Sökning: "Term structure of interest rates"
Visar resultat 1 - 5 av 18 avhandlingar innehållade orden Term structure of interest rates.
1. The Macroeconomics of the Term Structure of Interest Rates
Detta är en avhandling från Stockholm : Department of Economics, Stockholm UniversitySammanfattning : This thesis consists of four papers, summarized as follows."The Term Structure of Interest Rates and the Monetary Transmission Mechanism"This paper provides empirical evidence that the term structure of interest rates is an integral part of the monetary transmission mechanism. LÄS MER
2. On the term structure of forwards, futures and interest rates
Detta är en avhandling från Stockholm : KTHSammanfattning : .... LÄS MER
3. No Arbitrage Pricing and the Term Structure of Interest Rates
Detta är en avhandling från Uppsala universitetSammanfattning : This dissertation provides an introduction to the concept of no arbitrage pricing and probability measures. In complete markets prices are arbitrage-free if and only if there exists an equivalent probability measure under which all asset prices are martingales. This is only a slight generalization of the classical fair game hypothesis. LÄS MER
4. Essays on the term structure of interest rates and monetary policy
Detta är en avhandling från Stockholm : Institute for International Economic Studies, Stockholm UniversitySammanfattning : This thesis consists of four empirical essays, summarized below.In “On Alternative Interest Rate Processes'' the interest rate dynamics for four European countries are studied. There seems to be a positive relation between the interest rate level and the volatility of interest rate changes. LÄS MER
5. Financial Volatility and Time-Varying Risk Premia
Detta är en avhandling från Department of Economics, Lund UniverstiySammanfattning : This thesis consists of four empirical essays, all dealing with return volatility of financial assets and/or time-varying risk premia. In the first essay, Changing Risk Premia: Evidence from a Small Open Economy, the relation between risk and return is investigated for Swedish stocks. LÄS MER
