Visar resultat 1 - 5 av 30 uppsatser innehållade ordet Term-structure.
- D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi
Sammanfattning : Ellingsen, Söderström and Masseng (2003) describe an empirical strategy to test their model about how central bank interventions affect asset prices. They manually analyse a Wall Street Journal column in order to determine whether bond traders interpreted a target rate change as reaction to new information about the economy or change of central bank preferences. LÄS MER
- Master-uppsats, Göteborgs universitet/Graduate School
Sammanfattning : MSc in Finance.... LÄS MER
3. The Effect of Monetary Policy on the European Corporate Bond Market - Evidence from the yield and credit spread curve term structureC-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi
Sammanfattning : This paper examines the effect of monetary policy mechanisms used by the European Central Bank on the euro-denominated corporate bond market. The focus of the paper is to analyse the impact of the central bank set interest rate for main refinancing operations (MRO) and two of the recent quantitative easing programmes - Public Sector Purchase Programme and Corporate Sector Purchase Programme - on the entire corporate yield curve. LÄS MER
- Master-uppsats, KTH/Matematisk statistik
Sammanfattning : In May 2009 the European Commission decided on new regulations regarding solvency among insurance firms, the Solvency II Directive. The directive aims to strengthen the connection between the requirement of solvency and risks for insurance firms. The directive partly consists of a market risk module, in which a credit spread risk is a sub category. LÄS MER
- Master-uppsats, Lunds universitet/Nationalekonomiska institutionen
Sammanfattning : During the last decade there has been many advances in the field of research focusing on term structure models that include macroeconomic risks. The fact that such risks adds to the predictive power of risk premia is evident. LÄS MER
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