Search for dissertations about: "Debt default"

Showing result 1 - 5 of 7 swedish dissertations containing the words Debt default.

2. 1. Housing, Banking and the Macro Economy

   Author : Rachatar Nilavongse; Mikael Bask; Nils Gottfries; Jesper Lindé; Uppsala universitet; []
   Keywords : House price expectations; Debt default; Boom-bust cycles; Monetary policy; Inflation; Welfare analysis; Credit supply disruptions; Working capital; DSGE models; Economics; Nationalekonomi;

   Abstract : Essay 1: Expectation-Driven House Prices, Debt Default and Inflation DynamicsWe contribute to the literature on dynamic stochastic general equilibrium (DSGE) models with housing collateral by including shocks to house price expectations. We also incorporate endogenous mortgage defaults that are rarely included in DSGE models with housing collateral. READ MORE

4. 2. Essays in financial guarantees and risky debt

   Author : Gunnar Dahlfors; Peter Jansson; Handelshögskolan i Stockholm; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : This dissertation consists of six separate papers dealing with the valuation of financial guarantees and risky debt contract. Each of these papers is independent and distinct. The main theme is the valuation of securities by contingent claims analysis (CCA). Paper 1: Valuation of Financial Guarantees A Presentation and a Critique. READ MORE

5. 3. Essays on Corporate Growth and Corporate Credit Risk

   Author : Mehmet Caglar Kaya; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Gazelle Growth; Entrepreneurship; Acquisition; Competition; Venture Capital Finance; Policy; Credit Risk; Credit Default Swap; CDS Spread; Stock Illiquidity; Information Asymmetry; Market Interconnectedness; Capital Structure; Leverage; Credit Ratings; Accounting;

   Abstract : This doctoral dissertation contributes to research on financial economics. It consists of an overall introduction and three independent papers. The first paper, “A Theory of Gazelle Growth: Competition, Venture Capital Finance, and Policy,” examines how young fast-growing small firms, called gazelles, develop. READ MORE

6. 4. Essays on Credit Risk

   Author : Caren Guo Nielsen; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; equity returns; size effect; value effect; momentum effect; credit risk effect; credit default swap; banks; asset risk; credit risk; portfolio choice; risk-based capital regulation; bank bailouts; moral hazard; distress risk; capital injections; TARP; CPP; market discipline; financial crisis;

   Abstract : This dissertation covers the issues related to credit risk that stem from the recent financial crisis and that are concerned by investors, financial intermediaries, and governments. The results of the research have important implications for asset managers, such as using the information from the credit risk market to rebalance stock portfolios, and for policy makers in regulating or bailing out banks. READ MORE

7. 5. Essays on Banking and Portfolio Choice

   Author : Bo Larsson; Hans Wijkander; Jean-Charles Rochet; Stockholms universitet; []
   Keywords : Optimal reserves; Time-diversification; Home bias;

   Abstract : This thesis consists of three self-contained essays in the fields of banking and portfolio choice.Banking and Optimal Reserves in an Equilibrium Model:I address the question of reserves in banking, particularly the fact that reserves are substantially larger than the stipulated reserve requirements by Bank of International Settlements. READ MORE