Sökning: "Equity swaps"
Visar resultat 1 - 5 av 6 avhandlingar innehållade orden Equity swaps.
1. Green Finance in Real Estate, Housing Price Volatility and Rental Swaps
Sammanfattning : This thesis consists of four papers that explore several aspects of the housing market in Sweden: financing of the housing construction sector, price volatility patterns of apartment and house segments and the role of the swap rental market in access to housing and household mobility.The first paper explores the effect of a firm’s reputation of being a green bond issuer on its financing costs. LÄS MER
2. Derivatives pricing and term structure modeling
Sammanfattning : .... LÄS MER
3. Essays in real estate finance
Sammanfattning : dissertation contains seven papers. The first five are in the field of real estate finance, while the final two are asset pricing papers. The first paper explores equilibrium properties of lease rates. The framework is based on the concept of the term structure of lease rates, or the equilibrium rate as a function of lease length. LÄS MER
4. Essays on Currency Risk and Financial Frictions
Sammanfattning : This doctoral thesis consists of four independent empirical papers in financial economics.Although my work analyses three different financial markets (currencies, credit defaultswaps and exchange traded funds) the common thread is financial frictions. LÄS MER
5. After Work - Investing for Retirement
Sammanfattning : The first three papers are the result of work on various aspects of pension savings. The framework for analysis and common to all papers; is a life-cycle model of a borrowing-constrained individual's consumption- and portfolio-choices in the presence of uncertain labour-income. LÄS MER