Sökning: "interest rate long-run mean"

Hittade 2 uppsatser innehållade orden interest rate long-run mean.

  1. 1. The nub of the household indebtedness, and its association to the housing market, from a Swedish point of view

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Anita Bacanovic; Doresa Abazi; [2020]
    Nyckelord :Household debt; housing price; interest rate; debt to disposable income; debt to assets; demographics; debt ratio; Business and Economics;

    Sammanfattning : The debt to disposable income ratio of Swedish households has the past thirty years increased radically and mortgages cover eighty percent of household’s financial liabilities. According to the Life-cycle hypothesis, households maintain a steady consumption throughout their lifetime by accumulating mortgages in early ages with the aim to repay their debts when their economy becomes stronger as they become older. LÄS MER

  2. 2. Determining The Optimal CapitalStructure With The Contingent Claims Analysis

    Magister-uppsats, KTH/Entreprenörskap och Innovation

    Författare :YUWEI ZHANG; [2016]
    Nyckelord :Contingent claims analysis; capital structure; leverage ratio; debt maturity period; stochastic interest rate; interest rate long-run mean;

    Sammanfattning : Finding the optimal capital structure has been a relevant subject for many decades. Therehas for a long time been a discrepancy between observed leverage ratio and those proposedby theory, with many different theories suggested and developed throughout time. One ofthose theories is the Contingent Claims Analysis (CCA). LÄS MER