Sökning: "Proxy"
Visar resultat 21 - 25 av 876 uppsatser innehållade ordet Proxy.
21. At the Sustainable Finance Frontier - Sustainability-Linked Bonds: Targets, Sustainability Profiles and Yield Spreads
Magister-uppsats, Lunds universitet/Företagsekonomiska institutionenSammanfattning : Purpose: To investigate whether the ambitiousness of sustainability performance target and/or issuer sustainability profile have an influence on Sustainability-Linked Bond (SLB) yield spreads. Methodology: The utilized econometric approach is OLS regressions on a cross-sectional data. LÄS MER
22. Modelling Proxy Credit Cruves Using Recurrent Neural Networks
Master-uppsats, KTH/Matematisk statistikSammanfattning : Since the global financial crisis of 2008, regulatory bodies worldwide have implementedincreasingly stringent requirements for measuring and pricing default risk in financialderivatives. Counterparty Credit Risk (CCR) serves as the measure for default risk infinancial derivatives, and Credit Valuation Adjustment (CVA) is the pricing method used toincorporate this default risk into derivatives prices. LÄS MER
23. Impact from Tourism on Vegetation Greenness in Yellowstone National Park
Kandidat-uppsats, Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskapSammanfattning : Tourism has increased drastically during the last decades in Yellowstone National Park, from nearly 20 000 visitors in 1910 to almost five million visitors in 2021. Yellowstone is an important ecosystem with unique wildlife, and geological and cultural history. LÄS MER
24. Are ESG-ratings related to financial strength? : A panel data analysis of Swedish publicly traded firms
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/FöretagsekonomiSammanfattning : In a world facing environmental destruction and social injustices, corporations are called upon to act more sustainably. There has been an upswing in demand for green investments in the last decades, a trend further facilitated by the covid-19 pandemic. LÄS MER
25. Volatility Modelling in the Swedish and US Fixed Income Market : A comparative study of GARCH, ARCH, E-GARCH and GJR-GARCH Models on Government Bonds
Kandidat-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakultetenSammanfattning : Volatility is an important variable in financial markets, risk management and making investment decisions. Different volatility models are beneficial tools to use when predicting future volatility. The purpose of this study is to compare the accuracy of various volatility models, including ARCH, GARCH and extensions of the GARCH framework. LÄS MER