Sökning: "interest rates"

Visar resultat 1 - 5 av 432 uppsatser innehållade orden interest rates.

  1. 1. Classification of Monetary Policy Decisions through Text Mining Techniques

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Manuel von Krosigk; [2018]
    Nyckelord :Sentiment analysis; Text mining; Monetary policy; Term structure of interest rates;

    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

  2. 2. The "Twin Deficits" Problem in Eurozone

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Georgios Kalpaxidis; [2017-07-28]
    Nyckelord :;

    Sammanfattning : MSc in Economics.... LÄS MER

  3. 3. The Fallacy of The Cox, Ingersoll & Ross Model. An empirical study on US bond data

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Gusten Lindkvister; Philip Swärd; [2017-07-26]
    Nyckelord :Term-structure; CIR; interest rates; bonds; US Treasury Notes;

    Sammanfattning : MSc in Finance.... LÄS MER

  4. 4. Credit Spread Changes in the Euro Area - An Empirical Study of the Relationship Between Interest Rates and Credit Spreads in the Euro-denominated Corporate Bond Market

    Kandidat-uppsats,

    Författare :Hampus Johansson; Rickard Rehnberg; [2017-07-07]
    Nyckelord :;

    Sammanfattning : The behaviour of credit spreads is of importance for a wide array of stakeholders. We test the relationship between changes in risk-free interest rates and credit spreads in European bond market by running OLS regressions using weekly European market data for investment grade and non-investment grade bond indices. LÄS MER

  5. 5. The Development of the Relation Between the Swedish Repo Rate and the Three-month Mortgage Rate

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Henrik Hedencrona; Ludwig Olofsson; [2017-07-03]
    Nyckelord :;

    Sammanfattning : This paper examines whether the effect of the Swedish repo rate on the mortgage rate has changed during the period between the years of 2005-2017. The relation between the repo rate and mortgage rate is examined during three time intervals using regressions and correlation analysis. LÄS MER

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