Sökning: "Liquidity risk premium"
Visar resultat 1 - 5 av 22 uppsatser innehållade orden Liquidity risk premium.
1. Do you want to swap? A study of the liquidity risk in the SEK interest rate swap market
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : Interest rate swaps are one of the world’s most essential interest rate derivatives. It is therefore important to understand the pricing of these agreements, and how the market is functioning. LÄS MER
2. Stock Market Volatility in the Context of Covid-19
Magister-uppsats, Jönköping University/IHH, FöretagsekonomiSammanfattning : The global economy has been severely impacted during the Covid-19 period. The U.S. stock market has also experienced greater volatility. LÄS MER
3. Follow the Money : Determinants of Cap Rates in the Stockholm Office Market
Master-uppsats, KTH/Fastighetsföretagande och finansiella systemSammanfattning : Purpose – In recent decades the inflation- and interest rates have followed a long-termdeclining trend. Followed by central banks starting to use unconventional monetary policiesto cope with financial crises have led to increased amounts of liquidity in the financialsystems and available and looking for investment alternatives on the capital markets. LÄS MER
4. Illiquidity and Its Threats - A Study of the U.S. Corporate Bond Market
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : In recent times of market turmoil, liquidity risk has become a big talking point. As certain Swedish fixed income funds, which were advertised as safe investment options, closed for a few trading days in March of 2020 due to the extremely high stress on the market, questions about how illiquidity a↵ects risk and return were asked. LÄS MER
5. Does Noise Trader Risk Repel Arbitrageurs? Evidence from Chinese A-H Share Premia
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : What causes the Chinese A-H share premia puzzle? A-shares enjoy a premium over corresponding H-shares on average by 125%, despite the same rights and dividends. The existing hypotheses such as differential risk, differential demand, liquidity, and asymmetric information cannot successfully account for the great magnitude of inflated A-share prices and are also inconsistent with our sample from 2014-2019. LÄS MER