Sökning: "mean reversion"

Visar resultat 6 - 10 av 10 avhandlingar innehållade orden mean reversion.

  1. 6. Two Essays in Empirical Finance: Unit-Root Testing in the Presence of Structural Breaks

    Författare :Florin G. Maican; Göteborgs universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : Essay 1: Real Exchange Rate Adjustment in European Transition Countries Essay 1 presents unit-root test results for real exchange rates in ten Central and Eastern European transition countries relative to the Euro during 1993:01-2005:12. Because of the shift from controlled to market economies and the accompanying crises, failed policy regimes and changes in exchange rate regimes, appropriate tests in transition countries require allowing for both structural changes and outliers. LÄS MER

  3. 7. Green Finance in Real Estate, Housing Price Volatility and Rental Swaps

    Författare :Aleksandar Petreski; Andreas Stephan; Agostino Manduchi; Bertram Steininger; Jönköping University; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This thesis consists of four papers that explore several aspects of the housing market in Sweden: financing of the housing construction sector, price volatility patterns of apartment and house segments and the role of the swap rental market in access to housing and household mobility.The first paper explores the effect of a firm’s reputation of being a green bond issuer on its financing costs. LÄS MER

  4. 8. Essays on the term structure of interest rates and monetary policy

    Författare :Magnus Dahlquist; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Penningpolitik; Ränta;

    Sammanfattning : This thesis consists of four empirical essays, summarized below.In “On Alternative Interest Rate Processes'' the interest rate dynamics for four European countries are studied. There seems to be a positive relation between the interest rate level and the volatility of interest rate changes. LÄS MER

  5. 9. Genetics of immunoglobulin a deficiency

    Författare :Che Kang Lim; Karolinska Institutet; Karolinska Institutet; []
    Nyckelord :;

    Sammanfattning : Immunoglobulin A deficiency (IgAD) is the most common primary immunodeficiency in Caucasian populations. It is defined as a serum IgA level below 0.07 g/L with normal IgM and IgG levels in an individual older than four years of age. LÄS MER

  7. 10. Cerebellar development and very preterm birth interactions with neonatal events

    Författare :Kristbjorg Sveinsdottir; Lund Pediatrik; []
    Nyckelord :MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES;

    Sammanfattning : AbstractThe cerebellum is an important part of the brain and in very preterm infants the cerebellum is smaller at term equivalent age compared to that of infants born at term.Hypothesis and aims: The general hypothesis is that preterm birth per se causes cerebellar underdevelopment and that certain events following preterm birth, either complications or treatments, can aggravate the underdevelopment. LÄS MER