Sökning: "Propensity Score Matching"

Visar resultat 1 - 5 av 50 uppsatser innehållade orden Propensity Score Matching.

  1. 1. Automation and design in observational causal inference

    Master-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Mattias Tajik; [2022]
    Nyckelord :Causal Inference; Genetic Matching; Entropy Balancing; Propensity Score;

    Sammanfattning : The use of automated procedures has recently become popular in the causal inference literature. Naive implementations of automatic procedures stand in contrast to the perspective advocated in Imbens and Rubin's Causal Inference. Imbens and Rubin suggest that researchers should make modelling decisions informed by subjective knowledge. LÄS MER

  2. 2. PEPP Talk: The Impact of the ECB's Pandemic Emergency Purchase Programme on the Corporate Bond Market

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Lorenzo Gianni Günther; Emma Lundblad; [2022]
    Nyckelord :Quantitative Easing; The European Central Bank; The Pandemic Emergency Purchase Programme; Corporate Bonds; Covid-19; Credit Spread; Business and Economics;

    Sammanfattning : Purpose: This thesis aims to evaluate whether the ECB’s Pandemic Emergency Purchase Programme (PEPP) cushioned the Covid-19 crisis’ impact on the Euro area’s corporate bond market and relieved borrowing conditions. Methodology: The methodology is based upon unbalanced panel data and difference-in-differences regressions with firm-clustered standard errors. LÄS MER

  3. 3. Liquidity Providing: Study on liquidity providing in the Nordic stock markets

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Julius Bengt Leif Karlsson; Carl Victor Malmström; [2022]
    Nyckelord :Liquidity Providing; Nordic Stock Exchange; Financial Service; Market Maker; Business and Economics;

    Sammanfattning : Risk and return go hand in hand, and one way for a firm to mitigate existing and potential investors' risk in a stock is to employ a financial service; liquidity providing. The value of liquidity provision has become relevant as market uncertainties and shocks in the market create disturbances. LÄS MER

  4. 4. Corporate green bonds in the equity and debt capital markets – a comparative study of Sweden, the US and Europe

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Valentin Eriksson; Ole Heinrichs; [2022]
    Nyckelord :Corporate green bonds; debt capital markets; equity capital markets; country comparison; Sweden; US; Europe; signalling theory; information asymmetry; bond coupons; Price-to-Book; WACC; environmental attitude; investors taste; Business and Economics;

    Sammanfattning : Title: Corporate green bonds in the equity and debt capital markets – a comparative study of Sweden, the US and Europe Seminar Date: June 1st, 2022 Course: BUSN79 Authors: Valentin Eriksson, Ole Heinrichs Advisor: Marco Bianco Keywords: Corporate green bonds, debt capital markets, equity capital markets, country comparison, Sweden, US, Europe, signalling theory, information asymmetry, bond coupons, Price-to-Book, WACC, environmental attitude, investors taste Purpose: This paper aims to explain the differences between green and conventional corporate bond issuers dependent on the country of issuance. In detail, the focus lies on the analysis of the differences within the equity and debt capital markets on the firm level. LÄS MER

  5. 5. Green Bonds Issuance Benefits : Evidence from the Real Estate Sector

    Master-uppsats, KTH/Fastighetsföretagande och finansiella system

    Författare :Hsu-Chi Weng; [2022]
    Nyckelord :Real Estate; Green Bonds; Green Bonds Premium; Sustainable Finance; Fastigheter; Gröna obligationer; Gröna obligationer premie; Hållbar finans;

    Sammanfattning : In response to The Paris Agreement, all aspects of society are committing to transit to a low-carbon future. The real estate industry, which is responsible for a large portion of greenhouse gas emissions, plays a pivotal role in achieving this temperature goal. LÄS MER