Sökning: "bond risk"

Visar resultat 1 - 5 av 209 uppsatser innehållade orden bond risk.

  1. 1. Jag hade ett försvagat socialt band, därför begick jagen brottslig handling i min ungdom : En kvalitativ studie om risken för att begå brott under ungdomstiden

    Kandidat-uppsats, Örebro universitet/Institutionen för humaniora, utbildnings- och samhällsvetenskap

    Författare :Maria Jansson; Petra Törebrand; [2024]
    Nyckelord :;

    Sammanfattning : For a long time there has been discussion in Sweden about the reasons why people become criminals, especially in adolescence. The purpose of this essay is to use Travis Hirschi´s control theory social bonds, to see if a weakened social bond increases the risk of a youth committing criminal acts. LÄS MER

  3. 2. Evaluating probability weighting among lottery bond investors: an observational study on Cumulative Prospect Theory

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Anton Eriksson Nyberg; Olof de Blanche; [2024]
    Nyckelord :Cumulative Prospect Theory; CPT; observational study; field study; lottery bonds;

    Sammanfattning : Cumulative Prospect Theory is a leading descriptive theory of decisions under uncertainty, backed up by a plethora of experimental evidence. This paper is one of the first to apply it to observational data. Risk attitudes in the bond market have not been studied in a CPT framework. We fill this research gap. LÄS MER

  4. 3. 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

  5. 4. Impact of Covid-19 on students' financial asset allocation: A Jönköping University study : Quantitative research study on students’ attending Jönköping University financial asset allocation prior and post Covid-19 with different risk attitudes.

    Magister-uppsats, Jönköping University/IHH, Företagsekonomi

    Författare :Axel Koch; [2023]
    Nyckelord :Financial asset allocation; Risk-averse; risk-neutral risk-preference; economic uncertainty; Market fluctuations; Expected utility theory.;

    Sammanfattning : Background: Since the emergence of Covid-19 has it reaped and created havoc within every segment of society on a national and global scale. The financial market experienced significant declines and losses but some asset items handled the fluctuations better than others. LÄS MER

  7. 5. Shareholder Advantage and Short-Term Leverage

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

    Författare :Nikola Pajkic; Pratik Kulkarni; [2023]
    Nyckelord :Bargaining; Default; Debt maturity structure; Rollover risk;

    Sammanfattning : We find a correlational relationship between proxies of shareholder bargaining power and liquidation costs (indicating the value extraction ability of shareholders from debtholders in reorganization in default) and short-term leverage. Theoretical literature suggests to us that firms with higher shareholder advantage will reduce their short-term leverage to a greater extent than those with lower shareholder advantage (due to shareholders disliking commitment to rollover risk) in a systemic shock to bond market liquidity, i. LÄS MER