Search for dissertations about: "financial markets"

Showing result 6 - 10 of 199 swedish dissertations containing the words financial markets.

2. 6. Back on the map : essays on financial markets in the Baltic States

   Author : Albina Soultanaeva; Kurt Brännäs; Hossein Asgharian; Umeå universitet; []
   Keywords : Financial Markets; Time series; GARCH; Asymmetry; News; nationalekonomi; Economics;

   Abstract :  This thesis consists of five self-contained papers, which are all related to the financial markets in the three Baltic States, Estonia, Latvia and Lithuania.  Paper [I] studies the impact of news from the Moscow and New York stock exchanges on the returns and volatilities of the Baltic States' stock market indices using a time series model that accounts for asymmetries in the conditional mean and variance functions. READ MORE

4. 7. Evaluating Asset-Pricing Models in International Financial Markets

   Author : Fadi Zaher; Högskolan i Skövde; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; financial science; economic policy; economic theory; economic systems; econometrics; Hansen-Jagannathan boundsequity premium puzzle; Forecasting methods; asset-pricing models; Economics; bootstrap; short-sales constraint; ekonomisk politik; finansiering; ekonomiska system; nationalekonomi; ekonometri; Hansen-Jagannathan bounds; ekonomisk teori; Business and economics; Ekonomi; Humanities and Social sciences; Humaniora-samhällsvetenskap; ekonomisk politik; Financial science; Finansiering; ekonomiska system; economic policy; Nationalekonomi; ekonometri; economic theory; economic systems; econometrics; Hansen-Jagannathan bounds; equity premium puzzle; Forecasting methods; asset-pricing models; ekonomisk teori; Economics; bootstrap.; short-sales constraint;

   Abstract : This thesis consists of three empirical studies on asset-prices in international financial markets. The purpose is three-fold. First, to evaluate whether good predictions of economic variables may be obtained by pooling information from a broad group of financial variables. READ MORE

5. 8. AND ... AND ... AND ... : Reiterating Financial Derivation

   Author : Thomas Bay; Pierre Guillet de Monthoux; Bo Hedberg; Rolland Munro; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Financial derivation; derivatives; options; futures; risk; finance; economy; gambling; reiteration; deconstruction; deterritorialisation; experimentation; Business studies; Företagsekonomi; företagsekonomi; Business Administration;

   Abstract : This essay is an attempt at examining the general logic of derivation, the organisational geno-practice of financial derivationówhat I have called: reiterative derivation. I will endeavour to reiterate, to repeat otherwise, to displace the derivative distinction which apart from providing the financial markets with ever new business opportunities, makes financial instruments like options and futures the potential turning point, the crisis, the utmost risk, the pure possibility, of any economic reality. READ MORE

6. 9. Essays on the Economics of Banks and Markets

   Author : Ettore Panetti; Per Krusell; Elena Carletti; Stockholms universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; banks; default; economic growth; financial liberalization; financial markets; hidden trades; insurance; liquidity; policy coordination; market participation; regulation; Economics; nationalekonomi;

   Abstract : This thesis consists of three essays.The first essay, “A Theory of Bank Illiquidity and Default with Hidden Trades”, develops a theory of banking to explore how the availability of trading opportunities for both banks and individual investors affects the link between illiquidity and default in the financial system. READ MORE

7. 10. Climate Policy and Financial Markets

   Author : Samson Mukanjari; Göteborgs universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; burden sharing; climate policy; commodity futures; distribution; environmental deregulation; Environmental Protection Agency; EPA; equity; event study; fairness; impulse-indicator saturation; international climate negotiations; Paris Agreement; Trump;

   Abstract : Climate change represents a serious, as-yet-unresolved global commons problem. After decades of international climate negotiations, 195 nations adopted the Paris climate agreement in December 2015. The subsequent election of Donald Trump as US president in 2016 was seen as a setback for climate policy. READ MORE