Sökning: "speculative prices"
Visar resultat 1 - 5 av 11 uppsatser innehållade orden speculative prices.
1. The Impact of Foreign Direct Investments on the Swedish Housing Market
Master-uppsats, KTH/Fastighetsföretagande och finansiella systemSammanfattning : Foreign direct investments (FDI) are a crucial part of the world economy as the world has become increasingly globalized. Foreign investment can have a positive impact on the host country in many ways, such as economic growth, new technologies, and job opportunities. LÄS MER
2. Quantitative Easing and Bubble Formation in Real-Estate : A study of the relationship between novel monetary policies and speculative bubbles in the Swedish real-estate market
Master-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakultetenSammanfattning : This thesis aims to study how much of price appreciations on the Swedish real-estate market in recent times have been fundamentally warranted, as well as if the unconventional monetary policies implemented by the Swedish central bank have had any interaction with these price escalations. The methodology employed to research this is divided into two parts. LÄS MER
3. The Speculation Market and newly built condominium in Stockholm
Kandidat-uppsats, KTH/Fastigheter och byggandeSammanfattning : I denna kandidatuppsats har den verkliga bostadsrättsmarknaden studerats ur ett perspektiv inriktat på spekulationsköp av nyproducerade bostadsrätter. Studien omfattar Stockholmsområdet och intervjuer med inblandade aktörer verksamma i områder har legat till grund för undersökningen. LÄS MER
4. The Predictability of Speculative Bubbles : An examination of the log-periodic power law model
Magister-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakultetenSammanfattning : In this thesis we examine the ability of the log-periodic power law model to accurately predict the end of speculative bubbles on financial markets through modeling of asset price dynamics on a selection of historical bubbles. The methods we use are based on a nonlinear least squares estimation which yields predictions of when the bubble will change regime. LÄS MER
5. Asset Pricing with an Excess Volatility Factor : A Multi-Index Model Approach
Master-uppsats, Stockholms universitet/FinansieringSammanfattning : This paper evaluates the impact that the integration of an excess volatility factor has on the asset-pricing performance of the Fama-French (1992, 1993) and of the Carhart (1997) models, with reference to the retrospective and prospective explanation of the time series and of the cross section of excess returns on stocks. Specifically, the research intends to determine whether or not a new excess volatility factor is able to capture common sources of excess returns on stocks, related to excess volatility, and left unexplained by the available asset-pricing models. LÄS MER
