Essays about: "finansiell stress"
Showing result 1 - 5 of 18 essays containing the words finansiell stress.
-
1. Payment Method and Public Acquiror Returns: Evidence from the U.S. Market for Corporate Control
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This thesis examines the relationship between method of payment, financial stress, and acquiror abnormal returns using a sample of 676 acquisitions by NYSE, NYSE American, and Nasdaq listed non-financial, non-utility firms. In normal market conditions the results are generally consistent with previous findings, with stock acquisitions of private targets generating the highest abnormal returns. READ MORE
-
2. Risk Management and Sustainability - A Study of Risk and Return in Portfolios With Different Levels of Sustainability
University essay from KTH/Matematik (Avd.)Abstract : This thesis examines the risk profile of Electronically Traded Funds and the dependence of the ESG rating on risk. 527 ETFs with exposure globally were analyzed. Risk measures considered were Value-at-Risk and Expected Shortfall, while some other metrics of risk was used, such as the volatility, maximum drawdown, tail dependece, and copulas. READ MORE
-
3. Trends in the Capital Structure and Risk Assessment of Swedish Real Estate Companies : A Study on the Impact of the 2022-2023 Shift in Interest Rates
University essay from KTH/Fastighetsföretagande och finansiella systemAbstract : This study aims to analyse the changes in the capital structure of Swedish real estate companies over the past five years, with a particular focus on the period 2022-2023, characterised by the policy interest rate increasing from zero to 3.5 percent. READ MORE
-
4. Better Off at Home?: A Quantitative Study on How Teleworking Affected Forecasting Accuracy during Covid-19
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : Using I/B/E/S data on equity analyst forecasts and data on Covid-19 restrictions from Our World in Data, this paper examines the effect of teleworking on the forecasting accuracy of equity analysts, letting government-induced lockdowns act as an indicator of teleworking. Results indicate that teleworking has had a negative impact on forecasting accuracy on a general level. READ MORE
-
5. The Corona Crisis as Ultimate Stress Test- Market Reaction to EBA´s 2020 Stress Test Postponement
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : In response to the COVID-19 outbreak, the European Banking Authority (EBA) decided to postpone its biennial 2020 stress test to 2021. The supervisory exercise was supposed to answer whether banks have sufficient capital to withstand the impact of a global economic recession. READ MORE