Sökning: "macroeconomic management"

Visar resultat 6 - 10 av 15 avhandlingar innehållade orden macroeconomic management.

1. 6. Essays on the Scandinavian Stock Markets

   Författare :Jonas Söderberg; Ghazi Shukur; Carsten Tanggaard; Växjö universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Scandinavian stock markets; Liquidity; Market microstructure theory; Liquidity spillover; Vector autoregression analysis; Forecasting; Out-of-sample tests; Copulas; Risk management; Economics; Nationalekonomi; Economics; Nationalekonomi;

   Sammanfattning : This thesis consists of three self-contained empirical essays related to the stock markets in Denmark, Norway, and Sweden.In Essay I, the time-series dynamics of liquidity on the Scandinavian stock exchanges between January 1993 and June 2005 are studied with liquidity indices. LÄS MER

3. 7. Apartment price determinants : A comparison between Sweden and Germany

   Författare :Sviatlana Anop; Hans Lind; Kerstin Annadotter; Bo Söderberg; KTH; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Apartment price determinants; house price determinants; valuation for mortgage purposes; bank lending policies; Nationalekonomi; Economics; Fastigheter och byggande; Real Estate and Construction Management;

   Sammanfattning : Similar development of economic fundamentals in Germany over the last two decades did not lead to the same dramatic house price increases as it is in Sweden. What can explain this house price stability over a long period? This thesis attempts to find the answer this question. LÄS MER

4. 8. US Equity REIT Returns and Digitalization

   Författare :Birger Axelsson; Han-Suck Song; Herman Donner; Peter Palm; KTH; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; REITs; quantitative easing; quantitative tightening; deep learning; LSTM; REITs; kvantitativa lättnader; kvantitativ åtstramning; djupinlärning; LSTM; Fastigheter och byggande; Real Estate and Construction Management;

   Sammanfattning : This licentiate thesis is a collection of two essays that utilize time-series econometric methods in real estate finance. The first essay applies econometric modelling on Real Estate Investment Trust (REIT) index returns, focusing on estimating the effect of the quantitative easing (QE) and quantitative tightening (QT) programmes on U.S. LÄS MER

5. 9. Beyond IT and Productivity : Effects of Digitized Information Flows in the Logging Industry

   Författare :Maria Kollberg; Birger Rapp; Thomas Falk; Bo Carlsson; Linköpings universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Information technology; productivity paradox; digitization; logging industry; Business and economics; Ekonomi; Economic Information Systems; Ekonomiska informationssystem;

   Sammanfattning : The IT and productivity paradox has been the subject of considerable research in recent decades. Many previous studies, based mainly on macroeconomic statistics or on aggregated company data, have reached disparate conclusions. Consequently, the question whether IT investments contribute to productivity growth is still heavily debated. LÄS MER

7. 10. Essays on Risks in Investment Strategies

   Författare :Ian Khrashchevskyi; Ai Jun Hou; Jarkko Peltomäki; Mika Vaihekoski; Stockholms universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; investment strategies; risk; hedging; diversification; derivatives; safe haven; investor behavior; financial education; företagsekonomi; Business Administration;

   Sammanfattning : This dissertation contains three articles, which investigate different types of risks investors encounter during the investment process.Article I investigates the relation between macroeconomic risk and higher-moment moment risk premia. LÄS MER