Essays about: "interest rate bank"
Showing result 21 - 25 of 134 essays containing the words interest rate bank.
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21. Quantitative easing and the Swedish housing market
University essay from Umeå universitet/NationalekonomiAbstract : This study examines the impact of quantitative easing on house prices in Sweden, the United States and the United Kingdom, using a vector autoregressive (VAR) model, covering the balance sheet policies of the central bank from January 2015 to December 2021. Results from the impulse response functions provide evidence that a positive shock to the balance sheet have a positive impact on house prices in all countries, but the effects vary greatly between the countries. READ MORE
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22. Credit Modeling with Behavioral Data
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : In recent years, the Buy Now Pay Later service has spread across the e-commerce industry, and credit modeling is inevitable of interest for related companies to predict the default rate of the customers. The traditional data used in such models are financial bureaus which include credit records bought from external financial institutions. READ MORE
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23. The Effect of Conventional Monetary Policy on Stock Market Prices in Sweden : Stock Market Reaction to Announcements of Repo Rate Changes Made by the Swedish Central Bank
University essay fromAbstract : The reaction of asset prices to monetary policy is essential for investors andpolicymakers. However, previous research on the area in Sweden is limited, and there isno evidence of any impact on stock market prices from repo rate changes. READ MORE
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24. Pricing of Embedded Options: Implementing Stochastic Interest Rates & Stochastic Spread
University essay from Lunds universitet/Matematisk statistikAbstract : Given the current market climate, in an era of negative interest-rates, the Hull-White model has regained popularity in the eyes of investors. This thesis aims to extend this model to incorporate credit risk, to allow the modelling of credit derivatives such as diff swaps, defaultable corporate bonds and credit default swaps. READ MORE
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25. The Effect of Repo Rates on Swedish Index Branches
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : This study examines the relationship between the repo rate, lending rate and deposit rate on various price indexes including the Finance and real estate PI (SXS30PI), Technology PI (SX10PI), Industrial goods PI (SX50PI) and Retail PI (SX4040PI) indexes. The authors also use OMX30 which contains companies within all branches to in order to determine if it differs from the others. READ MORE