Sökning: "Olov Hallin"

Hittade 2 uppsatser innehållade orden Olov Hallin.

1. 1. Decomposing the Term Structure of Housing Risk: Implications of Market Segmentation and Liquidity

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

   Författare :August Hansson; Olov Ryding Hallin; [2018]
   Nyckelord :Housing risk; Real estate returns; Liquidity; House price index; Household finance;

   Sammanfattning : This paper studies the empirical properties of the term structure of total housing risk in Sweden using a particularly rich dataset of housing transactions. We contrast recent studies by showing that, even after ten years, 75% of the total variation in housing returns will be attributable to the idiosyncratic shock. LÄS MER

3. 2. Economic Policy Uncertainty and Credit Risk - A cross sectional analysis of company specific CDS spreads across nine industries in the U.S market

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

   Författare :Emma Carlsson; Olov Ryding Hallin; [2016]
   Nyckelord :Credit Default Swap; Credit Risk; Policy Uncertainty; EPU; Policy Making;

   Sammanfattning : We analyse the effects political uncertainty has on the credit risk embedded in the term structure of single name credit default swap spreads across nine industries in the United States. After running a set of panel regressions, we find that economic policy uncertainty has a widening effect on the spreads. LÄS MER