Sökning: "STIBOR"

Visar resultat 1 - 5 av 31 uppsatser innehållade ordet STIBOR.

  1. 1. Unveiling the Predictive Power

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Alex Lundvall; Gabriel Ahonen; [2023]
    Nyckelord :Stock market returns; Macroeconomic indicators; Vector Autoregression model; Granger Causality test; Business and Economics;

    Sammanfattning : To obtain excessive returns on the stock market, investors should be able to effectively forecast what drives the fluctuations of the stock market. The usage of macroeconomic factors as indicators for stock market performances has been utilized more profoundly in recent times. LÄS MER

  3. 2. Solar cells to counter rising electricity prices : Self-consumption and profitability of solar cells for a SME in price area 2 in Sweden.

    Magister-uppsats, Högskolan i Gävle/Energisystem och byggnadsteknik

    Författare :Johan Bergdahl; [2023]
    Nyckelord :SME; Solar cells; Gävleborg County; Self-consumption; Matching;

    Sammanfattning : Increases in electricity prices in Sweden during the second half of 2021 have created a great deal of concern among companies in Sweden. Some companies report that they have stopped their production temporarily when electricity prices have been high. LÄS MER

  4. 3. Modelling of Non-Maturity Deposits

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för fysik

    Författare :Filip Lundgren; [2022]
    Nyckelord :Core Deposits; Deposit Rate; IRRBB; Monte Carlo; Threshold Regression; Simulation;

    Sammanfattning : Ever since the financial crisis in 2008 non-maturity deposits (NMDs) have had a floored deposit rate at zero. Now due to external factors some speculate that the market rate will increase. Regulations say that NMDs core deposits, which are used for further investments, must remove their rate sensitive part. LÄS MER

  5. 4. Factor Models For The Term Structure Of STIBOR Rates

    Kandidat-uppsats, Lunds universitet/Matematisk statistik

    Författare :Jonatan Persson; [2021]
    Nyckelord :Interest rates; Time series; State space models; Mathematics and Statistics;

    Sammanfattning : The yield curve of a collection of debt contracts describes the yield of the debt contract as a function of the length-to-maturity of the contract. It turns out that these yield curves provide useful insight about the economy as a whole and can, for example, be used to predict short-term economic downturns. LÄS MER

  7. 5. Empirical study of methods to complete the swaption volatility cube from the caplet volatility surface

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Tillämpad matematik och statistik

    Författare :Niclas Samuelsson; [2021]
    Nyckelord :fixed income; interest rate derivatives; swaption; cap;

    Sammanfattning : Fixed income markets are vast markets, involving a large number of actors including financial institutions, state actors, asset managers and corporations. An import part of these markets are contracts written on the xIBOR rates. LÄS MER