Essays about: "Generalized least squares"

Showing result 1 - 5 of 18 essays containing the words Generalized least squares.

  1. 1. Do you want to swap? A study of the liquidity risk in the SEK interest rate swap market

    University essay from Göteborgs universitet/Graduate School

    Author : Viktor Edberg; Carl Hjelmqvist; [2023-06-29]
    Keywords : Bao; Pan; Wang indicator; Determinants; Dimensions of liquidity; Forward Rate Agreement; Fundamental Review of the Trading Book; Generalized least squares; Interest Rate Derivative; Interest Rate Swap; Liquidity horizon; Liquidity risk premium; Market liquidity; SVEN spread; Swap Spread; Swedish Government benchmark bond; Treasury-Eurodollar; Turnover ratio; Turnover-per-day; Volume-adjusted intraday volatility;

    Abstract : Interest rate swaps are one of the world’s most essential interest rate derivatives. It is therefore important to understand the pricing of these agreements, and how the market is functioning. READ MORE

  3. 2. The role of the Countries' Institutional Quality on the relationship between Companies' Environmental, Social, and Governance (ESG) and Financial Performance

    University essay from Högskolan i Halmstad/Akademin för företagande, innovation och hållbarhet

    Author : Isadora Siqueira Mafra; Roberto Carlos Imme Junior; [2023]
    Keywords : ESG; financial performance; institutional quality;

    Abstract : It is known that ESG (environmental, social, and corporate governance) performance positively influences the company's financial performance. However, little attention has been paid to macro elements that can moderatethis relationship. READ MORE

  4. 3. Pricing and Modeling Heavy Tailed Reinsurance Treaties - A Pricing Application to Risk XL Contracts

    University essay from KTH/Matematisk statistik

    Author : Ormia Abdullah Mohamad; Anna Westin; [2023]
    Keywords : Reinsurance; Extreme Value Theory; POT-model; Hill estimator; Risk XL contracts; Generalized Pareto distribution; Method of Moments.; Återförsäkring; Extremevärdesteori; POT-modellen; Hill estimatorn; Risk XL kontrakt; generella Paretofördelningen; Momentmetoden.;

    Abstract : To estimate the risk of a loss occurring for insurance takers is a difficult task in the insurance industry. It is an even more difficult task to price the risk for reinsurance companies which insures the primary insurers. READ MORE

  5. 4. Spatial dependence in the regional innovation performance of small- and medium sized enterprises : A spatial econometric approach to identifying the drivers of SME innovation in European NUTS regions

    University essay from Jönköping University/IHH, Nationalekonomi

    Author : Felix Sebastian Veit Ginzinger; [2022]
    Keywords : Geography in Innovation; SME Innovation; Spatial Dependence; Regional Science;

    Abstract : Being a crucial sector in Europe’s economy, small and medium-sized enterprises (SMEs) require involvement in innovative activities to perpetuate their competitiveness. Nevertheless, European-wide funding programs that aim to foster innovation at the regional level have been criticized for not being adequately tailored to SMEs’ innovation patterns and dynamics. READ MORE

  6. 5. The Sensitivity of Banks' Stock Returns to the interest rate risk and exchange rate risk: A Case Study of Germany and South Africa

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Priscilla Yayra Kpoti-Mayor; Rutendo Yvonne Musimwa; [2022]
    Keywords : Bank s Stock Returns Interest rate Exchange Rate Germany South Africa; Business and Economics;

    Abstract : The purpose of this paper is to interrogate the single and joint effect interest and exchange rate movements have on banks’ stock returns. This study also aims to compare the volatility of the banks’ stock returns for countries in different markets using both the short and long-term interest rate and the respective exchange rates. READ MORE