Sökning: "Petra Marcusson"

Hittade 2 uppsatser innehållade orden Petra Marcusson.

  1. 1. The Effectiveness of the Basel Accords : Evidence from European Banks

    Magister-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO); Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Författare :Alfred Persson; Petra Marcusson; [2019]
    Nyckelord :Basel Accord; regulatory arbitrage; bank regulation; data envelopment analysis; bank efficiency;

    Sammanfattning : Purpose:The purpose is to investigate the adequacy of the Basel Accords to fulfill the underlying ideas of reducing risk and stabilizing the financial sector, or if it allows banks to use regulatory arbitrage to maintain a desired productive efficiency- and risk level. Methodology:A two-step analysis is constructed where each bank’s efficiency is first estimated, followed by a panel data regression on the efficiency-score and on a proxy for bank risk. LÄS MER

  2. 2. Oil exposure, hedging and firm value : A quantitative study on the U.S. airline industry

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO); Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Författare :Sam Bigdeli; Petra Marcusson; [2018]
    Nyckelord :Finance; hedging; jet fuel; oil exposure; airline industry;

    Sammanfattning : This thesis examines the impact of oil price fluctuations and jet fuel hedging on firm value before, during and after the subprime crisis. Four regressions are estimated with two different variables representing firm value; market return and market valuation. LÄS MER