Sökning: "Market Risk"

Visar resultat 1 - 5 av 452 avhandlingar innehållade orden Market Risk.

  1. 1. Essays on Credit Risk

    Författare :Caren Guo Nielsen; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; equity returns; size effect; value effect; momentum effect; credit risk effect; credit default swap; banks; asset risk; credit risk; portfolio choice; risk-based capital regulation; bank bailouts; moral hazard; distress risk; capital injections; TARP; CPP; market discipline; financial crisis;

    Sammanfattning : This dissertation covers the issues related to credit risk that stem from the recent financial crisis and that are concerned by investors, financial intermediaries, and governments. The results of the research have important implications for asset managers, such as using the information from the credit risk market to rebalance stock portfolios, and for policy makers in regulating or bailing out banks. LÄS MER

  2. 2. Take a risk : social interaction, gender identity, and the role of family ties in financial decision-making

    Författare :Emma Zetterdahl; Thomas Aronsson; Niklas Hanes; Jörgen Hellström; Paolo Sodini; Umeå universitet; []
    Nyckelord :SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset allocation; Behavioral finance; Divorce; Financial literacy; Financial risk-taking; Gender identity; Household finance; Panel data; Propensity score matching; Risky asset share; Risk aversion; Saving behavior; Stock market participation; Social interaction; Trust; Economics; nationalekonomi;

    Sammanfattning : This thesis consists of an introductory part and four self-contained papers related to individual financial behavior and risk-taking in financial markets.In Paper [I] we estimate within-family and community social interaction effects upon an individual’s stock market entry, participation, and exit decision. LÄS MER

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

    Författare :Dominika Krygier; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; 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

  4. 4. Safety as a process : From risk perception to safety activity

    Författare :Christina Stave; Tore J Larsson; Chalmers University of Technology; []
    Nyckelord :SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Accident prevention; Occupation; Risk; Perception; Safety; Food; Industry; V Medicine; V Medicine; Oha Labour and labour market; Oha Labour and labour market; accident; safety behaviour; risk perception.; intervention; Keywords: occupational injury;

    Sammanfattning : The frequency of occupational accidents in the Swedish food industry and agriculture is high. This thesis has therefore explored the 'process of safety' in order to detect and analyse factors that either hinder or facilitate safety activity and to further develop intervention methods towards increased safety activity. LÄS MER

  5. 5. Essays on Corporate Risk Management

    Författare :Håkan Jankensgård; Företagsekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Risk management; risk measurement; hedging; enterprise risk; centralization;

    Sammanfattning : Companies spend a lot of attention and resources on something commonly referred to as ‘risk management’. Despite its apparent importance and intuitive appeal, corporate risk management is fraught with many difficulties, both on the conceptual and practical level. LÄS MER