Search for dissertations about: "Bo Sjö"
Found 3 swedish dissertations containing the words Bo Sjö.
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1. Nonlinear and Nonparametric Dynamical Methods in Economics and Finance
Abstract : The objectives of the thesis - which comprises six parts – can be summarized in i) implementing linear and nonlinear/nonparametric approaches toward detecting, measuring and analyzing the nature and directionality of causal relationships in financial markets, ii) elaborating on modern topics in financial investment analysis, iii) probing into the role of commodity futures in constructing optimal portfolios as well as iv) investigating growth dynamics via aggregated and disaggregated indices.The first paper named “Analyzing causal interactions between sectoral equity returns and commodity futures returns in the aftermath of the global financial crisis: The case of the US and EU equity returns”, aims to explore and compare the dependence and co-movement structure between commodity and various asset classes’ returns including the USA and EU stock markets via the use of linear and non-linear causality testing in a comparative context with the additional adjustment for cointegration and conditional heteroscedasticity. READ MORE
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2. Family Matters : Essays on Family Firms and Employment Protection
Abstract : This thesis is a study of firm dynamics, family ownership, and employment protection. It addresses the implications of employment protection on firm productivity and how family owned firms react differently with regard to economic shocks. It also investigates whether family ownership matters for the probability of exhibiting high growth. READ MORE
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3. Housing Finance in Kampala, Uganda : To Borrow or Not to Borrow
Abstract : Housing is an important part of development processes and typically requires long-term finance. Without long-term financial instruments, it is difficult for households to smooth income over time by investing in housing. READ MORE
