Sökning: "US Treasury Notes"

Visar resultat 11 - 15 av 20 uppsatser innehållade orden US Treasury Notes.

  1. 11. Valutasäkringens påverkan vid internationell handel : En studie om hantering av valutarisker inom fordons- och elektronikbranschen

    Kandidat-uppsats, Södertörns högskola/Företagsekonomi

    Författare :Somaye Rezai; Dilan Botrous; [2017]
    Nyckelord :Currency risk; currency risk management; derivative instruments; volatility; treasury function; Valutarisk; valutariskhantering; derivatinstrument; volatilitet; treasuryfunktion;

    Sammanfattning : Purpose: The purpose of the study was to investigate how companies are affected by currency hedging in international trade. One purpose was to investigate and identify the type of currency risks companies are most exposed to and what currency hedging methods are used to handle these. LÄS MER

  3. 12. A Tale Of Two Shocks : The Dynamics of Internal and External Shock Vulnerability in Real Estate Markets

    Master-uppsats, Linköpings universitet/Nationalekonomi

    Författare :Amanda Dahlström; Oskar Ege; [2016]
    Nyckelord :REIT; Internal Shocks; External Shocks; Push- and Pull; Quantile Regression; Economics; Interna chocker; Externa chocker; kvantilregression; 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

  4. 13. Systemic Risk of China’s Financial Sector: Evidence from the Stock Market

    Master-uppsats, Lunds universitet/Ekonomisk-historiska institutionen

    Författare :Yixian Liu; [2016]
    Nyckelord :Systemic Risk; CoVaR; China; Business and Economics;

    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

  5. 14. An empirical study of the Value-at-Risk of the renewable energy market and the impact of the oil price

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Euan Anderson; [2015]
    Nyckelord :Two-sided Kupiec test; Student-t distribution; Normal distribution; Threshold GARCH TGARCH ; Oil; Generalized Autoregressive Heteroskedasticity GARCH ; Exponentially weighted moving average EWMA ; Volatility weighted historical simulation VWHS ; Basic historical simulation BHS ; rolling-window; Value-at-Risk VaR ; Renewable energy; Business and Economics;

    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

  7. 15. Risk premia implied by derivative prices

    Master-uppsats, KTH/Matematisk statistik

    Författare :Richard Steffen; [2015]
    Nyckelord :;

    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