Search for dissertations about: "fixed income market"

Showing result 1 - 5 of 25 swedish dissertations containing the words fixed income market.

  2. 1. Housing Market Dynamics

    Author : Sviatlana Engerstam; Abukar Warsame; Mats Wilhelmsson; Peter Palm; KTH; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; House prices; new construction; institutional environments; Swedish apartment market; Huspriser; nybyggnation; institutionell miljö; Svenska bostadsmarknaden; Fastigheter och byggande; Real Estate and Construction Management;

    Abstract : The dynamics of housing markets constitute a complex phenomenon. The body of research is vast and includes thousands of studies done on the national and international level. Empirical evidence indicates that housing markets differ in local institutional arrangements and that these might affect the ways they develop over time. READ MORE

  4. 2. Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets

    Author : Johan Hagenbjörk; Jörgen Blomvall; Ou Tang; Giorgio Consigli; Linköpings universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Finance; Fixed income; Interest rate risk; Credit risk; Risk management; Optimization; Mathematics;

    Abstract : The global fixed income market is an enormous financial market whose value by far exceeds that of the public stock markets. The interbank market consists of interest rate derivatives, whose primary purpose is to manage interest rate risk. READ MORE

  5. 3. Auri sacra fames : Interest Rates -- Prediction, Jumps and the Market Price of Risk

    Author : Carl Wilkens; Mats Persson; Peter Sellin; Michael Bergman; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; instantaneous interest rate; fixed income market; asset pricing; derivative pricing; Economics; Nationalekonomi;

    Abstract : This thesis consists of three essays investigating different aspects of interest rates."Prediction of Future Risk-Neutral Short-Term Interest Rate Densities: Can the Black, Derman and Toy Model Assist?" (Co-authored with David Vestin. READ MORE

  6. 4. Essays on Development and Experimental Economics: Migration, Discrimination and Positional Concerns

    Author : Lisa Andersson; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; class; discrimination; Ethiopia; ethnicity; experiment; fixed effects; field experiment; housing market; gender; income comparison; migration; panel data; private inter-household transfers; propensity score matching; reference groups; remittances; subjective well-being;

    Abstract : Paper 1: A Field Experiment of Discrimination in the Norwegian Housing Market: Gender, Class, and Ethnicity We test for gender, class, and ethnic discrimination in the Norwegian rental housing market using fake application letters. Females, individuals with high job status, and ethnic Norwegians are more likely to receive positive responses. READ MORE

  7. 5. Impacts of Policies, Peers and Parenthood on Labor Market Outcomes

    Author : Arizo Karimi; Per Johansson; Peter Skogman Thoursie; V. Joseph Hotz; Uppsala universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Policies; Peers; Parenthood; Labor Market Outcomes; Economics; Nationalekonomi;

    Abstract : This thesis consists of five self-contained papers.Paper 1 This paper analyzes the causal effect of the timing of first birth on highly educated women's career outcomes. To address the endogeneity of birth timing to labor market outcomes, I instrument the former with the occurrence of pregnancy loss before first birth. READ MORE