Search for dissertations about: "rate risk"

Showing result 1 - 5 of 2091 swedish dissertations containing the words rate 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 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

  5. 3. 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

  6. 4. Integrated and Probabilistic Risk Analysis of Drinking Water Systems

    Author : Andreas Lindhe; Chalmers tekniska högskola; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; water safety plan; customer minutes lost; probabilistic; fault tree analysis; risk analysis; risk; integrated; drinking water system; hazard; uncertainty;

    Abstract : Drinking water supply is an essential public function but is at the same time exposed to risks. Since a totally risk-free society is not attainable, risks need to be managed efficiently to achieve an acceptable level of risk. READ MORE

  7. 5. Ischemic heart disease in Kiruna : risk factors and sequelae

    Author : Torbjörn Messner; Kurt Svärdsudd; Umeå universitet; []
    Keywords : MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; Ischemic heart disease; risk factors; alcohol; acetylsalicylic acid; lipids; fatty acids; diet; psychosocial risk factors; migration; smoking; mortality; diabetes mellitus; family history; heart failure;

    Abstract : Kiruna, a Swedish community situated 300 km north of the Arctic Circle, has a very high mortality in ischemic heart disease (IHD). Acase-control study was undertaken to find out if the risk factors for IHD or their impact differed from those in other populations. READ MORE