Essays about: "Macroeconomic Risk"

Showing result 11 - 15 of 103 essays containing the words Macroeconomic Risk.

  1. 11. Exploring the Dynamics of Damage Costs Inflation on Insurance Matters : An In-depth Regression Analysis on Macroeconomic Variables

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Jacob Liljestrand; Fredrik Nyberg; [2023]
    Keywords : Inflation; Time lag; Regression; Macroeconomic variables; Insurance;

    Abstract : The aim of this thesis consist of three parts. Firstly, the aim was to developan accurate historical inflation index suitable for the insurance business, usinginformation about insurance matters. The calculated inflation index was compared to an in-house benchmark at the insurance company Gjensidige, it wasfound to be a good match. READ MORE

  3. 12. The impact of macroeconomic factorson the propensity of risk : How macroeconomic factors influence the level of risk in different stock market

    University essay from Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

    Author : Mohammed Mohammed; Mattias Zheng; [2023]
    Keywords : Propensity Risk; Stock Market; Inflation; Exchange rate and IPP;

    Abstract : Background: Asset prices, investment choices, and market mood can all be greatly impacted by macroeconomic factors and risk perception. Therefore, for investors, portfolio managers, policymakers, and regulators looking to negotiate the complexity of financial markets, knowing how macroeconomic factors affect risk is crucial. READ MORE

  4. 13. Macroeconomic Determinants of Sovereign Credit Risk

    University essay from

    Author : Adam Aleb; Rashid Hassan; [2022-07-04]
    Keywords : Macroeconomic Determinants; Credit Risk; Government Bond Yields; Cointegration; Long-run and Short-run Determinants; VECM; ARDL; FEVD;

    Abstract : This report analyzes the macroeconomic determinants of sovereign bond yields in three different economies: the US, a large open economy and a benchmark in the financial markets, Sweden, a small open economy that has successfully dealt with financial crisis, and Italy, a large open economy with a history of financial distress. Cointegration techniques of the VECM and the ARDL model were used to derive the short-run and the long-run determinants of sovereign bond yields. READ MORE

  5. 14. The Implementation of the New Engineering Contract in Australia : An Institutional Perspective

    University essay from KTH/Fastigheter och byggande

    Author : Dannie O’Brien; [2022]
    Keywords : Institutional Theory; New Engineering Contract; Risk allocation; Collaboration; Standard Form Contracts; Instititutionell teori; New Engineering Contract; samarbete; riskfördelning; standardkontrakt;

    Abstract : Current traditional delivery models used in the Australian construction industry are seen as highly bespoke and adversarial where there is an inappropriate contractual risk allocation, lack of collaboration and poor project management. With the pipeline of investment compounded with the impact that global macroeconomic trends and events (e.g. READ MORE

  6. 15. Predicting Financial Trader Participation in Fixing Risk Mitigation Cycles : A Machine Learning Approach

    University essay from KTH/Matematisk statistik

    Author : Eric Bojs; [2022]
    Keywords : ;

    Abstract : Financial markets have been crucial in driving capital investments across the world. Anessential piece of these markets is the presence of risk takers, or market speculators, who will hold financial portfolios in hopes of profit. READ MORE