Essays about: "Instrumental Variables Regressions"

Showing result 1 - 5 of 7 essays containing the words Instrumental Variables Regressions.

1. 1. Signaling Green - The Effects of the ECB’s Asset Purchase Programme on the Green Bond Market

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Kevin Malte Stukenborg; Lukas Olin; [2020]
   Keywords : Green Bonds; Fixed Income Securities; ECB Asset Purchase Programme; Instrumental Variable; Signaling; Business and Economics;

   Abstract : Purpose: The purpose of this study is to investigate whether the ECB’s Asset Purchase Programme has affected the yield spread of eligible green bonds. One further aim is to investigate if the partial effect of bond liquidity on the yield spread among these green bonds is associated with their eligibility for purchase by the ECB Asset Purchase Programme. READ MORE

3. 2. Survival Bias and the Impact of HIV on Wealth in Sub-Saharan Africa

   University essay from Göteborgs universitet/Graduate School

   Author : Maxim Brüls; Johanna Dees; [2019-07-02]
   Keywords : HIV; Instrumental Variables Regressions; Rolling Window; Circumcision; Wealth; sub-Saharan Africa;

   Abstract : In this paper we estimate the effect of HIV-infection on household wealth. We use circumcision status as an instrumental variable, combined with DHS data, to obtain an exogenous variation in HIV on the individual level. READ MORE

4. 3. Effects of Environmental, Social and Governance factors on firms' financial performance and value creation in Leveraged Buyouts

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Vittorio Basei; [2019]
   Keywords : Environmental; social; governance; Corporate Governance; Green initiatives; Financial performance; Europe;

   Abstract : Due to the growing importance of green initiatives, this study evaluates the importance and relevancy of environmental, social and governance (ESG) practises on firms' operating and financial performance (i.e. return on assets: ROA). READ MORE

5. 4. Analysis of Cryptocurrency Market and Drivers of the Bitcoin Price : Understanding the price drivers of Bitcoinunder speculative environment

   University essay from KTH/Industriell ekonomi och organisation (Inst.)

   Author : Yasar Kaya; [2018]
   Keywords : bitcoin; speculation; weekend-effect; bitcoin price drivers; LPPL; GoTrend; VIX; speculative bubbles; bitcoin price movements; volatility in cryptocurrency market;

   Abstract : In this paper, the price fluctuations of Bitcoin under speculative environment is studied. It has been seen that the market trend points out an existence of a speculative bubble. Over the course of the period from 2014 to 2018, the trend in price movements of bitcoin has proved to be strongly speculative. READ MORE

6. 5. Corruption of the Press - A Cross Country Panel Data Study of Corruption, Press Freedom and the Perceptions of Press Freedom

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Oskar Ericson; [2017]
   Keywords : Corruption; Press Freedom; Perceived Press Freedom; Media Concentration; Crony Capitalism; Business and Economics;

   Abstract : In this paper I investigate the relation between corruption and press freedom, perceived press freedom and the difference between press freedom and perceived press freedom as well as the causality of corruption on press freedom. My hypothesis is that corruption has a negative effect on both press freedom and perceived press freedom but that a higher level of corruption tends to make people believe the press is freer than it actually is. READ MORE