Sökning: "Unconditional correlations"
Hittade 4 uppsatser innehållade orden Unconditional correlations.
- Master-uppsats, KTH/Matematisk statistik
Sammanfattning : The three-factor model of Fama and French has proved to be a seminal contribution to asset pricing theory, and was recently extended to include two more factors, yielding the Fama-French five-factor model. Other proposed augmentations of the three-factor model includes the introduction of a momentum factor by Carthart. LÄS MER
2. Unconditional Conditions : A Study of How Civic Integration Policies Affect Migration Flows in EuropeMaster-uppsats, Stockholms universitet/Statsvetenskapliga institutionen
Sammanfattning : In the last decade, there has been a diffusion of civic integration policies in Europe, which requires immigrants by certain category of entry to accomplish integration tests for acquisition of residence. Despite a flurry of literature based on civic integration policies, attention drawn to the implication of these policies has been quite rare. LÄS MER
3. A Study of Swedish Mortgage Interest Rates and Swedbank Stock Returns : Time-varying Mortgage Margins and Stock ReturnsMaster-uppsats, KTH/Bank och finans
Sammanfattning : How banks set the mortgage interest rates and the sizes of the mortgage margins they obtain from making mortgage loans always attract attention from households, government authorities, politicians and market actors. This thesis studies the relationship between Swedish mortgage interest rates and mortgage lending institutions’ costs of obtaining funds, and how the gross margins of mortgage interest rates influence the banks stock returns. LÄS MER
- Master-uppsats, Göteborgs universitet/Graduate School
Sammanfattning : MSc in Finance.... LÄS MER