Essays about: "Exogenous variables"

Showing result 16 - 20 of 51 essays containing the words Exogenous variables.

  1. 16. A study on the influence of CSR on Nordic stock performance during Covid-19

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Arash Dabiri; Lisa Blenwall; [2021]
    Keywords : COVID-19; Exogenous shock; CSR; Stock performance; Trust;

    Abstract : The majority of prior studies have found that firms with a high CSR rating have enjoyed higher returns on their stocks than comparable firms with lower CSR during financial crises, generally defined as having low societal trust levels. This effect is more prevalent in high trust societies such as the Nordics. READ MORE

  3. 17. Spillover Effects of Forward Guidance Shocks: How ECB Communication Influences Economic Outcomes in Neighboring Economies

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Ingrid Löfman; [2021]
    Keywords : Forward Guidance; Monetary Policy Spillover Effects; Central Bank Communication; Exchange Rates; Fear of Floating;

    Abstract : With policy rates at the zero lower bound, the ECB is increasingly relying on forward guidance to stimulate the economy. In this thesis paper, I show that the ECB's communication has important effects on economic outcomes both inside and outside of the eurozone. READ MORE

  4. 18. Eco-efficiency in Swedish dairy farms : incorporating sustainability into the measure of eco-efficiency

    University essay from SLU/Dept. of Economics

    Author : Elin Martinsson; [2020]
    Keywords : dairy farms; eco-efficiency; environmental pressures; planetary boundaries;

    Abstract : This thesis introduces a novel method to incorporate absolute values of GHG emissions into the measure of eco-efficiency. The aim is to assess eco-efficiency in Swedish dairy farms and adjusting the scores towards a threshold of absolute levels of GHG emissions using the proposed method. READ MORE

  5. 19. Comparing the Liquidity-Adjusted Expected Shortfall Models Over High and Low Liquid Stocks Portfolios: Empirical Results on Thailand Stock Market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Watsachol Koosamart; Biyun Meng; [2020]
    Keywords : expected shortfall; liquidity adjustment; bid-ask spread; liquidity discount; liquidation time; Business and Economics;

    Abstract : The stylized fact that stock markets are not perfectly liquid propels banks to incorporate liquidity risk in the risk metrics so that market risk can be managed properly. Disregarding liquidity risk can lead to an underestimation of overall risk and substantial losses. READ MORE

  6. 20. Jump Estimation of Hidden Markov Models with Time-Varying Transition Probabilities

    University essay from Lunds universitet/Matematisk statistik

    Author : Henning Tansjö; [2020]
    Keywords : Jump estimation; Hidden Markov model; financial time series; clustering; unsupervised learning.; Mathematics and Statistics;

    Abstract : The Hidden Markov model is applicable to a wide variety of fields. Applied to financial time series, its assumed underlying state sequence can reflect the time series' tendency to behave differently over different periods of time. In many situations, models could be improved by including exogenous data. READ MORE