Essays about: "interest rates asymmetry"

Found 4 essays containing the words interest rates asymmetry.

  1. 1. Stock returns explained - using a volume filter, interest rates, and the oil price

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Pierre Carlsson; [2011]
    Keywords : Interest rate; Information asymmetry; Econometrics; Oil price; and Volume.; Business and Economics;

    Abstract : Using a volume filter on daily index and stock price data the daily return has been researched. The explanatory variables used in the study are the 1 M T-Bill, the term spread - 10 Y Treasury bond versus a 3 M T-Bill -, and the oil price. READ MORE

  3. 2. Return and Volatility Spillover from Oil to Equity Market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Andreas Lundgren; [2011]
    Keywords : Return Spillover; Volatility Spillover; Oil Volatility; Oil Returns; GJR-GARCH; Asymmetric Oil Effects.; Business and Economics;

    Abstract : In this essay a four stage GJR-GARCH(1,1) model is applied to test the presence of both return and volatility spillover to the European market from the oil market. The GJR-GARCH-model allow for asymmetric effects to be present in the country specific stock market. READ MORE

  4. 3. Mortgage Lending Rate Pass-Through & Asymmetry on the Swedish Retail Banking Market

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Beatrice Perlman; Sofia Lindh; [2008]
    Keywords : Mortgage lending rate; Pass-through effect; Interest rate asymmetry; Error correction framework;

    Abstract : The main objective of the Swedish central bank is to maintain price stability in the Swedish economy through the use of monetary policy. The success of the policy is decided by the transmission to society. READ MORE

  5. 4. Deposit interest rate rigidity and asymmetry: - A study on the Swedish banking market

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Jessica de Craene Johansson; Johanna Svensson; [2007]
    Keywords : Interest rates; Rigidity; Asymmetry; Banks; Market concentration;

    Abstract : This thesis examines price rigidity and asymmetry in the deposit interest rate setting on the Swedish banking market. We investigate if these patterns can be related to market concentration measured by the Herfindahl-Hirschman index. READ MORE