Essays about: "Jacqueline Eriksson"

Found 2 essays containing the words Jacqueline Eriksson.

  1. 1. Interest Rate Volatility and its Effect on Interest Rate Options

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jacqueline Eriksson; Jakob Sundblad; [2020]
    Keywords : Interest Rates Regimes; Volatility; Derivatives; Interest Rate Options; Asset Pricing;

    Abstract : This paper replicates the study conducted by Guillaume et. al (2013) and derives a relationship between the interest rate volatility and the interest rate level for the Swedish currency (SEK). The results suggest interest rates to be divided into three different regimes consisting of low, intermediate and high rates. READ MORE

  3. 2. Stock market forecasting:investigation of a relationshipbetween GDP per capita and stockmarket volatility : A statistical study based on the GARCH(1,1)model

    University essay from KTH/Skolan för datavetenskap och kommunikation (CSC)

    Author : Jacqueline Eriksson; Mitra Strandberg; [2015]
    Keywords : ;

    Abstract : Stock market indexes such as S&P 500 depends on many different variables, such as macroeconomic variables, causing the volatility to appear random. Getting a close estimation of the volatility is of high interest when making investments. READ MORE