Sökning: "macroeconomic risk"

Visar resultat 1 - 5 av 33 avhandlingar innehållade orden macroeconomic risk.

  1. 1. Empirical Studies on Economic and Financial Spillovers : Asymmetric Risk and Dependence Modeling

    Författare :Axel Hedström; Gazi Salah Uddin; Ali M. Ahmed; Ugur Soytas; Linköpings universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Spillovers; systemic risk; risk modeling; risk dependence; asymmetric risk; energy finance; Spillovers; systemisk risk; riskmodellering; risk påverkan; asymmetrisk risk; energifinans;

    Sammanfattning : Financial assets are volatile, and volatility becomes more intense in terms of size and rate of recurrence when markets are uncertain and growing rapidly. The fact that the recurrence rate increased during crisis periods, such as the IT bubble in the early 2000 and the global financial crisis that started in 2007, is a key finding in the literature. LÄS MER

  3. 2. Essays on Corporate Exposure to Macroeconomic Risk

    Författare :Niclas Andrén; Företagsekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; inflation; interest rates; macroeconomic exposure; exchange rates; risk exposure; risk;

    Sammanfattning : Uncertainties in the macro economy are important sources of risk in today’s business world. Unexpected changes in exchange rates, interest rates, and inflation rates can lead to changes in corporate wealth and competitiveness and, in the extension, corporate market values – to what extent is the topic of this thesis. LÄS MER

  4. 3. Inequality and Macroeconomic Policy : Essays on Climate, Immigration and Fiscal Intervention

    Författare :Laurence Malafry; Per Krusell; Kjetil Storesletten; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Macroeconomics; inequality; climate change; carbon taxation; immigration; labour market; fiscal multipliers; austerity; Economics; nationalekonomi;

    Sammanfattning : This thesis consists of four self-contained essays in economics.Optimal Climate Policy with Household Wealth Inequality. Policy makers concerned with setting optimal carbon taxes to address climate change externalities often employ integrated assessment models (IAMs). LÄS MER

  5. 4. Remittances, regions and risk sharing

    Författare :Kristin Bernard Magnusson; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This thesis in economics includes three self-contained papers united by a common theme: the importance of economic fluctuations within and between countries for capital flows and risk sharing inside and across national borders. The first two papers study the determinants of workers’ remittances, as well as the consequences for macroeconomic volatility for the countries that receive them, using econometric methods and a general equilibrium model. LÄS MER

  7. 5. Credit risk assessment in different contexts : The influence of local networks for bank financing of SMEs

    Författare :Lars Silver; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Business studies; Credit risk assessments; Local networks; Bank financing; SMEs; Företagsekonomi; Business studies; Företagsekonomi; Business Studies; företagsekonomi;

    Sammanfattning : The Swedish banking crisis a decade ago was ultimately caused by the banks' failure in their assessments of the credit-risk of firms. Since then, Swedish banks have tried different organizational structures in order to safeguard the lending process. LÄS MER