Sökning: "Patricia Vernholmen"

Hittade 2 uppsatser innehållade orden Patricia Vernholmen.

1. 1. Reforms, Risk and Arbitrage: The Impact of G20 Post-Crisis Reform Implementation on Systemic Risk and Arbitrage in Banking and Insurance

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

   Författare :Patricia Vernholmen; [2022]
   Nyckelord :Financial Regulation; Systemic Risk; Reform Index; Arbitrage; GFC;

   Sammanfattning : This thesis analyzes the effect of the implementation progress of the G20 post-crisis reform on systemic risk and bank foreign claims. First, indices measuring jurisdiction-level implementation progress of the reform and its different areas are constructed, and subsequently, SRISK, a common measure of systemic risk is regressed on these indices and other regulatory variables in a fixed effects regression. LÄS MER

3. 2. Coronavirus-Related Sentiment and Stock Prices : Measuring Sentiment Effects on Swedish Stock Indices

   Kandidat-uppsats, KTH/Fastigheter och byggande

   Författare :Olga Piksina; Patricia Vernholmen; [2020]
   Nyckelord :market sentiment; behavioural finance; market efficiency; coronavirus; Swedish stock market; text analytics; sentiment analysis; news mining; marknadssentiment; beteendefinans; marknadseffektivitet; coronaviruset; svensk aktiemarknad; textanalys; sentimentanalys; news mining;

   Sammanfattning : This thesis examines the effect of coronavirus-related sentiment on Swedish stock market returns during the coronavirus pandemic. We study returns on the large cap and small cap price indices OMXSLCPI and OMXSSCPI during the period January 2, 2020 – April 30, 2020. LÄS MER