Sökning: "Financial spillovers"

Visar resultat 1 - 5 av 16 uppsatser innehållade orden Financial spillovers.

  1. 1. Rare Earth Metals' Resiliency and Volatility Spillover Effects : A Critical Supply Assessment for Western Technologies From a Risk Management Perspective

    Master-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Författare :Farzam Ebrahimi; Samuel Elm; [2023]
    Nyckelord :Rare Earth Metals; Interconnectedness; Conditional Volatility; Risk Management; Value at Risk; Event Study;

    Sammanfattning : This paper explores the relationship between Chinese rare earth metals (REMs) and the industries in the U.S and Europe that heavily rely on them. LÄS MER

  3. 2. Fear the Walking Dead? Zombie Firms in the Euro Area and Their Effect on Healthy Firms' Credit Conditions

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Lea Havemeister; [2022]
    Nyckelord :Zombie firms; Financial spillovers; Interest rates; New credit; Financial stability;

    Sammanfattning : The extensive monetary and fiscal support measures related to the Covid-19 pandemic have reinvigorated the policy and academic debate around zombie firms. These are firms that are no longer profitable but still operate. LÄS MER

  4. 3. ECB and U.S Monetary Policy Spillovers to Sweden: : Transmissions Channels and the Effects of Central Bank Information Bias/Unconventional Monetary Policy

    Master-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Ludvig Mannerson; [2021]
    Nyckelord :;

    Sammanfattning : This paper revisits the transmission of ECB and U.S Fed monetary policy to Sweden by usingrecently developed measures of ECB and Fed monetary policy shocks, corrected for the centralbank information element. To analyze the spillovers of foreign monetary policy to Sweden Irely on the Local Projections methodology. LÄS MER

  5. 4. ECONOMIC CRISES AND CRIME : The Effects of the Great Recession on Swedish Crime Rates

    Master-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Jakob Granath; [2021]
    Nyckelord :economic crises; economic crisis; crime; crime rates; crisis severity;

    Sammanfattning : This paper investigates the impact of the 2008's financial crisis on local crime rates in Sweden. I deploy a difference-in-differences approach that contrasts the changes in reported crimes between municipalities that are more or less crisis-exposed. The results show no significant effect on any crime category nor the aggregate crime rate. LÄS MER

  7. 5. Risk Spillovers between BRICS Stock Markets, US Stock Market, Gold and Oil: A portfolio management approach

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Sofia Fors; Carl Billing; [2020]
    Nyckelord :BRICS; DCC-GJR-GARCH; risk spillovers; financial contagion; portfolio selection; Business and Economics;

    Sammanfattning : This study investigates the correlation between the US stock market, oil prices, gold prices and the stock markets of five emerging markets: Brazil, Russia, India, China and South Africa (BRICS), in order to explore the risk spillovers and the financial contagion between the markets. A DCC-GJR-GARCH model is applied to daily data of returns from January 2000 to April 2020 and considers both a full sample analysis along with a three-pronged subsample analysis. LÄS MER