Avancerad sökning

Hittade 3 avhandlingar som matchar ovanstående sökkriterier.

1. 1. The Treasurer's Guide to the Municipality : Essays on Sub-Sovereign Finance

   Författare :David Knezevic; Pär Österholm; Stig Vinther Møller; Örebro universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Bayesian VAR; Cointegration; Financial crisis; Intertemporal diversification; Risk premium decomposition; Roll-over risk; Small open economy; Spillovers; Spread; Unconventional monetary policy;

   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

3. 2. Essays on Financial Markets and the Macroeconomy

   Författare :Jürg Fausch; Roine Vestman; John Hassler; Ilan Cooper; Stockholms universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; business cycles; DSGE model; macroeconomic risk; monetary policy shocks; recursive preferences; stock market; VAR model; variance decomposition; Economics; nationalekonomi;

   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

4. 3. Essays on exchange rates and international finance

   Författare :Marianne Nessén; Handelshögskolan i Stockholm; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   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