Essays about: "Cap Rate"

Showing result 21 - 25 of 47 essays containing the words Cap Rate.

1. 21. Foreign Direct Investments on the Swedish Real Estate Market : Fundamentals Impact on Foreign Transaction Volume

   University essay from KTH/Fastigheter och byggande

   Author : David Malmström; Anthon Schultz; [2017]
   Keywords : Swedish Real Estate Market; Fundamental Economic Factors; Capitalization Rate; Cap Rate; FDI; Foreign Direct Investments; Transaction Volume; Svenska Fastighetsmarknaden; Utländska Direktinvesteringar; Direktavkastning; Transaktionsvolym;

   Abstract : 2016 was a year of record with a total amount of over 201 billion SEK invested in the Swedish real estate market, spread over more than 535 transactions (counting transactions of 40 million SEK and above). The Swedish real estate market is sometimes referred to as a safe haven among international investors when it comes to foreign direct investments. READ MORE

3. 22. The impact of monetary policy announcements on stock prices - A panel data study on large Swedish firms

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Rasmus Håkansson; [2016]
   Keywords : Monetary policy announcements stock prices panel data fixed effects different industries impact effects Riksbank FED; Business and Economics;

   Abstract : This thesis aims to investigate the impact of domestic- and foreign monetary policy on stock returns of Swedish firms, currently listed at the Nasdaq Large Cap. Daily stock returns are regressed against FOMC- and Riksbank policy changes respectively on the day of their announcements, using a fixed effects model. READ MORE

4. 23. Negative Rates in a Multi Curve Framework - Cap Pricing and Volatility Transformation

   University essay from Lunds universitet/Matematisk statistik

   Author : Mattias Jönsson; Ulrica Såmark; [2016]
   Keywords : Multi Curve; Volatility Transformation; Negative Rates; shifted SABR; non-standard Tenor; Caps; EUR Market; Mathematics and Statistics;

   Abstract : The SABR model has for a long time been an invaluable tool for capturing the volatility smile and to price nancial derivatives not quoted in the market. However, the current negative rate environment in the EUR market has led to numerous challenges for nancial institutions. READ MORE

5. 24. What is driving house prices in Stockholm?

   University essay from Stockholms universitet/Nationalekonomiska institutionen

   Author : Josefin Ångman; [2016]
   Keywords : House prices; Vector error correction; Error correction; co-integration; overvaluation; long run equilibrium;

   Abstract : An increased mortgage cap was introduced in 2010, and as of May 1st 2016 an amortization requirement was introduced in an attempt to slow down house price development in Sweden. Fluctuations in the house prices can significantly influence macroeconomic stability, and with house prices in Stockholm rising even more rapidly than Sweden as a whole makes the understanding of Stockholm’s dynamics very important, especially for policy implications. READ MORE

6. 25. Investigating New Multifactor Models with a Conditional Dual-Beta : Can a Conditional Dual-Beta in the Market Factor add Explanatory Value in New Multifactor Models? A study of the Swedish Stock Market between 2003 and 2015

   University essay from Linköpings universitet/Företagsekonomi; Linköpings universitet/Filosofiska fakulteten

   Author : Joakim Lind; Lars Sparre; [2016]
   Keywords : Asset-pricing model; Multifactor model; Conditional beta; Dual-Beta; Five-Factor Model; Q-Factor Model; Beta-sorted Portfolios; Swedish Stock Market;

   Abstract : This thesis investigates pricing-performance of two recently developed multifactor asset-pricing models with the implementation of dual-betas dependent upon prevailing market-conditions. The models included in the study are the Fama and French five-factor model and the Q-factor model by Hou, Xue and Zhang. READ MORE