Essays about: "bank nationalekonomiska"

Showing result 1 - 5 of 124 essays containing the words bank nationalekonomiska.

  1. 1. Impact of Inflation on Return and Pricing of Swedish Bank Stocks : A Fama-French Analysis on Monthly Stock Returns and Pricing of Handelsbanken, Swedbank, SEB and Nordea

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Carl Westerberg; Elvin Rolder; [2023]
    Keywords : Asset Pricing Theory; CAPM; Carhart; Fama-French; Fama-Macbeth; Inflation; NII;

    Abstract : This study explores the influence of inflation on the monthly total stock returns and stock pricing of Swedish banks. The research question is systematically examined througha cross sectional and time series analysis, utilizing Fama-French, Carhart, and Fama-Macbeth metodologies. READ MORE

  3. 2. Environmental performance and sovereign bond yields: Evidence from emerging markets

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Kristin Unga; [2023]
    Keywords : sovereign yields; environmental performance; principal component analysis; Business and Economics;

    Abstract : This thesis analyses if investors price a country’s environmental (E) performance into sovereign bond yields. The sample consists of 17 emerging countries from 2011 to 2020. READ MORE

  4. 3. Moral Hazard and Banking Risk, a Euro Area Analysis

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Emanuel Skeppås; [2023]
    Keywords : Moral Hazard; Capital regulation; Risk; Ownership Influence; Bank Charter; Profitability; Business and Economics;

    Abstract : The study investigates the effects of capital regulations on risk-taking within the Euro- zone banking sector from 2013 to 2019, specifically focusing on the impact of moral hazard stemming from bank charter value and ownership influence. Previous research suggests both bank charters and ownership influence can prompt different risk behaviours and po- tentially influence the effectiveness of capital regulations. READ MORE

  5. 4. Different regulatory regimes and banking crises - The role of moral hazard

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Felix Olsson-Lejon; [2023]
    Keywords : Moral hazard; Bonus regulations; Liquidity regulations; Silicon Valley Bank; Business and Economics;

    Abstract : Since 1988 there have been international attempts to regulate banks with the Basel Rules; despite these international efforts to regulate banks within the Basel Rules, the rules have been insufficient. The financial crisis of 2008 highlighted the importance of regulatory oversight in the banking sector. READ MORE

  6. 5. Quantitative Easing and Fiscal Policy

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Anton Johnsson; [2023]
    Keywords : quantitative easing; fiscal policy; inflation; United States; Sweden; Business and Economics;

    Abstract : This thesis investigates if fiscal policy and quantitative easing (QE) can interact to raise the inflationary effect from central bank asset purchases. This is done by applying a distributed lag model on a set of macroeconomic variables for Sweden and the United States. The results show strong signs of interaction between the two policies in the U. READ MORE