Search for dissertations about: "financial bonds"

Showing result 1 - 5 of 22 swedish dissertations containing the words financial bonds.

2. 1. Financial Volatility and Time-Varying Risk Premia

   Author : Peter Hördahl; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Monte Carlo methods; Term structure of interest rates; Asymmetric variance; Time-varying risk premia; Volatility forecasting; CAPM; Conditional asset pricing models; Stochastic volatility; Volatility modeling; GARCH; Bond option pricing; Financial science; Finansiering;

   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

4. 2. Essays on Risk in International Financial Markets

   Author : Ola Larsson; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; volatility; Value at Risk; copulas; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Financial science; Finansiering;

   Abstract : This thesis deals with techniques to model risk in financial markets and consists of four separate essays. The thesis begins with an introduction in chapter one, while chapter two to chapter five contains the four essays. The first essay examines the implication of using various risk measures for portfolio selection. READ MORE

5. 3. The Pricing of Corporate Bonds and Determinants of Financial Structure

   Author : Håkan Thorsell; Handelshögskolan i Stockholm; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : This thesis contain three chapters. Default Risk in Corporate Bond Pricing. This chapter provides a model for how the corporate bond default risk influences the systematic risk and an empirical analysis of the systematic and idiosyncratic parts of U.S. READ MORE

6. 4. Financial Applications of Markov Chain Monte Carlo Methods

   Author : Andreas Graflund; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Finansiering; Financial science; ekonomiska system; ekonomisk politik; ekonomisk teori; Nationalekonomi; economic policy; economic systems; economic theory; Economics; econometrics; Mean Reversion; Diversification; Real Estate Stocks; Markov Chain Monte Carlo Methods; Stock Markets; ekonometri;

   Abstract : This thesis consists of four empirical studies on financial economics. The first chapter contains a short summary of the thesis. READ MORE

7. 5. The Financialization of the Swedish Growth Model : Four Essays on Capitalist Regulation and Institutional Change

   Author : Viktor Skyrman; Handelshögskolan i Stockholm; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; The Regulation Approach; covered bonds; the forest industry; the financialization of nature; financial market institutionalization; European capital market integration; innovation system governance; spatio-temporal fixes; welfare state transformation; securitization; Business Administration;

   Abstract : Financialization, the increasing influence of financial markets, actors, practices and measurements in political, economic and social life, continues to draw attention from scholars from diverse academic fields. Contributing to the literatures on household financialization, financial market institutionalization and the financialization of nature, this dissertation explores the underlying factors that enabled and facilitated the financialization of Sweden’s growth model. READ MORE