Essays about: "Charles Thorburn"

Found 2 essays containing the words Charles Thorburn.

1. 1. The Effect of Changes in the Funding Rate on Market Interest Rates: The Swedish Case

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Charles Thorburn; [2006]
   Keywords : reporänta; riksbank; central bank; funding rate; announcement effect; STIBOR; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Abstract : Understanding the effect of central bank policy actions on asset prices is important both to central banks in estimating the welfare effects of their actions and to individual investors in making correct decisions. Studies of these effects have been made predominantly on the U.S. market. READ MORE

3. 2. Alternative Determinants of Credit Premia: Altman's Z and the Empirical Components Approach

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Charles Thorburn; [2006]
   Keywords : credit derivatives; credit default swap; default risk; CDS; kreditderivat; altman; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Abstract : This paper conducts an empirical study of the determinants of credit default swap (CDS) prices. By using a new set of CDS quotes and explanatory variables for thirty major corporations, a set of linear panel data regressions are performed. READ MORE