Search for dissertations about: "equity premium"

Showing result 1 - 5 of 23 swedish dissertations containing the words equity premium.

  2. 1. Essays in Financial Economics

    Author : Emanuel Alfranseder; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; GARCH; Spillover; Contagion; Financial Distress; Financial Constraints; Financial Crisis; Behavioral Finance; Equity Premium; Doubt; Pessimism;

    Abstract : Chapter 1 develops a framework to investigate the impact of the financial crisis starting in 2007 and employs an extended GARCH model to test for spillover and contagion effects originating from the financial sector. We find that the financial crisis affects financially distressed firms more heavily than non-distressed firms. READ MORE

  4. 2. Essays on Financial Risks and the Subprime Crisis

    Author : Emanuel Alfranseder; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; GARCH; Spillover; Contagion; Financial Distress; Financial Constraints; Financial Crisis; Equity Premium; Doubt; Pessimism; ; Investment; Capital Structure; Bankruptcy Risk;

    Abstract : This thesis covers the impact of the financial crisis of 2007-2009, the non-linearity in the impact of bankruptcy risk on leverage and the effect of pessimism and doubt on the equity premium. It consists of four self-contained essays. READ MORE

  5. 3. Essays on Public Macroeconomic Policy

    Author : Jose Mauricio Jr. Prado; Per Krusell; Nezih Guner; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; public policy; informality; foreign direct investments; ambiguity aversion; asset pricing; equity premium; business cycles; Economics; Nationalekonomi; Economics; nationalekonomi;

    Abstract : The thesis consists of three self-contained essays on public policy in the macroeconomy.“Government Policy in the Formal and Informal Sectors” quantitatively investigates the interaction between the firms' choice to operate in the formal or the informal sector and government policy on taxation and enforcement. READ MORE

  6. 4. Firms, International Competition, and the Labor Market

    Author : Selva Bahar Baziki; Nils Gottfries; Katariina Nilsson Hakkala; Uppsala universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; International Restructuring; Private Equity; Leveraged Buyouts; Import Competition; Assortative Matching; Skill Premium;

    Abstract : Essay 1: We propose a model of cross-border acquisitions in which multinational enterprises (MNEs) and private equity-firms (PE) compete over domestic assets. MNEs' advantage lies in firm-specific synergies, whereas PE-firms are good at restructuring. READ MORE

  7. 5. Essays on International Health Economics: The Role of Health Insurance in Health Care Financing in Low- and Middle-Income Countries

    Author : Björn Ekman; Socialepidemiologi; []
    Keywords : MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; Low- and middle-income country; Health insurance; Health financing; Samhällsvetenskaper; Social sciences; Econometric analysis; Equity;

    Abstract : The thesis consists of an introductory chapter and four independent research papers, summarized as follows. The introductory chapter discusses the role of economics in international health and the policy contributions of each of the particular papers. In addition, the data and the methods that have been used are discussed. READ MORE