Essays about: "empirical study of money market"

Showing result 1 - 5 of 52 essays containing the words empirical study of money market.

  1. 1. How Does the Three-factor Model Perform and What Explains its Performance? Empirical tests on Swedish stock portfolios

    University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

    Author : Daniel Björck; [2023]
    Keywords : Three-factor model; stock returns; Swedish stocks; CAPM; Business and Economics;

    Abstract : In this study the three-factor model of Fama and French (1992; 1993) is evaluated on portfolios of Swedish stocks. Both a cross-section and time series approach are used to evaluate the model. The results show that beta, size, and book-to-market are significant variables in explaining excess returns of Swedish stock portfolios. READ MORE

  2. 2. Exploring Reward Alternatives to Money - Non-monetary rewards and employee engagement in the online travel market

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Theodora Saade; Eirini Argyrouli; [2022]
    Keywords : Non-monetary rewards; Engagement; Travel Industry; Career Model; Career Motives; Career Awareness; Online travel Market; Employee Engagement; Business and Economics;

    Abstract : Title: Exploring Reward Alternatives to Money - Non-monetary rewards and employee engagement in the online travel market Subject: MGTN59, Degree project - Management Challenges Authors: Eirini Argyrouli and Theodora Saade Advisor: Rikard Larsson Keywords: Non-monetary rewards, Engagement, Travel Industry, Career Model, Career Motives, Career Awareness, Online travel Market, Employee Engagement Purpose: The purpose of this study is to describe and explain employees’ preferences for non-monetary rewards. Based on employees' career concepts and motives and other aspects of their personal life, the study looks into the individual needs for non-monetary rewards as a lever that increases engagement at work. READ MORE

  3. 3. Empirical study of methods to complete the swaption volatility cube from the caplet volatility surface

    University essay from Uppsala universitet/Tillämpad matematik och statistik

    Author : Niclas Samuelsson; [2021]
    Keywords : fixed income; interest rate derivatives; swaption; cap;

    Abstract : Fixed income markets are vast markets, involving a large number of actors including financial institutions, state actors, asset managers and corporations. An import part of these markets are contracts written on the xIBOR rates. READ MORE

  4. 4. Validating Discrete Event Simulation as a tool for short-term scheduling in dynamic environment

    University essay from KTH/Hållbar produktionsutveckling (ML)

    Author : Naga Venkata Someswara Chandra Peri; Lena Skog; [2021]
    Keywords : Short-term scheduling; Discrete Event Simulation; Dynamic environment; Steel manufacturing industry; Simulation based Optimisation; Kortsiktig schemaläggning; Diskret händelsestyrd simulering; Dynamisk miljö; Ståltillverkningsindustri; Simuleringsbaserad optimering;

    Abstract : In order for the companies to be competitive in today’s market, it is vital to adapt quickly to the market trends. The steady shift towards mass customization from mass production has been challenging many industries globally, which demands the use of digital tools and technologies in various areas to improve performance throughout the supply chain processes. READ MORE

  5. 5. The Relationship Between Macroeconomic Variables and Sector Indices : An empirical investigation of the Swedish stock market

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Gottfrid Bylund Månsson; Anton Erlandsson; [2021]
    Keywords : ;

    Abstract : This study hypothesizes a relationship between different stock market sector indicesand their relationship to macroeconomic variables. Previous studies investigates therelationship between broad stock market indices and macroeconomic variables, with fewresearching stock market sector indices. READ MORE