Essays about: "Olov Ryding Hallin"
Found 2 essays containing the words Olov Ryding Hallin.
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1. Decomposing the Term Structure of Housing Risk: Implications of Market Segmentation and Liquidity
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper studies the empirical properties of the term structure of total housing risk in Sweden using a particularly rich dataset of housing transactions. We contrast recent studies by showing that, even after ten years, 75% of the total variation in housing returns will be attributable to the idiosyncratic shock. READ MORE
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2. Economic Policy Uncertainty and Credit Risk - A cross sectional analysis of company specific CDS spreads across nine industries in the U.S market
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : We analyse the effects political uncertainty has on the credit risk embedded in the term structure of single name credit default swap spreads across nine industries in the United States. After running a set of panel regressions, we find that economic policy uncertainty has a widening effect on the spreads. READ MORE