Sökning: "bond market"

Visar resultat 6 - 10 av 39 avhandlingar innehållade orden bond market.

  1. 6. The Effects of Credit Rating and Watchlist Announcements on the U.S. Corporate Bond Market

    Författare :Alberto Crosta; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : I examine the effects of contemporaneous credit rating and watchlist announcements on the over-the-counter U.S. corporate bond market. I find significant negative daily abnormal returns (-2. LÄS MER

  3. 7. The Macroeconomics of the Term Structure of Interest Rates

    Författare :Paolo Zagaglia; Matthew Lindquist; Refet S. Gurkaynak; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; term structure of interest rates; monetary policy; money market; Economics; Nationalekonomi; Economics; nationalekonomi;

    Sammanfattning : 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

  4. 8. Essays on Financial Risks and Derivatives with Applications to Electricity Markets and Credit Markets

    Författare :Rikard Green; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Markov Chain Monte Carlo; Jump Diffusion Process; Stochastic Volatility; VaR; Electricity Markets; Market Risk; Forward Curve; Credit Risk; Currency Effects;

    Sammanfattning : Contracts traded on international financial and commodity markets are associated with complex risk structures. In this dissertation we are concerned with two specific types of risks; market risks and credit risks. The first chapter investigates market risks in the context of the Nordic electricity market. LÄS MER

  5. 9. Essays on Credit Ratings

    Författare :Anamaria Cociorva; Företagsekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; credit ratings; financial constraints; bond index; credit rating standards; rating conservatism; time variation in credit ratings; secular trends; Credit Rating Agencies;

    Sammanfattning : This thesis consists of four self-contained articles, all of which contribute to the empirical research on credit ratings. Broadly speaking, the first two papers highlight two less ordinary “uses” of credit ratings, in the context of (1) measuring financial constraints and (2) bond market segmentation. LÄS MER

  7. 10. Essays on currency markets

    Författare :Duc-Hoang Hoang; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; currency market; central bank communication; sentiment; carry trade; momentum;

    Sammanfattning : This doctoral dissertation comprises three independent essays which cover different aspects of the currency market.The first paper, Long-run and short-run risk premium in currency market, investigates the risk premium of the long-run and short-run volatility component of exchange rate returns in the currency market. LÄS MER