Essays about: "Ludwig Schmidt"

Found 3 essays containing the words Ludwig Schmidt.

  1. 1. Volatility Forecasting Performance of GARCH Models : A Study on Nordic Indices During COVID-19

    University essay from Umeå universitet/Nationalekonomi

    Author : Ludwig Schmidt; [2021]
    Keywords : ;

    Abstract : Volatility forecasting is an important tool in financial economics such as risk management, asset allocation and option pricing since an understanding of future volatility can help professional and private investors minimize their losses. The purpose of this paper is to investigate the volatility forecasting performance of symmetric and asymmetric GARCH models on Nordic indices during COVID-19. READ MORE

  2. 2. Monetary Policy Implications Through a VEC Model

    University essay from Umeå universitet/Nationalekonomi

    Author : Ludwig Schmidt; [2020]
    Keywords : ;

    Abstract : This paper examines the effects of adjustments in the key policy rate, included as the interbank rate, on the Swedish household sector debt from the second quarter of 2000 to the third quarter of 2019. The effect is examined through a Vector Error-Correction (VEC) model to determine if it provides results that are aligned with the given theory. READ MORE

  3. 3. Government Size and the Effect on Economic Growth in the EU?

    University essay from Umeå universitet/Nationalekonomi

    Author : Ludwig Schmidt; Harald Wigerstedt; [2019]
    Keywords : ;

    Abstract : The literature on the relationship between the size of government and the economic growthis full of contradictory findings. There are some scholars that claim to have found a negative relationship whilst others claim that the evidence presents no conclusion on whether the relationship is positive, negative or non-existent. READ MORE