Sökning: "Idiosyncratic risk"

Visar resultat 1 - 5 av 19 avhandlingar innehållade orden Idiosyncratic risk.

  1. 1. Essays on Income Risk, Portfolio Choices and the Macroeconomy

    Författare :Gualtiero Azzalini; Per Krusell; Kurt Mitman; Alexander Michaelides; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Macroeconomics; household finance; income risk; portfolio choice; wealth inequality; heterogeneous agents; insurance; search and matching; Economics; nationalekonomi;

    Sammanfattning : Business cycle asymmetry of earnings pass-throughHow does the firm's role as an insurance provider vary over the business cycle? Using Swedish administrative data, I document that idiosyncratic firm productivity shocks are passed through workers' earnings asymmetrically. In non-recessions, firms are good insurers against negative shocks. LÄS MER

  3. 2. Applications of Bayesian Econometrics to Financial Economics

    Författare :Christoffer Bengtsson; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic systems; economic theory; econometrics; Economics; systemic risk; stochastic volatility; jump-diffusion; shrinkage; covariance matrix estimation; estimation risk; portfolio selection; mean-variance optimization; Markov chain Monte Carlo; Bayesian econometrics; ekonomisk politik; ekonomiska system; ekonomisk teori; ekonometri; Nationalekonomi; economic policy;

    Sammanfattning : This PhD thesis consists of four separate papers. What these papers have in common is that Bayesian Econometrics, in combination with Markov chain Monte Carlo (MCMC) methods, is applied to study various problems in financial economics. LÄS MER

  4. 3. Essays on Systemic Risk in European Banking

    Författare :Hassan Sabzevari; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Systemic Risk; CoVaR; GIIPS; Quantile Regression; DCC; CDS;

    Sammanfattning : This thesis makes a contribution to systemic risk literature in the European banking system. The intimate interdependence between the European banking industries and the fragile GIIPS debt market has jeopardized the banking sector in Europe. LÄS MER

  5. 4. Phenotypic responses of zooplankton to variable conditions

    Författare :Marcus Lee; Enhet akvatisk ekologi; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Multiple threats; Plasticity; Risk-Spreading; sexual conflict; ultraviolet radiation; Daphnia; Copepods;

    Sammanfattning : Organisms are continually challenged by multiple threats in the environment, and such threats are seldom constant in either time or space. Therefore, organisms must maintain physiological, behavioural, morphological and life- history adaptations across environments to prevent reductions in fitness. LÄS MER

  7. 5. Essays in the financial economics

    Författare :Ricardo Lopez Aliouchkin; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : .... LÄS MER