Search for dissertations about: "asymmetric risk"
Showing result 1 - 5 of 47 swedish dissertations containing the words asymmetric risk.
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1. Empirical Studies on Economic and Financial Spillovers : Asymmetric Risk and Dependence Modeling
Abstract : Financial assets are volatile, and volatility becomes more intense in terms of size and rate of recurrence when markets are uncertain and growing rapidly. The fact that the recurrence rate increased during crisis periods, such as the IT bubble in the early 2000 and the global financial crisis that started in 2007, is a key finding in the literature. READ MORE
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2. On Risk Prediction
Abstract : This thesis comprises four papers concerning risk prediction. Paper [I] suggests a nonlinear and multivariate time series model framework that enables the study of simultaneity in returns and in volatilities, as well as asymmetric effects arising from shocks. READ MORE
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3. Financial Volatility and Time-Varying Risk Premia
Abstract : This thesis consists of four empirical essays, all dealing with return volatility of financial assets and/or time-varying risk premia. In the first essay, Changing Risk Premia: Evidence from a Small Open Economy, the relation between risk and return is investigated for Swedish stocks. READ MORE
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4. Moral Hazard and Insurance: Optimality, Risk and Preferences
Abstract : The thesis consists of an introductory chapter, followed by three chapters which all deal with theoretical issues related to moral hazard and insurance. In Chapter 2 we assume symmetric and perfect information. READ MORE
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5. A study of asymmetric information problems in vehicle insurance
Abstract : Insurance is an indispensable part of modern welfare systems. It provides financial protection against unexpected losses and facilitates security and efficiency. READ MORE