Search for dissertations about: "Emanuel Alfranseder"
Found 2 swedish dissertations containing the words Emanuel Alfranseder.
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1. Essays in Financial Economics
Abstract : Chapter 1 develops a framework to investigate the impact of the financial crisis starting in 2007 and employs an extended GARCH model to test for spillover and contagion effects originating from the financial sector. We find that the financial crisis affects financially distressed firms more heavily than non-distressed firms. READ MORE
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2. Essays on Financial Risks and the Subprime Crisis
Abstract : This thesis covers the impact of the financial crisis of 2007-2009, the non-linearity in the impact of bankruptcy risk on leverage and the effect of pessimism and doubt on the equity premium. It consists of four self-contained essays. READ MORE