Sökning: "treasury supply"

Visar resultat 1 - 5 av 7 uppsatser innehållade orden treasury supply.

  1. 1. A study of the determinant factors of the Swedish interest rate swap spread

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

    Författare :Christina Hu; [2019]
    Nyckelord :Interest rate swap contracts; SEK swap spread; slope of the yield curve; credit spread; treasury supply;

    Sammanfattning : This study aims to find the driving determinant factors of the Swedish swap spread by identifying the potential determinants based on previous theoretical and empirical studies. The determinant factors studied in this paper are the slope of the yield curve, volatility, the credit spread, the treasury supply, the business cycle, and the Euro spread. LÄS MER

  3. 2. A Tale Of Two Shocks : The Dynamics of Internal and External Shock Vulnerability in Real Estate Markets

    Master-uppsats, Linköpings universitet/Nationalekonomi

    Författare :Amanda Dahlström; Oskar Ege; [2016]
    Nyckelord :REIT; Internal Shocks; External Shocks; Push- and Pull; Quantile Regression; Economics; Interna chocker; Externa chocker; kvantilregression; nationalekonomi;

    Sammanfattning : This paper examines the major potential drivers of five international real estate markets with a focus on pushing versus pulling effects. Using a quantile regression approach for the period 2000-2015 we examine the coefficients during three different market conditions: downward (bearish), normal (median) and upward (bullish). LÄS MER

  4. 3. The Impact of Unanticipated Inflation on Long-Term Treasury Bills

    Master-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Sepehr Sharafuddin; Axel Olsson; [2015]
    Nyckelord :Treasury-bill; Event study; Inflation; Business and Economics;

    Sammanfattning : The impact of inflation on Treasury bills has not been studied for many years and hence the effects in modern time are unclear. The long term interest rates are theoretically more difficult to influence as future expectations needs to be changed. This study hence aims to mainly examine the effects of unanticipated inflation on the U.S. LÄS MER

  5. 4. Pristak på elcertifikat : ett nödvändigt skydd för konsumenten?

    Kandidat-uppsats, SLU/Dept. of Economics

    Författare :Louise Åhlman; [2013]
    Nyckelord :elcertifikat; förnybar elproduktion; konsumentöverskott; kostnad; kvotpliktsavgift; pristak; välfärd;

    Sammanfattning : Det svenska elcertifikatsystemet är ett relativt komplext system med en enkel grundtanke; att genom marknadens krafter öka den förnybara elproduktionen i Sverige på ett kostnadseffektivt sätt. Genom att låta producenterna av förnybar el sälja elcertifikat till konsumenterna erhåller de en extra inkomst som ökar deras intäkter och gör det mer lönsamt att driva denna typ av produktion. LÄS MER

  7. 5. Anticipated Shocks and their Impact on Expectations: An event study of the impact of TIPS auctions on ZCIIS

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

    Författare :Richard Du Rietz; Alexander Valtchev; [2012]
    Nyckelord :ZCIIS; Anticipated Shocks; Auction; TIPS; Price Pressure;

    Sammanfattning : This thesis has the purpose to empirically investigate how anticipated shocks that result into recurrent supply shocks are subsumed by change in expectations. More precisely, we study the price impact of Treasury Inflation Protected Securities (TIPS) auctions on the Zero-Coupon Inflation-Indexed Swap (ZCIIS) rates using an event study methodology for each of the 60 auctions of 5-, 10-, 20- and 30-year TIPS during the period 2004-2011. LÄS MER