Essays about: "Jakob Nordmark"

Found 3 essays containing the words Jakob Nordmark.

1. 1. Beyond the typical twin crises: an examination of banking and sovereign debt crises

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Jakob Nordmark; Michelle Wihlborg; [2012]
   Keywords : Banking crises; debt crises; twin crises; multivariate logit model; Business and Economics;

   Abstract : This paper examines potential determinants of banking and sovereign debt crises for the period 1970-2008 using a multivariate logit model. In addition, the paper analyzes links between these types of crises through conditional and unconditional probabilities. READ MORE

3. 2. How informative are bank stress tests? - Bank opacity in the European Union

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Andrew Cardinali; Jakob Nordmark; [2011]
   Keywords : Event study; stress tests; bank opacity; Business and Economics;

   Abstract : This paper uses standard event study techniques to examine whether the release of the results of the 2010 European bank stress test was informative to the financial markets by reducing the opacity that is inherent in banking stocks. The same methodology is applied to two events of the 2011 EU stress tests: the release of the methodology employed and the clarification by the European Banking Authority concerning capital requirements. READ MORE

4. 3. Stock returns and production growth in Sweden - is there a relationship?

   University essay from Ekonomihögskolan, EHV

   Author : Jakob Nordmark; [2009]
   Keywords : Stock returns; GDP; Tobin´s q; Granger causality;

   Abstract : The purpose of this paper is to investigate if real stock returns are related to real GDP growth for the case of Sweden between 1980 and 2008. By using correlation tests, the paper presents evidence that there is almost no correlation between current real stock returns and current real GDP growth. READ MORE