Sökning: "fixed income market"
Visar resultat 1 - 5 av 25 avhandlingar innehållade orden fixed income market.
1. Housing Market Dynamics
Sammanfattning : The dynamics of housing markets constitute a complex phenomenon. The body of research is vast and includes thousands of studies done on the national and international level. Empirical evidence indicates that housing markets differ in local institutional arrangements and that these might affect the ways they develop over time. LÄS MER
2. Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets
Sammanfattning : The global fixed income market is an enormous financial market whose value by far exceeds that of the public stock markets. The interbank market consists of interest rate derivatives, whose primary purpose is to manage interest rate risk. LÄS MER
3. Auri sacra fames : Interest Rates -- Prediction, Jumps and the Market Price of Risk
Sammanfattning : This thesis consists of three essays investigating different aspects of interest rates."Prediction of Future Risk-Neutral Short-Term Interest Rate Densities: Can the Black, Derman and Toy Model Assist?" (Co-authored with David Vestin. LÄS MER
4. Essays on Development and Experimental Economics: Migration, Discrimination and Positional Concerns
Sammanfattning : Paper 1: A Field Experiment of Discrimination in the Norwegian Housing Market: Gender, Class, and Ethnicity We test for gender, class, and ethnic discrimination in the Norwegian rental housing market using fake application letters. Females, individuals with high job status, and ethnic Norwegians are more likely to receive positive responses. LÄS MER
5. Impacts of Policies, Peers and Parenthood on Labor Market Outcomes
Sammanfattning : This thesis consists of five self-contained papers.Paper 1 This paper analyzes the causal effect of the timing of first birth on highly educated women's career outcomes. To address the endogeneity of birth timing to labor market outcomes, I instrument the former with the occurrence of pregnancy loss before first birth. LÄS MER