Search for dissertations about: "macroeconomic exposure"

Found 4 swedish dissertations containing the words macroeconomic exposure.

  2. 1. Essays on Corporate Exposure to Macroeconomic Risk

    Author : Niclas Andrén; Företagsekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; inflation; interest rates; macroeconomic exposure; exchange rates; risk exposure; risk;

    Abstract : Uncertainties in the macro economy are important sources of risk in today’s business world. Unexpected changes in exchange rates, interest rates, and inflation rates can lead to changes in corporate wealth and competitiveness and, in the extension, corporate market values – to what extent is the topic of this thesis. READ MORE

  4. 2. Dynamics of macroeconomic and financial variables in different time horizons

    Author : Hyunjoo Kim Karlsson; R. Scott Hacker; Catherine L. Mann; Jönköping University; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : This dissertation consists of an introductory chapter and four papers dealing with financial issues of open economies, which can be in two broad categorizations: 1) exchange rate movements and 2) stock market interdependence. The first paper covers how the exchange rate changes affect the prices of internationally traded goods. READ MORE

  5. 3. Essays on Sovereign Credit Risk and Credit Default Swap Spreads

    Author : Patrick Augustin; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : This doctoral thesis consists of 4 self-contained chapters: Sovereign Credit Default Swap Premia. This comprehensive review of the literature on sovereign CDS spreads highlights current academic debates and contrasts them with contradictory statements from the popular press.  Real Economic Shocks and Sovereign Credit Risk. READ MORE

  6. 4. Essays on the term structure of interest rates and long-run risks

    Author : Henrik Hasseltoft; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : Stocks, Bonds, and Long-Run Consumption Risks. Bansal and Yaron (2004) show that long-run consumption risks and time-varying economic uncertainty in conjunction with recursive preferences can account for important features of equity markets. READ MORE