Search for dissertations about: "financial contagion"

Showing result 6 - 10 of 11 swedish dissertations containing the words financial contagion.

2. 6. Essays on Financial Markets and Macroeconomics

   Author : Alessandra Bonfiglioli; Torsten Persson; Fabrizio Zilibotti; Ross Levine; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi;

   Abstract : This thesis consists of three papers, which address different aspects of financial markets and institutions.Equities and Inequality studies the relationship between investor protection the development of financial markets and income inequality. READ MORE

4. 7. Worms, Farms and Schools : Three Essays on Investment Choices in Uganda

   Author : Benedetta Lerva; Konrad Burchardi; Jakob Svensson; Jonathan de Quidt; Karen Macours; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; field experiments; randomized evaluations; agriculture; education; externalities; technology adoption; financial aid; cash transfers; school inputs; moral hazard; sharecropping; Economics; nationalekonomi;

   Abstract : Quantifying Externalities in Technology Adoption: Experimental Evidence from Ugandan FarmersI investigate how positive externalities contribute to underadoption of agricultural technology among sub-Saharan African farmers. I focus on the adoption of pest-control technologies. READ MORE

5. 8. Pricing Portfolio Credit Derivatives

   Author : Alexander Herbertsson; Göteborgs universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Portfolio credit risk; intensity-based models; dynamic dependence modelling; default contagion; CDS; synthetic CDO tranches; index CDS; k-th-to-default swaps; CDS-correlation; default-correlation; Markov jump processes; multivariate phase-type distributions; matrix-analytic methods;

   Abstract : This thesis consists of four papers on dynamic dependence modelling in portfolio credit risk. The emphasis is on valuation of portfolio credit derivatives. The underlying model in all papers is the same, but is split in two different sub-models, one for inhomogeneous portfolios, and one for homogeneous ones. READ MORE

6. 9. Corporate governance and controlling shareholders

   Author : Anete Pajuste; Handelshögskolan i Stockholm; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : The classical corporation, as described by Berle and Means (1932), was characterized by ownership that is dispersed between many small shareholders, yet control was concentrated in the hands of managers. This ownership structure created the conflict of interest between managers and dispersed shareholders. More recent empirical work (see, e.g. READ MORE

7. 10. 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