Essays about: "Interest rate spread"

Showing result 16 - 20 of 66 essays containing the words Interest rate spread.

  1. 16. Modelling Swedish bond market activity : A liquidity proxy using potential and executed trades

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

    Author : Therese Lin; [2020]
    Keywords : Government bonds; Mortgage bonds; Swedish bond market; Liquidity proxy; Investor activity; Potential trading; Svenska obligationsmarknaden; Likviditet; Aktivitet; Potentiell handel;

    Abstract : Bond markets are crucial for the stability and efficiency of the national financial system. Low liquidity prevents market developments and makes investors reluctant to trade actively. It is therefore crucial to maintain liquidity in bond markets. READ MORE

  3. 17. European perch (Perca fluviatilis) as a possible predator of the invasive round goby (Neogobius melanostomus) in the Baltic Sea

    University essay from SLU/Dept. Of Aquatic Resources

    Author : Mari-Helen Westlund; [2020]
    Keywords : Baltic Sea; invasive species; Round goby; Perch; prey-predator interaction;

    Abstract : Invasive species is a global issue with a strong link to reduced biodiversity and large economic costs. The invasive fish species round goby (Neogobius melanostomus) is one of the species that are spreading in the Baltic Sea area most rapidly, and risk causing major issues. READ MORE

  4. 18. The Impact of Business Cycles on the Profitability of Chinese Commercial Banks

    University essay from Jönköping University/IHH, Företagsekonomi

    Author : Bo Wu; Mingfang Wang; [2020]
    Keywords : Business Cycles; Chinese Commercial Banks; Profitability; Panel Data;

    Abstract : Chinese commercial banks are the leading players directly participating in China's market economy activities. Macroeconomic stability is an essential prerequisite for the development of the banking industry. READ MORE

  5. 19. An Empirical Study on the Reversal Interest Rate

    University essay from KTH/Matematisk statistik

    Author : Pontus Berglund; Daniel Kamangar; [2020]
    Keywords : reversal interest rate; effective lower bound; negative interest rates; monetary policy transmission; interest rate pass-through; bank lending;

    Abstract : Previous research suggests that a policy interest rate cut below the reversal interest rate reverses the intended effect of monetary policy and becomes contractionary for lending. This paper is an empirical investigation into whether the reversal interest rate was breached in the Swedish negative interest rate environment between February 2015 and July 2016. READ MORE

  6. 20. A study of the determinant factors of the Swedish interest rate swap spread

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Christina Hu; [2019]
    Keywords : Interest rate swap contracts; SEK swap spread; slope of the yield curve; credit spread; treasury supply;

    Abstract : This study aims to find the driving determinant factors of the Swedish swap spread by identifying the potential determinants based on previous theoretical and empirical studies. The determinant factors studied in this paper are the slope of the yield curve, volatility, the credit spread, the treasury supply, the business cycle, and the Euro spread. READ MORE