Search for dissertations about: "Interest rate risk"

Showing result 11 - 15 of 139 swedish dissertations containing the words Interest rate risk.

2. 11. Changing the risk at the margin : Smallholder farming and public policy in developing countries

   Author : Camilla Andersson; Jesper Stage; Ing-Marie Gren; Umeå universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Smallholder farming; Public policy; Informal risk strategies; Microcredit; Opium eradication; Development economics; Food policy; Economics; Nationalekonomi; nationalekonomi; Economics;

   Abstract : This thesis consists of a summary and four self-contained papers. Paper [I] examines whether the implementation of a social safety net programme in Ethiopia has affected the value, risk and composition of farmers‟ crop portfolios. READ MORE

4. 12. Hips at risk osteoporosis and prevention of hip fractures

   Author : Anna Ekman; Uppsala universitet; []
   Keywords : MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; Surgery; Bone Densitometry; external hip protectors; hip fracture; mortality risk; nursing home residents; osteoporosis; Kirurgi; Surgery; Kirurgi; Orthopaedics; ortopedi;

   Abstract : Hip fractures are the most serious consequence of osteoporosis, and are one important cause of morbidity and mortality among the elderly. Prophylactic treatment for hip fractures are now available. Early detection of individuals with increased risk for hip fractures is therefor of great interest. READ MORE

5. 13. Credit risk and forward price models

   Author : Raquel M Gaspar; Handelshögskolan i Stockholm; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : This thesis consists of three distinct parts. Part I introduces the basic concepts and the notion of general quadratic term structures (GQTS) essential in some of the following chapters. Part II focuses on credit risk models and Part III studies forward price term structure models using both the classical and the geometrical approach. READ MORE

6. 14. 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

7. 15. Expectations, Uncertainty, and Monetary Policy

   Author : David Kjellberg; Annika Alexius; Nils Gottfries; Ulf Söderström; Uppsala universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Monetary Policy; Expectations; Uncertainty; Uncovered Interest Parity; Interest Rates; Economics; Nationalekonomi;

   Abstract : Essay 1 - To evaluate measures of expectations I examine and compare some of the most common methods for capturing expectations: the futures method which utilizes financial market prices, the VAR forecast method, and the survey method. I study average expectations on the Federal funds rate target, and the main findings can be summarized as follows: i) the survey measure and the futures measure are highly correlated; the correlation coefficient is 0. READ MORE