Sökning: "TED-spread"

Hittade 5 uppsatser innehållade ordet TED-spread.

  1. 1. Do you want to swap? A study of the liquidity risk in the SEK interest rate swap market

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Viktor Edberg; Carl Hjelmqvist; [2023-06-29]
    Nyckelord :Bao; Pan; Wang indicator; Determinants; Dimensions of liquidity; Forward Rate Agreement; Fundamental Review of the Trading Book; Generalized least squares; Interest Rate Derivative; Interest Rate Swap; Liquidity horizon; Liquidity risk premium; Market liquidity; SVEN spread; Swap Spread; Swedish Government benchmark bond; Treasury-Eurodollar; Turnover ratio; Turnover-per-day; Volume-adjusted intraday volatility;

    Sammanfattning : Interest rate swaps are one of the world’s most essential interest rate derivatives. It is therefore important to understand the pricing of these agreements, and how the market is functioning. LÄS MER

  3. 2. A COEXCEEDANCE APPROACH ON FINANCIAL CONTAGION

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Dinh-Vinh Vo; [2013]
    Nyckelord :financial contagion; coexceedance; regional macro-finance variables; global shocks; multinomial logit model.; Business and Economics;

    Sammanfattning : The paper sheds light on financial contagion within the Euro Area and Asia, and contagion from the Euro Area to Asia during two recent crises: the global financial crisis and European sovereign debt crisis. Applying the multinomial logit regression model, the paper investigates how the macro-finance variables affect the coincidence of extreme negative returns (coexceedances). LÄS MER

  4. 3. Kan TED-spread fungera som indikator vid finansiella kriser?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Charlotta Sokulski Bateld; [2011]
    Nyckelord :TED-spread; multipel regressionsanalys; finanskris; Business and Economics;

    Sammanfattning : Syftet med uppsatsen är att undersöka om TED-spread kan indikera drastiska förändringar i ekonomin på den svenska marknaden, i det här fallet en ekonomisk kris. Genom multipel regressionsanalys har uppsatsen undersökt huruvida det finns ett starkt samband mellan TED-spread och variablerna reporänta, aktiepriser, fastighetspriser, BNP, valutareserv, guldreserv, hushållens sparande, hushållens disponibla inkomst och inflation. LÄS MER

  5. 4. Interbank Confidence and Credit Growth

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

    Författare :Matas Vala; Mindaugas Mazeikis; [2011]
    Nyckelord :Monetary policy; bank lending channel; credit growth;

    Sammanfattning : Changes in a central bank's monetary policy are proven to affect credit growth for corporations and households. However, the exact transmission mechanism is still widely debated. LÄS MER

  7. 5. Påverkan på TED- spread under den nuvarande finansiella krisen

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Sarah Ljunghammar; Sanna Agduhr Eronen; [2009]
    Nyckelord :TED-spread; LIBOR; Treasury bills; subprime; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Sammanfattning : The purpose of this essay is to test for significance between TED- spread and four different macrovariables, housing prices, Federal funds rate, Asset Backes Securities and mortgage volume. Multiple regression has been used to search for significance between the dependent and the four independent variables. LÄS MER