Sökning: "Bank stock returns"

Visar resultat 1 - 5 av 37 uppsatser innehållade orden Bank stock returns.

  1. 1. The Corona Crisis as Ultimate Stress Test- Market Reaction to EBA´s 2020 Stress Test Postponement

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Mishale Zahn; [2021]
    Nyckelord :EBA Stress Test; Financial Stability; Resilience; Bank Regulation; COVID-19;

    Sammanfattning : In response to the COVID-19 outbreak, the European Banking Authority (EBA) decided to postpone its biennial 2020 stress test to 2021. The supervisory exercise was supposed to answer whether banks have sufficient capital to withstand the impact of a global economic recession. LÄS MER

  2. 2. Hur kryptovalutor påverkas av centralbankers räntebesked - Är kryptovalutamarknadens prisutveckling oberoende av globala penningpolitiska beslut?

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

    Författare :Johan Hegardt; Axel Wieslander; [2020-02-18]
    Nyckelord :;

    Sammanfattning : There are currently almost 5,000 listed cryptocurrencies with a market value of over $200 billion, claiming to be independent of governmental decisions (Coinmarketcap, 2019). The aim with this study was to investigate whether today's cryptocurrencies are independent of governmental decisions by seeing how their prices are affected by interest rate announcements. LÄS MER

  3. 3. Interest Risk Factors and Stock Returns of US Banks: The Effects of Size and Financial Crisis

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Guo Ma; Bing Fu; [2020]
    Nyckelord :Interest risk; Bank stock returns; Size effects; Financial crisis; Income structure;

    Sammanfattning : We find that the effects of interest risk factors on US banks' stock returns are affected by banks' size, measured by market equity values, and income structures, measured by the ratios of interest income and interest expense. The effects of interest risk factors have changed after 2008 financial crisis. LÄS MER

  4. 4. Bank Stock Returns and Monetary Policy Surprises: Before and After the Financial Crisis

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi; Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Jean-Philippe Chakbazof; Ludvig Sviberg; [2020]
    Nyckelord :Monetary Policy; FOMC Announcements; Interest Rate Surprises; Maturity Mismatch;

    Sammanfattning : Using daily bank stock data and quarterly balance sheet data, we estimate the reaction of bank stock returns and maturity mismatches to surprise changes in the federal funds rate and the slope of the yield curve on FOMC dates, before and after the financial crisis of 2008. We find that the reaction of U.S. LÄS MER

  5. 5. Economic Implications of the Payment Services Directive 2: Empirical Evidence from the Capital Markets

    Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Maxim Mokhonko; Kushtrim Sylejmani; [2019-02-01]
    Nyckelord :event study; Payment Service Directive 2; PSD 2; regulation;

    Sammanfattning : This study is the first, to our knowledge, to analyze the effect of the Payment Services Directive 2 onthe European banks’ stock returns. The financial market data is analyzed using the event studymethodology. Our findings show that the PSD 2 has had a statistically significant positive impact onthe stock returns of the European banks. LÄS MER