Sökning: "Oscar Küntzel"

Hittade 2 uppsatser innehållade orden Oscar Küntzel.

  1. 1. IN SEARCH OF A PARSIMONIOUS BANKRUPTCY MODEL FOR PRIVATE FIRMS AND THE COST TO LENDERS

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :John-Edward Olingsberg; Oscar Küntzel; [2019]
    Nyckelord :Private Default Prediction; Hazard Model; Basel III; Misclassification Costs; Parsimonious;

    Sammanfattning : This paper comprehensively reviews in excess of 200 financial and non-financial covariates in search of a parsimonious bankruptcy prediction model for the private market. Financial and real-estate companies aside, the entire population of Swedish independent, limited liability companies are examined between 1998-2017 corresponding to 245,844 unique companies and 55,411 corporate default events. LÄS MER

  3. 2. Solving the Swedish Muni Puzzle - Piece By Piece

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Oscar Küntzel; John-Edward Olingsberg; [2017]
    Nyckelord :The Muni Puzzle; Bond Yields; Liquidity; Bid-Ask Spreads;

    Sammanfattning : This paper examines whether liquidity premiums can explain the Swedish muni puzzle. The Swedish institutional climate presents a unique setting where default risk and taxes are equivalent in the context of municipal and treasury bonds. LÄS MER