Essays about: "Finance and factor analysis"

Showing result 21 - 25 of 42 essays containing the words Finance and factor analysis.

  1. 21. Sustainability Performance and Capital Structure : An analysis of the relationship between ESG rating and debt ratio

    University essay from Umeå universitet/Företagsekonomi

    Author : Lovisa Lindkvist; Olle Saric; [2020]
    Keywords : ESG Rating; Capital Structure; Sustainability; Debt Ratio; Pecking Order Theory; Trade-off Theory; Stakeholder Theory; Agency Theory; Legitimacy Theory;

    Abstract : This thesis investigates the relationship between sustainability performance and capital structure, measured using the ESG (environmental, social and governance) rating and the debt ratio. In the pursuit of analysing the relationship between the ESG rating and the debt ratio, this study investigates publicly listed companies within the EU/EEA due to its mutual legislative framework on sustainable finance. READ MORE

  3. 22. An Independent Dynamic Latent Factor Approach to Yield Curve Modeling

    University essay from Göteborgs universitet/Graduate School

    Author : Robin Rohlén; [2018-07-04]
    Keywords : ;

    Abstract : Understanding the yield curve characteristics and dynamics is important for many tasks such as pricing financial assets, portfolio allocation, managing financial risk, and conducting monetary policy. Therefore, it is important to use models that are interpretable, fits well, and make useful forecasts. READ MORE

  4. 23. The Adverse Effects of Stricter Capital Regulation on the SME Bank Lending Channel

    University essay from Göteborgs universitet/Graduate School

    Author : Rebecca Palm Ballesta; Fredrika Poole Bonnier; [2018-07-04]
    Keywords : SME; Bank Lending Channel; External Finance; Capital Regulation; Basel III; SME SF;

    Abstract : The aim of this thesis is to investigate if stricter capital regulation creates negative shocks in the loan market and if these shocks adversely effect Small and Medium sized Enterprises (SME) access to external financing through the bank lending channel. This is tested through a Difference-in-Difference (DiD) model, where loan volume and interest rates of SMEs are compared to large firms in Europe from 2011 to 2016. READ MORE

  5. 24. Financial integration and international asset pricing of Chinese stock markets

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Ho Wai NG; Weiwei Zhu; [2018]
    Keywords : Financial integration; International asset pricing; Emerging Market Finance;

    Abstract : Our analysis draws several meaningful findings. First, we find that there is predictability of Chinese stock market return on latent variables which include common and local specific information. We also find that the conditional volatility and local price of risk are time varying for China. READ MORE

  6. 25. Why Does Cash Still Exist?

    University essay from KTH/Fastigheter och byggande

    Author : Oscar Asplund; Othon Tzobras; [2018]
    Keywords : Cash; Cashless; Society; Banking; Finance; Behavioral Economis; Big Data; SPSS; Bank; Finans; Kontanter; Kontantlös; Factor Analysis; Principal Component Analysis; Cash; Cashless; Society; Banking; Finance; Behavioral Economics; Big Data; SPSS; Bank; Finans; Kontanter; Kontantlös; Factor Analysis; Principal Component Analysis;

    Abstract : With non-cash transactions on the rise and the debate about the future cashless society is raging, cash is still being used around the world with varying degrees. This thesis studies the behavioral determinants of consumers with regard to cash usage. READ MORE