Påverkan på TED- spread under den nuvarande finansiella krisen

Detta är en Kandidat-uppsats från Lunds universitet/Nationalekonomiska institutionen

Författare: Sarah Ljunghammar; Sanna Agduhr Eronen; [2009]

Nyckelord: TED-spread; LIBOR; Treasury bills; subprime; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

Sammanfattning: The purpose of this essay is to test for significance between TED- spread and four different macrovariables, housing prices, Federal funds rate, Asset Backes Securities and mortgage volume. Multiple regression has been used to search for significance between the dependent and the four independent variables. Our data consist of quarterly reports from January 1998 to June 2008. Our conclusion is that all of the four variables show a significant relation with TED- spread. The model explains 76 percent of the variation in TED- spread.

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