Sökning: "Interest rate smoothing"

Visar resultat 1 - 5 av 9 avhandlingar innehållade orden Interest rate smoothing.

  1. 1. A Non-Stationary perspective on the European and Swedish Business Cycle

    Författare :Louise Holm; Högskolan i Skövde; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Business cycles; business cycle dating; non-parametric smoothing; non-stationarity; recession prediction; interest rate spread; binary respons models; Business and economics; Ekonomi; Humanities and Social sciences; Humaniora-samhällsvetenskap; Business cycles; business cycle dating; non-parametric smoothing; non-stationarity; recession prediction; interest rate spread; binary response models.;

    Sammanfattning : Business cycles, the ups and downs observed somewhat simultaneously in numerous macroeconomic variables in an economy and often measured using real GDP, are important and, despite much economic research, still incom- pletely understood. Dating the business cycle has always been of interest in macroeconomic research. LÄS MER

  3. 2. Svenska småföretags användning av reserveringar för resultatutjämning och intern finansiering

    Författare :Håkan A. Andersson; Lars G. Hassel; Kerstin Nilsson; Lars Lindbergh; Lars Fallan; Umeå universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; allowance rules; tax credits; sole proprietorships; income smoothing; internal financing; tax allocation reserve; cross-sectional studies; financial and non-financial variables; logistic regression model.; Business studies; Företagsekonomi; företagsekonomi; Business Studies;

    Sammanfattning : Small firms often have inadequate access to the capital necessary for sucessful management. The Swedish Government introduced in the mid-1990s allowance rules that facilitate retention of profit for sole proprietorships and partnership firms. LÄS MER

  4. 3. Expectations, Uncertainty, and Monetary Policy

    Författare :David Kjellberg; Annika Alexius; Nils Gottfries; Ulf Söderström; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Monetary Policy; Expectations; Uncertainty; Uncovered Interest Parity; Interest Rates; Economics; Nationalekonomi;

    Sammanfattning : Essay 1 - To evaluate measures of expectations I examine and compare some of the most common methods for capturing expectations: the futures method which utilizes financial market prices, the VAR forecast method, and the survey method. I study average expectations on the Federal funds rate target, and the main findings can be summarized as follows: i) the survey measure and the futures measure are highly correlated; the correlation coefficient is 0. LÄS MER

  5. 4. Essays on Financial Market Volatility

    Författare :Ai Jun HOU; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Nonparametric GARCH model; News Impact Curve; Interest rate volatility; MCMC; Markov Switching; Chinese stock markets; EMU stock markets;

    Sammanfattning : This thesis examines the volatility in the equity and short-term interest-rate markets, and the spillover from the short term interest rate market to the equity market. It consists of three papers and focuses on adapting and proposing models for the estimation and forecasting of financial market volatility. LÄS MER

  7. 5. Essays on term structure and monetary policy

    Författare :Sven Skallsjö; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This dissertation treats two different themes. The first, addressed in Chapter 1, regards the pricing of interest rate swaps. The second, studied in the remaining two chapters, regards the implications of monetary policy for the term structure of interest rates. LÄS MER