Sökning: "discount factor"

Visar resultat 6 - 10 av 52 uppsatser innehållade orden discount factor.

  1. 6. Preparing for a pandemic - a theoretical perspective on the trade-offs of unconventional monetary policy

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Carl Sandström; [2021]
    Nyckelord :DSGE; financial frictions; monetary policy; pandemic; Euro Area; probability of default; Business and Economics;

    Sammanfattning : As the COVID-19 pandemic spread across the globe, unprecedented policy measures were implemented by central banks and governments to dampen the effect on the real economy. Alongside the spread of the pandemic, research regarding how to simulate similar effects of the virus on the real economy and how to formulate optimal policy began spreading at an equal pace. LÄS MER

  3. 7. Political Risk in Asset Pricing - Evidence from Latin America: An Empirical Study of Brazil, Chile, Colombia, Mexico, and Peru

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

    Författare :Henry Chen; Maximilian Stärk; [2021]
    Nyckelord :Country risk; Emerging markets; Fama-French; International valuation; Political risk;

    Sammanfattning : Project valuation in emerging markets is an important issue in international business. Practitioners and academics usually suggest adjusting the discount rate with the sovereign yield spread to capture political risk in the valuation. LÄS MER

  4. 8. “Cheap" property holding stocks: Opportunity of a lifetime or too good to be true? - An empirical test of investment strategies based on stock price / EPRA NAV multiples for Swedish property holding stocks.

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :David Goldner Yhlen; Erik Tobisson; [2020-07-01]
    Nyckelord :EPRA; EPRA NAV; NAV; property holding firms; real estate firms; efficient market hypothesis; behavioral finance; deferred tax; fair value accounting; law of one price; IFRS; IAS 40 investment property; portfolio; Value stocks; growth stocks; investment strategy;

    Sammanfattning : This thesis tests the reliability of EPRA NAV (European Public Real estate Association Net Asset Value) as a measure for stock prices in property holding firms. The law of one price dictates that the price of a listed asset should equal the price of a private asset, however, this is not the case for property holding firms as the stock prices deviate from the EPRA NAV. LÄS MER

  5. 9. Ekonomisk analys av elvägssystemteknik : Elektrifiering av framtida Tvärförbindelse Södertörn

    Master-uppsats, KTH/Industriell ekonomi och organisation (Inst.)

    Författare :Eric Wranne; Oscar Nilsmo; [2020]
    Nyckelord :Electric Road System; Electric Road Operator; Södertörn Crosslink; Profitability; Public Transport; Elvägssystem; Elvägsoperatör; Tvärförbindelse Södertörn; Lönsamhet; Kollektivtrafik;

    Sammanfattning : The following paper is a master thesis written at KTH Royal Institute of Technology in Stockholm, Sweden. This master thesis is done in a collaboration with a Swedish Consulting Company SWECO. LÄS MER

  7. 10. Interpolation of Yield curves

    Master-uppsats, Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Författare :Abdulhamid Iebesh; [2020]
    Nyckelord :Interpolation; Bootstrap; Discount factor; Yield curve;

    Sammanfattning : In this thesis we survey several interpolation methods that are used to construct the yield curves. We also review the bootstrapping and show that the bootstrap is closely connected to the interpolation in the case of bootstrapping yield curve. LÄS MER