Sökning: "reversal interest rate"

Visar resultat 1 - 5 av 6 uppsatser innehållade orden reversal interest rate.

  1. 1. Banks' Economic Risk Exposures in a Low Interest Rate Environment

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

    Författare :Ebba Bogfors; Jessica Stefansson; [2021]
    Nyckelord :Credit Risk; Interest Rate Exposure; Low Interest Rates; Bank Profitability; Factor Models;

    Sammanfattning : This paper studies banks' economic risk exposures over time using daily frequency data. We find that the theoretical risk factors banks are exposed to, credit risk and interest rate risk, are alone unsuccessful in explaining variation in bank equity returns. LÄS MER

  3. 2. An Empirical Study on the Reversal Interest Rate

    Master-uppsats, KTH/Matematisk statistik

    Författare :Pontus Berglund; Daniel Kamangar; [2020]
    Nyckelord :reversal interest rate; effective lower bound; negative interest rates; monetary policy transmission; interest rate pass-through; bank lending;

    Sammanfattning : Previous research suggests that a policy interest rate cut below the reversal interest rate reverses the intended effect of monetary policy and becomes contractionary for lending. This paper is an empirical investigation into whether the reversal interest rate was breached in the Swedish negative interest rate environment between February 2015 and July 2016. LÄS MER

  4. 3. Bank Stock Returns and Monetary Policy Surprises: Before and After the Financial Crisis

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

    Författare :Jean-Philippe Chakbazof; Ludvig Sviberg; [2020]
    Nyckelord :Monetary Policy; FOMC Announcements; Interest Rate Surprises; Maturity Mismatch;

    Sammanfattning : Using daily bank stock data and quarterly balance sheet data, we estimate the reaction of bank stock returns and maturity mismatches to surprise changes in the federal funds rate and the slope of the yield curve on FOMC dates, before and after the financial crisis of 2008. We find that the reaction of U.S. LÄS MER

  5. 4. Enskild firma, aktiebolag eller både och? : skatteskillnader och andra effekter i lantbruksföretag

    M1-uppsats, SLU/Dept. of Biosystems and Technology (from 130101)

    Författare :Erik Bertilsson; Albin Skure; [2019]
    Nyckelord :aktiebolag; enskild firma; företagsform; ägarskifte; generationsskifte; mjuka värden; risk; lönsamhet; lantbruksföretag; företagsledning; skatt;

    Sammanfattning : Rationaliseringen av svenskt jordbruk leder till större enheter och högre omsättning, vilket gör valet av företagsform allt viktigare för lantbruksföretagare. Aktiebolag för driften ökar i popularitet hos lantbruksföretagare. LÄS MER

  7. 5. Predicting Momentum Returns

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

    Författare :Mattias Holmberg; Martin Stenlund; [2013]
    Nyckelord :Dynamic; Momentum; Predictability; Reversal; Trading strategy;

    Sammanfattning : Momentum strategies have historically shown to yield positive returns with little systematic risk exposure. Although usually profitable over long time periods, momentum strategies have also shown to suffer from irregular but severe losses that effectively erode the strategies' attractiveness. LÄS MER