Essays about: "Post-Crisis"
Showing result 16 - 20 of 67 essays containing the word Post-Crisis.
-
16. Valuation of Additional Tier-1 Contingent Convertible Bonds (AT1 CoCo) : Accounting for Extension Risk
University essay from KTH/Matematisk statistikAbstract : The investment and financing instrument AT1, or Contingent Convertible bond, has become popular in the post-crisis capital markets, prompting interest and research in the academic world. The instrument's debt definition but equity boosting properties makes it rather extraordinary, and its stochastic features makes multiple mathematical valuation methodologies relevant, especially with regard to the risk of extending the call date of the instrument. READ MORE
-
17. Bank Stock Returns and Monetary Policy Surprises: Before and After the Financial Crisis
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi; Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : Using daily bank stock data and quarterly balance sheet data, we estimate the reaction of bank stock returns and maturity mismatches to surprise changes in the federal funds rate and the slope of the yield curve on FOMC dates, before and after the financial crisis of 2008. We find that the reaction of U.S. READ MORE
-
18. The process of sensemaking during organizational crisis - Exploring the process of sensemaking during the refugee crisis at the Swedish Migration Board
University essay from Göteborgs universitet/Graduate SchoolAbstract : Sensemaking theories has been discussed in many studies, however the idea the sensemaking and sensegiving process might still be under-researched. Ideas such as institutions‟ role in sensemaking, cognitive barriers, sensemaking during crisis has been given less consideration. READ MORE
-
19. Uncovered Interest Parity and the Financial Crisis of 2007 : An econometric study of the robustness of the uncovered interest parity over different time periods, with varying economic stability.
University essay from Högskolan i Jönköping/IHH, NationalekonomiAbstract : The current intellectual climate regarding economics seems to be at an agreement regarding the theory of uncovered interest parity and its unreliability within real life application. The purpose of this thesis is to test how the theory holds over periods with varying economic stability, both using a short- and long-horizon test in order to establish the usefulness of uncovered interest parity as a predictor for exchange rate movements. READ MORE
-
20. The Swedish Value Premium and Disasters: The Missing Piece of the Puzzle?
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper examines the value premium puzzle in Sweden for the period 2002 - 2016 and attempts to explain the puzzle by accounting for time-varying risk exposure with the inclusion of a proxy for financial disasters risk. The value premium is one of the most persistent financial anomalies and the reasons for its existence have been a hot topic for debate over the past years, with more recent research suggesting that it is a form of compensation for higher exposure to harsh economic downturns, or disasters. READ MORE
