Essays about: "Janina Viebrock"

Found 2 essays containing the words Janina Viebrock.

  1. 1. The Systematic Risk of Green Bonds

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Janina Viebrock; Hanna Brännström; [2019]
    Keywords : Risk-Adjusted Returns; Systematic Risk; Green Bonds; Asset Pricing Models; Fama- French Factors; Portfolio Performance Evaluation; Business and Economics;

    Abstract : This paper evaluates the profitability of adding green bonds to a portfolio consisting of stocks and conventional bonds. To determine the profitability, ten portfolios with varying weights on green bonds, conventional bonds and stocks, are constructed. READ MORE

  3. 2. The Influence of Credit Growth on Output Growth in Iceland: A VEC Model Approach

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Andrea Vestmann; Janina Viebrock; [2018]
    Keywords : output growth; credit growth; Iceland; VAR model; VEC model; credit view; macroprudential policy.; Business and Economics;

    Abstract : In this thesis we used a Vector Error Correction (VEC) model to analyse whether changes in credit growth have a significant effect on output in Iceland using monthly data for the period 1997-2017. Both our results from the error variance decompositions and the impulse response functions suggest that changes in credit and exports have a large impact on Icelandic output. READ MORE