Search for dissertations about: "Credit Market"

Showing result 16 - 20 of 89 swedish dissertations containing the words Credit Market.

  2. 16. Bridges with Random Length and Pinning Point for Modelling the Financial Information

    Author : Mohammed Louriki; Astrid Hilbert; Dorje C. Brody; Linnéuniversitetet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Brownian motion; Brownian bridge; Gaussian process; Gaussian bridge; Gamma process; Gamma bridge; Lévy process; pinned Lévy process; Markov process; Bayes theorem; stopping time; default time; semi-martingale decomposition; credit risk; defaultable bond; last passage time; enlargement of filtration; stochastic filtering theory; information-based asset pricing; market filtration.; Mathematics; Matematik;

    Abstract : The impact of the information concerning an event of interest occurring at a future random time is the main topic of this work. The event can massively influence financial markets and the problem of modelling the information on the time at which it occurs is of crucial importance in financial modelling. READ MORE

  4. 17. Essays in international risk sharing : Currency strategies and credit cycles

    Author : Tommy von Brömsen; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : In order to earn excess returns, investors must take on risk. For an international investor that risk can be characterized as either country-specific or global. While the former risks are contained within a given country, global risks are spread across economies and can potentially affect investors around the world. READ MORE

  5. 18. The Liability of Credit Rating Agencies to Investors – A Swedish Perspective

    Author : Emil Nästegård; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; private law civilrätt ; penal law straffrätt ; financial market law finansmarknadsrätt ; tort law skadeståndsrätt ; credit rating agencies kreditvärderingsinstitut ; negligent misstatement oaktsamt vilseledande ; EU law EU-rätt ;

    Abstract : Credit rating agencies are vital to the operation of the global financial markets. They rate the ability of debtors to make timely interest payments and the likelihood of default. READ MORE

  6. 19. Essays in Crime, Labour, and Credit Markets

    Author : Christofer Schroeder; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : This doctoral thesis in Economics consists of three chapters.  “Real Effects of Credit Supply Shocks: Evidence from Danish Banks, Firms, and Workers” exploits a large and novel dataset constructed from Danish administrative and tax records to estimate the effect of shocks to firms’ credit supply on firm and worker level outcomes. READ MORE

  7. 20. Essays on banking, credit and interest rates

    Author : Kasper Roszbach; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : This dissertation consists of four papers, each with an application of a discrete dependent variable model, censored regression or duration model to a credit market phenomenon or monetary policy question. The first three essays deal with bank lending policy, while the last one studies interest rate policy by Central Banks. READ MORE