Search for dissertations about: "INTERNATIONAL TREASURY"

Found 2 swedish dissertations containing the words INTERNATIONAL TREASURY.

  1. 1. Evaluating Asset-Pricing Models in International Financial Markets

    University dissertation from Ekonomihögkskolan, Nationalekonomiska Institutionen

    Author : Fadi Zaher; Högskolan i Skövde.; Lunds universitet.; Lund University.; [2006]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SOCIAL SCIENCES Business and economics; SAMHÄLLSVETENSKAP Ekonomi; Humanities and Social sciences; Humaniora-samhällsvetenskap; 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; Financial science; Finansiering; Nationalekonomi; equity premium puzzle; bootstrap.;

    Abstract : 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. READ MORE

  2. 2. Empirical studies of financial asset returns

    University dissertation from Ekonomihögkskolan, Nationalekonomiska Institutionen

    Author : Sonnie Karlsson; Lunds universitet.; Lund University.; [2008]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; Riskaversion; Consumption; Capital investments; Multi-moment; Non-linear; International capital markets; Credit risk; Swap spread; Liquidity;

    Abstract : 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". READ MORE