Sökning: "Joachim Rogne"

Hittade 2 uppsatser innehållade orden Joachim Rogne.

1. 1. Transfer of Sovereign Credit Risk to Corporate Borrowing Costs, Evidence from the European Debt Crisis

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

   Författare :Rohan Gupte; Joachim Rogne; [2015]
   Nyckelord :Sovereign Credit Risk; Corporate Borrowing Costs; Transfer Risk; Sovereign Debt Crisis; CDS Spreads;

   Sammanfattning : This paper studies whether a risk transfer relationship exists between sovereigns and domestic firms in developed economies. We provide empirical evidence that increases in a government's perceived credit risk have considerable negative implications on its private sector by increasing firm cost of borrowing. LÄS MER

3. 2. Are Innovative Exchange Traded Funds Threathening the Turf of Traditional Mutual Funds?

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

   Författare :Joachim Rogne; Johan Båge; [2012]
   Nyckelord :Financial innovations; Exchange traded funds; Mutual Fund; Event study; Diff-in-Diff;

   Sammanfattning : The ETF market has grown at a remarkable pace over the past decade. But has this rate been justified with regards to their performance? And have their growth come at a cost to investments in traditional mutual funds? The purpose of this paper is to answer these questions by examining the return and growth rates of 51 ETFs tracking 32 difference indices, spanning domestic and international equity to fixed income, and compares those rates to the return and growth rates of over 12 000 mutual funds tracking the same indices over an 11 year time period. LÄS MER