Sökning: "bond market"

Visar resultat 16 - 20 av 39 avhandlingar innehållade orden bond market.

1. 16. Beers and Bonds : Essays in Structural Empirical Economics

   Författare :Andre Romahn; Handelshögskolan i Stockholm; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Sammanfattning : This dissertation consists of four papers in structural empirics that can be broadly categorized into two areas. The first three papers revolve around the structural estimation of demand for differentiated products and several applications thereof (Berry (1994), Berry, Levinsohn and Pakes (1995), Nevo (2000)), while the fourth paper examines the U. LÄS MER

3. 17. Climate Finance and the Point of Green Bonds

   Författare :Kristina Forsbacka; Malou Larsson Klevhill; Stefan Lindskog; Soili Nysten-Haarala; Luleå tekniska universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Law; Rättsvetenskap;

   Sammanfattning : The emergence of green bonds in 2008 has been perceived as an important means to move towards green and sustainable investments, and the green and sustainable bond markets have also grown exponentially. The purpose of my thesis is to analyse the green bond instrument and the role that it plays at climate finance. LÄS MER

4. 18. Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets

   Författare :Johan Hagenbjörk; Jörgen Blomvall; Ou Tang; Giorgio Consigli; Linköpings universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Finance; Fixed income; Interest rate risk; Credit risk; Risk management; Optimization; Mathematics;

   Sammanfattning : The global fixed income market is an enormous financial market whose value by far exceeds that of the public stock markets. The interbank market consists of interest rate derivatives, whose primary purpose is to manage interest rate risk. LÄS MER

5. 19. Financial Applications of Markov Chain Monte Carlo Methods

   Författare :Andreas Graflund; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Finansiering; Financial science; ekonomiska system; ekonomisk politik; ekonomisk teori; Nationalekonomi; economic policy; economic systems; economic theory; Economics; econometrics; Mean Reversion; Diversification; Real Estate Stocks; Markov Chain Monte Carlo Methods; Stock Markets; ekonometri;

   Sammanfattning : This thesis consists of four empirical studies on financial economics. The first chapter contains a short summary of the thesis. LÄS MER

7. 20. Essays on Risk in International Financial Markets

   Författare :Ola Larsson; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; volatility; Value at Risk; copulas; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Financial science; Finansiering;

   Sammanfattning : This thesis deals with techniques to model risk in financial markets and consists of four separate essays. The thesis begins with an introduction in chapter one, while chapter two to chapter five contains the four essays. The first essay examines the implication of using various risk measures for portfolio selection. LÄS MER