Search for dissertations about: "market risk"

Showing result 1 - 5 of 488 swedish dissertations containing the words market risk.

2. 1. Empirical Studies on Economic and Financial Spillovers : Asymmetric Risk and Dependence Modeling

   Author : Axel Hedström; Gazi Salah Uddin; Ali M. Ahmed; Ugur Soytas; Linköpings universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Spillovers; systemic risk; risk modeling; risk dependence; asymmetric risk; energy finance; Spillovers; systemisk risk; riskmodellering; risk påverkan; asymmetrisk risk; energifinans;

   Abstract : Financial assets are volatile, and volatility becomes more intense in terms of size and rate of recurrence when markets are uncertain and growing rapidly. The fact that the recurrence rate increased during crisis periods, such as the IT bubble in the early 2000 and the global financial crisis that started in 2007, is a key finding in the literature. READ MORE

4. 2. Essays on Credit Risk

   Author : Caren Guo Nielsen; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; equity returns; size effect; value effect; momentum effect; credit risk effect; credit default swap; banks; asset risk; credit risk; portfolio choice; risk-based capital regulation; bank bailouts; moral hazard; distress risk; capital injections; TARP; CPP; market discipline; financial crisis;

   Abstract : This dissertation covers the issues related to credit risk that stem from the recent financial crisis and that are concerned by investors, financial intermediaries, and governments. The results of the research have important implications for asset managers, such as using the information from the credit risk market to rebalance stock portfolios, and for policy makers in regulating or bailing out banks. READ MORE

5. 3. Take a risk : social interaction, gender identity, and the role of family ties in financial decision-making

   Author : Emma Zetterdahl; Thomas Aronsson; Niklas Hanes; Jörgen Hellström; Paolo Sodini; Umeå universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset allocation; Behavioral finance; Divorce; Financial literacy; Financial risk-taking; Gender identity; Household finance; Panel data; Propensity score matching; Risky asset share; Risk aversion; Saving behavior; Stock market participation; Social interaction; Trust; Economics; nationalekonomi;

   Abstract : This thesis consists of an introductory part and four self-contained papers related to individual financial behavior and risk-taking in financial markets.In Paper [I] we estimate within-family and community social interaction effects upon an individual’s stock market entry, participation, and exit decision. READ MORE

6. 4. Market transparency

   Author : Arvid Nilsson; Handelshögskolan i Stockholm; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : The starting point in industrial organization is the notion of perfect competition. In a market with perfect competition, everything is transparent. In particular, there is perfect information about price, product value and firms' actions. This dissertation deals with exceptions from the world of perfect competition. READ MORE

7. 5. Essays on systemic risk and financial market volatility

   Author : Dominika Krygier; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; systemic risk; Volatility; Volatility forecasting; Bitcoin; implicit guarantees; Financial stability; Leverage; Value-at-Risk; CoVaR; networks; Centrality; interconnectedness; Financial crisis; Stock market; Banks; Financial Markets;

   Abstract : This doctoral thesis consists of four independent research papers. All papers are empirical and cover the area of financial market risk, with a particular focus on systemic risk and volatility in financial markets. READ MORE