Sökning: "Karl Rohlén"

Hittade 2 uppsatser innehållade orden Karl Rohlén.

  1. 1. The Effect of Credit Rating Announcements on the GICS Market Sectors

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Karl Rohlén; Tobias Rosén; [2021-06-30]
    Nyckelord :Abnormal returns; Rating Announcements; Credit Rating Changes; Credit Outlooks; Credit Reviews; Standard Poor’s; Moody’s;

    Sammanfattning : The purpose of this paper is to test the effect on the GICS sectors stock returns found on the S&P 500 from credit rating announcements provided by Standard & Poor’s and Moody’s through an event study spanning from 2000 to 2019. We find that the GICS sectors exhibit different effects in stock returns, where the magnitude depends on the rating announcement. LÄS MER

  3. 2. Uncovered Interest Parity and the Financial Crisis of 2007 : An econometric study of the robustness of the uncovered interest parity over different time periods, with varying economic stability.

    Kandidat-uppsats, Högskolan i Jönköping/IHH, Nationalekonomi

    Författare :Karl Rohlén; Pontus Ekdahl; [2019]
    Nyckelord :Uncovered interest parity; interest parity; interbank offering rates; yield to maturity; short-horizon; long-horizon;

    Sammanfattning : The current intellectual climate regarding economics seems to be at an agreement regarding the theory of uncovered interest parity and its unreliability within real life application. The purpose of this thesis is to test how the theory holds over periods with varying economic stability, both using a short- and long-horizon test in order to establish the usefulness of uncovered interest parity as a predictor for exchange rate movements. LÄS MER