Sökning: "Risk premium decomposition"
Hittade 3 avhandlingar innehållade orden Risk premium decomposition.
1. The Treasurer's Guide to the Municipality : Essays on Sub-Sovereign Finance
Sammanfattning : This thesis presents a comprehensive empirical analysis of the current state of Swedish sub-sovereign finance from multiple perspectives, starting from the local and moving to the national. Financial risks may occur in a long line of financial obligations and transactions. LÄS MER
2. Essays on Financial Markets and the Macroeconomy
Sammanfattning : Asset pricing implications of a DSGE model with recursive preferences and nominal rigidities. I study jointly macroeconomic dynamics and asset prices implied by a production economy featuring nominal price rigidities and Epstein-Zin (1989) preferences. LÄS MER
3. Essays on exchange rates and international finance
Sammanfattning : This dissertation consists of three essays. Essay 1: Common Trends in Prices and Exchange Rates – Tests of Long-Run Purchasing Power Parity. This essay examines the empirical validity of long-run purchasing power parity by means of multivariate cointegration tests due to Johansen (1988, 1991a). LÄS MER