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Found 4 essays matching the above criteria.
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1. Disposition Effect and Time: Are investors increasingly reluctant to realize losses the longer they hold on to a stock?
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : The disposition effect is defined as the notion that investors hold on to losses for too long. In this paper I study how the disposition effect is influenced by the longer the investor holds on to a stock. READ MORE
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2. Systemic risks with Contingent Convertible Bonds : A simulated study in systemic risks of triggering CoCos in a stressed European banking system.
University essay from Uppsala universitet/Nationalekonomiska institutionenAbstract : Ever since the great financial crisis of 2008 regulators have pushed toward more resilient banks, resulting in more demanding regulation and an increase of regulator’s insight and power. Through the revision of the BASEL framework, Contingent Convertible Bonds were introduced in 2010 as a part of regulatory capital and has since then grown increasingly popular. READ MORE
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3. A game of wealth inequality : A Monte Carlo simulation of wealth inequality using Monopoly
University essay from Uppsala universitet/Statistiska institutionenAbstract : The debate of economic inequality is long-lived and have in the recent years come to be reignited. Although there is little research that supports fully eradicating wealth inequality, the subject of appropriate levels of inequality is an extensively discussed matter. READ MORE
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4. A simplified approach in FAVAR estimation
University essay from Uppsala universitet/Statistiska institutionenAbstract : In the field of empirical macroeconomics factor-augmented vector autoregressive (FAVAR) models have become a popular tool in explaining how economic variables interact over time. FAVAR is based upon a data-reduction step using factor estimation, which are then employed in a vector autoregressive model. READ MORE
