Sökning: "risk premium"

Visar resultat 11 - 15 av 56 avhandlingar innehållade orden risk premium.

1. 11. Willingness to Pay for a Reduction in Road Mortality Risk: Evidence from Sweden

   Författare :Henrik Andersson; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Willingness to Pay; Value of a Statistical Life; Revealed preferences; Stated preferences; economic systems; economic theory; econometrics; Economics; ekonomisk teori; ekonometri; ekonomisk politik; ekonomiska system; economic policy; Nationalekonomi; Road-mortality risk;

   Sammanfattning : The thesis consists of an introductory chapter, followed by three chapters in which willingness to pay (WTP) for a reduction in car- and road-mortality risk is estimated using both revealed- and stated-preference methods. In chapter 2 the hedonic regression technique is used to estimate the value of traffic safety, using information from the Swedish market for automobiles. LÄS MER

3. 12. Essays on Dynamic Macroeconomics

   Författare :Conny Olovsson; Mats Persson; Dirk Krueger; Stockholms universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Labor supply; home production; the equity premium puzzle; social security; intergenerational risk sharing; Business and economics; Ekonomi;

   Sammanfattning : My thesis consists of three papers in macroeconomics.“Why do Europeans Work so Little?” concerns labor supply. Market work per person is roughly 10 percent higher in the U.S. LÄS MER

4. 13. Evaluating Asset-Pricing Models in International Financial Markets

   Författare :Fadi Zaher; Högskolan i Skövde; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; financial science; economic policy; economic theory; economic systems; econometrics; Hansen-Jagannathan boundsequity premium puzzle; Forecasting methods; asset-pricing models; Economics; bootstrap; short-sales constraint; ekonomisk politik; finansiering; ekonomiska system; nationalekonomi; ekonometri; Hansen-Jagannathan bounds; ekonomisk teori; Business and economics; Ekonomi; Humanities and Social sciences; Humaniora-samhällsvetenskap; ekonomisk politik; Financial science; Finansiering; ekonomiska system; economic policy; Nationalekonomi; ekonometri; economic theory; economic systems; econometrics; Hansen-Jagannathan bounds; equity premium puzzle; Forecasting methods; asset-pricing models; ekonomisk teori; Economics; bootstrap.; short-sales constraint;

   Sammanfattning : This thesis consists of three empirical studies on asset-prices in international financial markets. The purpose is three-fold. First, to evaluate whether good predictions of economic variables may be obtained by pooling information from a broad group of financial variables. LÄS MER

5. 14. Empirical studies of financial asset returns

   Författare :Sonnie Karlsson; Lunds universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; Riskaversion; Consumption; Capital investments; Multi-moment; Non-linear; International capital markets; Credit risk; Swap spread; Liquidity;

   Sammanfattning : This dissertation aims at understanding differences in rates of returns on financial assets, both in the cross-section and over time. It contains four chapters. The first paper is "Non-separable preferences and risk aversion: Results from the UK". LÄS MER

7. 15. Essays on Financial Markets and the Macroeconomy

   Författare :Jürg Fausch; Roine Vestman; John Hassler; Ilan Cooper; Stockholms universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; business cycles; DSGE model; macroeconomic risk; monetary policy shocks; recursive preferences; stock market; VAR model; variance decomposition; Economics; nationalekonomi;

   Sammanfattning : Asset pricing implications of a DSGE model with recursive preferences and nominal rigidities. I study jointly macroeconomic dynamics and asset prices implied by a production economy featuring nominal price rigidities and Epstein-Zin (1989) preferences. LÄS MER