Sökning: "Speculative bubbles"
Visar resultat 1 - 5 av 7 uppsatser innehållade orden Speculative bubbles.
1. Covid-19, quantitative easing, and the awakening of abnormal returns at the Swedish stock market
Master-uppsats, Södertörns högskola/NationalekonomiSammanfattning : This thesis aims to investigate to what extent the quantitative easing monetary policy tool, applied by the Riksbank, contributed to abnormal returns at the Swedish stock market during Covid-19. The chosen time period is 2007-2022, including the period before and after the implementation of quantitative easing in Sweden in 2015. LÄS MER
2. Quantitative Easing and Bubble Formation in Real-Estate : A study of the relationship between novel monetary policies and speculative bubbles in the Swedish real-estate market
Master-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakultetenSammanfattning : This thesis aims to study how much of price appreciations on the Swedish real-estate market in recent times have been fundamentally warranted, as well as if the unconventional monetary policies implemented by the Swedish central bank have had any interaction with these price escalations. The methodology employed to research this is divided into two parts. LÄS MER
3. Analysis of Cryptocurrency Market and Drivers of the Bitcoin Price : Understanding the price drivers of Bitcoinunder speculative environment
Master-uppsats, KTH/Industriell ekonomi och organisation (Inst.)Sammanfattning : In this paper, the price fluctuations of Bitcoin under speculative environment is studied. It has been seen that the market trend points out an existence of a speculative bubble. Over the course of the period from 2014 to 2018, the trend in price movements of bitcoin has proved to be strongly speculative. LÄS MER
4. Analysis of Student Loan Asset-Backed Securities : Construction of a Valuation Model using a Trinomial Interest Rate Tree
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : Student debt in the U.S has grown rapidly over the last decades. A common practice among lenders is to pool the loans into securities that are sold off and traded between institutional investors. Since these securities have no market price this thesis aims to develop a valuation model. LÄS MER
5. The Predictability of Speculative Bubbles : An examination of the log-periodic power law model
Magister-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakultetenSammanfattning : In this thesis we examine the ability of the log-periodic power law model to accurately predict the end of speculative bubbles on financial markets through modeling of asset price dynamics on a selection of historical bubbles. The methods we use are based on a nonlinear least squares estimation which yields predictions of when the bubble will change regime. LÄS MER