Sökning: "Standard and Poor’s"

Visar resultat 1 - 5 av 16 uppsatser innehållade orden Standard and Poor’s.

1. 1. Impact of the Capital Structure Choice on Firm Performance: A Quantitative Study of the Biggest Healthcare and Energy Companies in the USA

   Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Hardy Keller; Jaroslavs Grigoluns; Marco Zanoni; [2023]
   Nyckelord :Capital Structure; Firm Performance; Standard Poor s 500; Healthcare industry; Energy Industry; Optimal Capital Structure; Business and Economics;

   Sammanfattning : Purpose The aim of this research paper is to provide valuable insights to existing theoretical foundation of choice of capital structure, and exploring the relationship between capital structure and firm performance through testing whether capital structure affects firm performance in the USA listed healthcare and energy companies. Theoretical perspective The presented theories cover different views on the preferred choice of capital structure and academics views on its effect on firm performance. LÄS MER

3. 2. Stock Market Volatility in the Context of Covid-19

   Magister-uppsats, Jönköping University/IHH, Företagsekonomi

   Författare :Liu Kunyu; [2022]
   Nyckelord :The U.S. stock market; COVID-19; volatility clustering; GARCH models; leverage effect;

   Sammanfattning : The global economy has been severely impacted during the Covid-19 period. The U.S. stock market has also experienced greater volatility. LÄS MER

4. 3. Competition in the Credit Rating Industry: How Competition between Rating Agencies affects Rating Quality

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

   Författare :Fransiska Aspegrén; Philip Johansson; [2020]
   Nyckelord :Credit ratings; Credit rating agencies; Rating quality; Competition; Reputation;

   Sammanfattning : Higher levels of competition between credit rating agencies on an industry-year level have previously been shown to decrease the rating quality of incumbent firm credit ratings after specific changes in the credit rating industry. We successfully replicate this research and extend it empirically, finding no evidence that this correlation holds for the time period 2010-2016. LÄS MER

5. 4. Jump Estimation of Hidden Markov Models with Time-Varying Transition Probabilities

   Kandidat-uppsats, Lunds universitet/Matematisk statistik

   Författare :Henning Tansjö; [2020]
   Nyckelord :Jump estimation; Hidden Markov model; financial time series; clustering; unsupervised learning.; Mathematics and Statistics;

   Sammanfattning : The Hidden Markov model is applicable to a wide variety of fields. Applied to financial time series, its assumed underlying state sequence can reflect the time series' tendency to behave differently over different periods of time. In many situations, models could be improved by including exogenous data. LÄS MER

7. 5. Value at Risk and Expected Shortfall risk measures using Extreme Value Theory

   Magister-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Författare :Peter Johansson; [2019-01-22]
   Nyckelord :Extreme Value Theory; Generalized Pareto Distribution; Point-Over-Threshold method; risk measures; Value at Risk; Expected Shortfall;

   Sammanfattning : Calculating risk measures as Value at Risk (VaR) and Expected Shortfall (ES) has become popular for institutions and agents in financial markets. A main drawback with these risk measures is that they traditionally assume a specific distribution, as the Normal distribution or the Student’s t distribution. LÄS MER