Sökning: "US Treasury Notes"
Visar resultat 1 - 5 av 9 uppsatser innehållade orden US Treasury Notes.
- Master-uppsats, Göteborgs universitet/Graduate School
Sammanfattning : MSc in Finance.... LÄS MER
2. A Tale Of Two Shocks : The Dynamics of Internal and External Shock Vulnerability in Real Estate MarketsMaster-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Nationalekonomi
Sammanfattning : This paper examines the major potential drivers of five international real estate markets with a focus on pushing versus pulling effects. Using a quantile regression approach for the period 2000-2015 we examine the coefficients during three different market conditions: downward (bearish), normal (median) and upward (bullish). LÄS MER
- Master-uppsats, Lunds universitet/Ekonomisk-historiska institutionen
Sammanfattning : China, with the fast developing financial market, experienced two dramatic stock market crisis in recent ten years under government constrains. Thus, monitoring the systemic risk in China is crucial and meaningful. This paper applies CoVaR methodology to measure the dynamic systemic risk of China’s financial market from 1996 to 2016. LÄS MER
4. An empirical study of the Value-at-Risk of the renewable energy market and the impact of the oil priceMagister-uppsats, Lunds universitet/Nationalekonomiska institutionen
Sammanfattning : Renewable energy is gaining increasing importance in the generation of power due to the finite existence of fossil fuels and concerns about climate change. As its demand grows financial interest from investors’ increases, thus it is important to find the most effective way of quantifying the risk of the renewable energy market. LÄS MER
- Master-uppsats, KTH/Matematisk statistik
Sammanfattning : The thesis investigates the potential to recover the real world probabilities of an underlying asset from derivative prices by using the recovery approach developed in (Carr & Yu, 2012) and (Ross, 2011). For this purpose the VIX Index and US Treasury bills are used to recover the VIX dynamics and the short rate dynamics under the real world probability measure. LÄS MER
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