Sökning: "Nationalekonomiska institutionen Lund"

Visar resultat 1 - 5 av 127 avhandlingar innehållade orden Nationalekonomiska institutionen Lund.

  1. 1. Analytical Approximation of Contingent Claims

    Författare :Karl Larsson; Claus Munk; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Option pricing; approximation; stochastic volatility; implied volatility; perturbation; Malliavin calculus; commodities; swaption; swap; HJM model;

    Sammanfattning : This PhD thesis consists of three separate papers. The common theme is methods to calculate analytical approximations for prices of different contingent claims under various model assumptions. The first two papers deals with approximations of standard European options in stochastic volatility models. LÄS MER

  3. 2. Essays on Financial Risks and the Subprime Crisis

    Författare :Emanuel Alfranseder; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; GARCH; Spillover; Contagion; Financial Distress; Financial Constraints; Financial Crisis; Equity Premium; Doubt; Pessimism; ; Investment; Capital Structure; Bankruptcy Risk;

    Sammanfattning : This thesis covers the impact of the financial crisis of 2007-2009, the non-linearity in the impact of bankruptcy risk on leverage and the effect of pessimism and doubt on the equity premium. It consists of four self-contained essays. LÄS MER

  4. 3. Testing Homogeneity and Unit Root Restrictions in Panels

    Författare :Johan Blomquist; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Non-stationary panels; Panel unit root tests; Cross-sectional dependence; Homogeneity testing;

    Sammanfattning : This thesis is divided into two distinct parts. The first part contains three chapters, co-authored with Joakim Westerlund, that deal with the analysis of unit root testing, and the second part consists of two chapters on slope homogeneity testing. LÄS MER

  5. 4. Essays on instruction time, grades and parental investments in education

    Författare :Matthew Collins; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; instruction time; student achievement; PISA; TIMSS; sibling gender; patriliny; matriliny; educational attainment; grading; feedback; educational outcomes; natural experiment; HBSC; grade inflation; signalling; human capital;

    Sammanfattning : This thesis consists of four self-contained papers in the economics of education. The first chapter examines the importance of instruction time for student achievement on international assessments. The second chapter identifies the effect of sibling gender on education and how this effect varies according to traditional inheritance customs. LÄS MER

  7. 5. Wage contracts, policy regimes, and business cycles. A contractual history of Sweden 1908-1990

    Författare :Klas Fregert; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : The monograph explores: 1) the determinants of length, degree of indexation, degree of synchronization and coverage of collective agreements across monetary regimes in Sweden 1908 to 1990, 2) the effect of these determinants on the business cycles as described by length and correlations of macroeconomic variables. The first part synthesizes and extends the teory of endogenous wage contracts. LÄS MER