Essays about: "financial crisis thesis"

Showing result 1 - 5 of 310 essays containing the words financial crisis thesis.

  1. 1. A STUDY ON THE DCC-GARCH MODEL’S FORECASTING ABILITY WITH VALUE-AT-RISK APPLICATIONS ON THE SCANDINAVIAN FOREIGN EXCHANGE MARKET

    University essay from Uppsala universitet/Statistiska institutionen; Uppsala universitet/Statistiska institutionen

    Author : Tim Andersson-Säll; Johan Lindskog; [2019]
    Keywords : Multivariate GARCH; Conditional Correlations; Forecasting; Time-varying covariance matrices; Exchange rate returns; Variance-Covariance matrix;

    Abstract : This thesis has treated the subject of DCC-GARCH model’s forecasting ability and Value-at- Risk applications on the Scandinavian foreign exchange market. The estimated models were based on daily opening foreign exchange spot rates in the period of 2004-2013, which captured the information in the financial crisis of 2008 and Eurozone crisis in the early 2010s. READ MORE

  2. 2. Systemic risk and the market-to-book value of banks' equity

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Florian Moritz Meier; Yuqing Meng; [2019]
    Keywords : Banks; Financial Crisis; Government Guarantees; Market-to-book Value; Risk;

    Abstract : The goal of this thesis is to investigate whether market participants considered possible government guarantees when valuing banks' equity before the recent financial crisis and to what extent the market value of banks' equity is useful to estimate their exposure to systemic risk. Using a theoretical approach, we first present our argument that anticipated government guarantees in case of a systemic breakdown lead to financing costs of debt being independent from a bank's exposure to systemic risk. READ MORE

  3. 3. Introducing REITs in Europe - The effect on housing real estate

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Emil Jerndal; Vincent Mathias Varga; [2018-09-21]
    Keywords : ;

    Abstract : After the financial crisis of 2007-2008, the world experienced how an unhealthy increase in housing real estate prices could contribute to a financial crisis with severe consequences for the world economy. This thesis asks the question if the introduction of real estate investment trusts (REITs), recently enabled in several countries in the EU through systems of legislation referred to as REIT regimes, affects the price of housing real estate in a country. READ MORE

  4. 4. Are Swedish housing markets duration dependent?

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Jennie Östlund; Jesper Östlund; [2018-09-07]
    Keywords : ;

    Abstract : Sweden’s rapidly growing housing sector, and the long-last boom it’s experienced even in a global financial crisis, has been the topic for several recent studies. In this thesis, we examine house price data from 279 Swedish municipalities during the years 1981-2016 to test for duration dependence. READ MORE

  5. 5. Determinants of House Prices in Sweden

    University essay from Göteborgs universitet/Graduate School

    Author : Radan Papousek; Martin Södling; [2018-07-04]
    Keywords : Spatial Durbin Model; spatial autocorrelation; Sweden; house prices; spillover; municipalities;

    Abstract : MSc in Finance.... READ MORE