkris; kontrakt; principal-agentteori; implicit kontrakt; explicit kontrakt; opportunism; Business studies; Företagsekonomi; Business Studies; företagsekonomi;

    Sammanfattning : During the first years of the 1990s Sweden experienced a severe financial crisis. Many companies and banks in Sweden were in financial distress. In 1992, the number of bankruptcies was the highest in Swedish history and the financial system was headed towards a total break down. LÄS MER

  7. 5. Essays on Financial Markets

    Författare :Hans Byström; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Electricity Futures; Option Pricing; Compass Rose; Covariance Matrix; Chaos; Stochastic Volatility; Financial Markets; GARCH; Financial science; Finansiering;

    Sammanfattning : This thesis consists of five empirical essays dealing with different issues related to financial markets. Chapter 2 studies a new multivariate technique, Orthogonal GARCH, of forecasting large covariance matrices based on GARCH models. LÄS MER