Sökning: "Financial stress index"
Visar resultat 1 - 5 av 13 uppsatser innehållade orden Financial stress index.
1. Exploring patterns in risk factors for bark beetle attack during outbreaks triggered by drought stress with harvester data on attacked trees: A case study in Southeastern Sweden
Master-uppsats, Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskapSammanfattning : ABSTRACT Raising temperatures and climate variability have intensified extreme weather events worldwide. These extremes can enhance and trigger possible pest outbreaks. Bark beetle attacks have become a major concern in regions with extensive spruce forest areas. Southeastern Sweden has faced repeated outbreaks resulting in widespread tree loss. LÄS MER
2. Payment Method and Public Acquiror Returns: Evidence from the U.S. Market for Corporate Control
C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : This thesis examines the relationship between method of payment, financial stress, and acquiror abnormal returns using a sample of 676 acquisitions by NYSE, NYSE American, and Nasdaq listed non-financial, non-utility firms. In normal market conditions the results are generally consistent with previous findings, with stock acquisitions of private targets generating the highest abnormal returns. LÄS MER
3. Forecasting gold returns using principal component analysis from a large number of predictors
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionenSammanfattning : Gold is known in the financial world to be an important asset in unstable periods, especially as a hedge against inflation. If the gold price can be forecasted, it will be possible to strategically invest in gold rather than acquire it as a last-minute hedge against economic downturns. LÄS MER
4. Generating Extreme Value Distributions in Finance using Generative Adversarial Networks
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : This thesis aims to develop a new model for stress-testing financial portfolios using Extreme Value Theory (EVT) and General Adversarial Networks (GANs). The current practice of risk management relies on mathematical or historical models, such as Value-at-Risk and expected shortfall. LÄS MER
5. Forecasting gold returns using principal component analysis from a large number of predictors
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : Gold is known in the financial world to be an important asset in unstable periods, especially as a hedge against inflation. If the gold price can be forecasted, it will be possible to strategically invest in gold rather than acquire it as a last-minute hedge against economic downturns. LÄS MER