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1. Factors driving the Euro senior funding costs for Swedish Banks
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : In this thesis we show that the best forecast for near future yield curves are performed with a full specication of our chosen model and for far future yield curves the forecast is better with a partial specication of the model. We conclude that the driving factors for the banks' yield curves are not as closely related to Swedbank's as amongst the other peers which show that Swedbank stand out in terms of dynamics for the yield curve. LÄS MER
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