Sökning: "Price puzzle"

Hittade 5 avhandlingar innehållade orden Price puzzle.

  1. 1. Essays on Monetary Policy and Asset Markets

    Detta är en avhandling från Stockholm : Nationalekonomiska institutionen

    Författare :Virginia Queijo von Heideken; Stockholms universitet.; [2007]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Monetary policy; DSGE models; long-term interest rates; financial frictions; house prices; Bayesian estimation; SOCIAL SCIENCES Business and economics Economics; SAMHÄLLSVETENSKAP Ekonomi Nationalekonomi; Economics; nationalekonomi;

    Sammanfattning : This thesis consists of three essays on monetary policy and asset markets.“Monetary Policy Regimes and the Volatility of Long-Term Interest Rates” addresses two questions that have been studied separately in the literature. First, the paper aims at explaining the high volatility of long-term interest rates observed in the data. LÄS MER

  2. 2. Quantitative New Keynesian Macroeconomics and Monetary Policy

    Detta är en avhandling från Uppsala : Nationalekonomiska institutionen

    Författare :Peter Welz; Uppsala universitet.; [2005]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; New Keynesian Economics; Monetary Policy; Bayesian Econometrics; Nationalekonomi; SOCIAL SCIENCES Business and economics Economics; SAMHÄLLSVETENSKAP Ekonomi Nationalekonomi; nationalekonomi; Economics;

    Sammanfattning : This thesis consists of four self-contained essays.Essay 1 compares the dynamic behaviour of an estimated New Keynesian sticky-price model with one-period delayed effects of monetary policy shocks to the dynamics of a structural vector autoregression model. The model is estimated with Bayesian techniques on German pre-EMU data. LÄS MER

  3. 3. Essays on Prospect Theory and the Statistical Modeling of Financial Returns

    Detta är en avhandling från Uppsala : Nationalekonomiska institutionen

    Författare :Martin Ågren; Uppsala universitet.; [2006]
    Nyckelord :Economics; Nationalekonomi;

    Sammanfattning : This thesis consists of three self-contained essaysEssay 1 presents an empirical study of volatility spillover from oil prices to stock markets within an asymmetric BEKK model. Using weekly data on the aggregate stock markets of Japan, Norway, Sweden, the U.K., and the U. LÄS MER

  4. 4. Do Dividend Changes Really Signal? : Evidence from Sweden

    Detta är en avhandling från Stockholm : Stockholm University

    Författare :Per Alkebäck; Stockholms universitet.; [1997]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Dividend policy; joint announcements; dividend initiations and omissions; dividend changes and surrounding quarterly and annual earnings; and the management s view of dividends; SOCIAL SCIENCES Business and economics Business studies; SAMHÄLLSVETENSKAP Ekonomi Företagsekonomi; Business Administration; företagsekonomi;

    Sammanfattning : The purpose of the studies in this thesis is to clarify and hopefully shed some light on one important issue in dividend policy: the market reaction to announcements of cash dividends (changes) on the Swedish market.The first study, Joint Dividend and Earnings Announcements, Firm Size and Tax Law Changes, examines stock price reaction to joint dividend and earnings announcements. LÄS MER

  5. 5. Source and Channel Coding for Compressed Sensing and Control

    Detta är en avhandling från Stockholm : KTH Royal Institute of Technology

    Författare :Amirpasha Shirazinia; KTH.; KTH.; [2014]
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Source coding; quantization; channel coding; compressed sensing; control; Electrical Engineering; Elektro- och systemteknik;

    Sammanfattning : Rapid advances in sensor technologies have fueled massive torrents of data streaming across networks. Such large volume of information, indeed, restricts the operational performance of data processing, causing inefficiency in sensing, computation, communication and control. LÄS MER