Search for dissertations about: "Present-value relationship"

Found 3 swedish dissertations containing the words Present-value relationship.

  2. 1. Predictability in Equity Markets: Estimation and Inference

    Author : Tamás Kiss; Erik Hjalmarsson; Ádám Faragó; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Non-stationary regressor; Persistence Adjustment; Predictive Regressions; Predictive System; Present-value relationship; Return Predictability; Stock-return Predictability; Non-stationary regressor Persistence Adjustment Predictive Regressions Predictive System Present-value relationship Return Predictability Stock-return Predictability;

    Abstract : The thesis consists of three chapters dealing with predictability in equity markets. The first chapter analyses predictive regressions in a predictive system framework, where the predictor is an imperfect proxy for the expected returns. READ MORE

  4. 2. Studies of the relationship between aid and trade and the fiscal implications of emigration and HIV/AIDS interventions

    Author : Lars M. Johansson; Harry Flam; Kjetil Storesletten; Björn Gustafson; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi; Economics; nationalekonomi;

    Abstract : This thesis consists of three studies; two on fiscal effects of demographic change and one on the correlation between international aid and trade flows.  Fiscal Implications of Emigration. This study examines the fiscal effects of emigration. A dynamic macroeconomic framework is used. READ MORE

  5. 3. Term structure estimation based on a generalized optimization framework

    Author : Marcel Ndengo Rugengamanzi; Torbjörn Larsson; Jörgen Blomvall; Kristoffer Hägglöf; Linköpings universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : The current work is devoted to estimating the term structure of interest rates based on a generalized optimization framework. To x the ideas of the subject, we introduce representations of the term structure as they are used in nance: yield curve, discount curve and forward rate curve. READ MORE