Sökning: "interest rates"

Visar resultat 21 - 25 av 415 avhandlingar innehållade orden interest rates.

  1. 21. Multidimensional Markov-Functional and Stochastic Volatiliy Interest Rate Modelling

    Författare :Linus Kajsajunti; Handelshögskolan i Stockholm; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : This thesis consists of three papers in the area of interest rate derivatives modelling. The pricing and hedging of (exotic) interest rate derivatives is one of the most demanding and complex problems in option pricing theory and is of great practical importance in the market. LÄS MER

  3. 22. Essays on Trade, Growth and Exchange Rates

    Författare :Jerker Stefan Göran Lundbäck; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; International commerce; Internationell ekonomi;

    Sammanfattning : In the first chapter we test if Purchasing Power Parity, PPP, is empirically valid and when that is not the case we test if productivity growth differences can account for the deviations from PPP by co-integration analysis. Interestingly, the results lend support in favour of PPP in several cases and when PPP is rejected GDP per capita growth rate differences seem to explain the long-run deviations from PPP. LÄS MER

  4. 23. On monetary policy and interest rate determination in an open economy

    Författare :Lars Hörngren; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : Swedish financial markets, in particular the money market, have developed very rapidly during the 1980s. Concurrently, there has been an equally drastic change in the conduct of monetary policy and a shift away from the previous reliance on regulatory policy instruments. LÄS MER

  5. 24. Essays on Monetary Policy and Asset Markets

    Författare :Virginia Queijo von Heideken; Torsten Persson; Jon Faust; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Monetary policy; DSGE models; long-term interest rates; financial frictions; house prices; Bayesian estimation; Economics; Nationalekonomi; Economics; nationalekonomi;

    Sammanfattning : This thesis consists of three essays on monetary policy and asset markets.“Monetary Policy Regimes and the Volatility of Long-Term Interest Rates” addresses two questions that have been studied separately in the literature. First, the paper aims at explaining the high volatility of long-term interest rates observed in the data. LÄS MER

  7. 25. Time Varying Parameters in Exchange Rate Models

    Författare :Richard Henricsson; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic systems; economic theory; econometrics; Economics; stochastich volatility.; purchasing power parity; GARCH; exchange rates; Stationarity; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik;

    Sammanfattning : This thesis consists of five papers on different aspects of parametervariation in some common exchange rate models.The first paper investigates the stability in the real exchange rate, witch is equivalent to purchasing power parity (PPP). LÄS MER