Sökning: "essays on risk"

Visar resultat 16 - 20 av 231 avhandlingar innehållade orden essays on risk.

1. 16. 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. 17. Essays on Risk, Privatization and Regulated Markets

   Författare :Isak Trygg Kupersmidt; Handelshögskolan i Stockholm; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Sammanfattning : This dissertation contains three essays on the theme of risk, privatization, and regulated markets. In the first chapter, the author analyzes the deregulation of the Swedish pharmacy market. Of specific interest is how the market expands and the chains' decisions on opening new stores. LÄS MER

4. 18. Essays on Currency Risk and Financial Frictions

   Författare :Valeri Sokolovski; Handelshögskolan i Stockholm; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Sammanfattning : This doctoral thesis consists of four independent empirical papers in financial economics.Although my work analyses three different financial markets (currencies, credit defaultswaps and exchange traded funds) the common thread is financial frictions. LÄS MER

5. 19. 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

7. 20. Back on the map : essays on financial markets in the Baltic States

   Författare :Albina Soultanaeva; Kurt Brännäs; Hossein Asgharian; Umeå universitet; []
   Nyckelord :Financial Markets; Time series; GARCH; Asymmetry; News; nationalekonomi; Economics;

   Sammanfattning :  This thesis consists of five self-contained papers, which are all related to the financial markets in the three Baltic States, Estonia, Latvia and Lithuania.  Paper [I] studies the impact of news from the Moscow and New York stock exchanges on the returns and volatilities of the Baltic States' stock market indices using a time series model that accounts for asymmetries in the conditional mean and variance functions. LÄS MER