Essays about: "riksbank"

Showing result 1 - 5 of 74 essays containing the word riksbank.

  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. How does Monetary Policy Affect the Inflation Rate? A Study of the Riksbank's Monetary Policy from 2000-2019

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Linnea Svensson Rotberg; [2023]
    Keywords : Inflation; Unconventional Monetary Policy; Monetary policy; Time Series Data; Business and Economics;

    Abstract : This thesis examines how the Riksbank’s monetary policy has affected the Swedish CPI inflation rate from 2000 to 2019. This thesis aims to determine if monetary policy is effective at controlling inflation. There is an emphasis on exploring the differences between conventional and unconventional monetary policy. READ MORE

  4. 3. The Swedish Riksbank and Price Stability: A Study on the Housing Market

    University essay from Mittuniversitetet/Institutionen för ekonomi, geografi, juridik och turism

    Author : David Stenberg; Nils Sund; [2023]
    Keywords : ;

    Abstract : .... READ MORE

  5. 4. An empirical study of the impact of data dimensionality on the performance of change point detection algorithms

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Léo Noharet; [2023]
    Keywords : Time series segmentation; Change point detection; Multivariate time series; Data dimensionality; Tidsserie-segmentering; Förändringspunkts detektering; Mulitvariabla tidsserier; Data dimentionalitet;

    Abstract : When a system is monitored over time, changes can be discovered in the time series of monitored variables. Change Point Detection (CPD) aims at finding the time point where a change occurs in the monitored system. READ MORE

  6. 5. Explaining the trade relation between India and Sweden in the 21st century

    University essay from KTH/Matematisk statistik

    Author : Leah Eriksson; Rebecka Ehn; [2023]
    Keywords : Emerging country; Exchange rate; Foreign Direct Investments; Education level; Imports; Trade; Regression analysis; Utvecklingsland; Valutakurs; Utlandsinvestering; Utbildningsnivå; Import; Handel; Regressionsanalys;

    Abstract : The following bachelor thesis in Applied Mathematics at the school of Industrial Engineering and Management, aims to investigate which factors affect the trade relation between India and Sweden during the 21st century. This has been done by performing a multiple linear regression analysis. READ MORE