Search for dissertations about: "Sovereign risk"

Showing result 1 - 5 of 10 swedish dissertations containing the words Sovereign risk.

  2. 1. The Treasurer's Guide to the Municipality : Essays on Sub-Sovereign Finance

    Author : David Knezevic; Pär Österholm; Stig Vinther Møller; Örebro universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Bayesian VAR; Cointegration; Financial crisis; Intertemporal diversification; Risk premium decomposition; Roll-over risk; Small open economy; Spillovers; Spread; Unconventional monetary policy;

    Abstract : This thesis presents a comprehensive empirical analysis of the current state of Swedish sub-sovereign finance from multiple perspectives, starting from the local and moving to the national. Financial risks may occur in a long line of financial obligations and transactions. READ MORE

  4. 2. Essays on Sovereign Credit Risk and Credit Default Swap Spreads

    Author : Patrick Augustin; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : This doctoral thesis consists of 4 self-contained chapters: Sovereign Credit Default Swap Premia. This comprehensive review of the literature on sovereign CDS spreads highlights current academic debates and contrasts them with contradictory statements from the popular press.  Real Economic Shocks and Sovereign Credit Risk. READ MORE

  5. 3. Essays on Debts and Constitutions

    Author : Emanuel Kohlscheen; Torsten Persson; Jonathan Eaton; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; debt; constitution; sovereign risk; federalism; credibility; political institutions; renegotiation; trade credit; international reserves; bailout; revenue sharing; soft budget; Business and economics; Ekonomi;

    Abstract : This thesis includes two essays on sovereign debt and one on subnational governments' debts within a federation. In the two first essays, simple constitutional rules - that define how economic interactions unfold - are found to influence the outcome in important ways. READ MORE

  6. 4. Essays on Currency Risk and Financial Frictions

    Author : Valeri Sokolovski; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : This doctoral thesis consists of four independent empirical papers in financial economics.Although my work analyses three different financial markets (currencies, credit defaultswaps and exchange traded funds) the common thread is financial frictions. READ MORE

  7. 5. Essays on Systemic Risk in European Banking

    Author : Hassan Sabzevari; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Systemic Risk; CoVaR; GIIPS; Quantile Regression; DCC; CDS;

    Abstract : This thesis makes a contribution to systemic risk literature in the European banking system. The intimate interdependence between the European banking industries and the fragile GIIPS debt market has jeopardized the banking sector in Europe. READ MORE