Essays about: "fixed income market"
Showing result 1 - 5 of 66 essays containing the words fixed income market.
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1. Do you want to swap? A study of the liquidity risk in the SEK interest rate swap market
University essay from Göteborgs universitet/Graduate SchoolAbstract : Interest rate swaps are one of the world’s most essential interest rate derivatives. It is therefore important to understand the pricing of these agreements, and how the market is functioning. READ MORE
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2. Unraveling the Payout Puzzle
University essay from Lunds universitet/Företagsekonomiska institutionenAbstract : Purpose: The purpose of this study is to investigate if institutional ownership has an impact on a firm’s total payout ratio in Swedish firms. Methodology: The study uses fixed effects models with robust standard errors clustered by firm with year effects and provides several robustness checks by altering the dependent variable in our analysis. READ MORE
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3. Volatility Modelling in the Swedish and US Fixed Income Market : A comparative study of GARCH, ARCH, E-GARCH and GJR-GARCH Models on Government Bonds
University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakultetenAbstract : Volatility is an important variable in financial markets, risk management and making investment decisions. Different volatility models are beneficial tools to use when predicting future volatility. The purpose of this study is to compare the accuracy of various volatility models, including ARCH, GARCH and extensions of the GARCH framework. READ MORE
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4. Predicting the Movement of the S&P 500 Index using Machine Learning
University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionenAbstract : Predicting the stock market has been a longstanding topic of interest in financial research. It is regarded as a highly challenging but important task given the vital role the financial markets play in shaping the global economies. In this thesis, the goal is to predict the movement of the S&P 500 Index using machine learning methods. READ MORE
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5. Unmasking the impact: Analyzing the effect of the COVID-19 pandemic on unemployment : A study across the 290 municipalities in Sweden
University essay from Jönköping University/Internationella HandelshögskolanAbstract : For the past years, there has been an absence of economic crisis on a global level. The unexpected COVID-19 pandemic caused by the SARS-CoV-2 virus led to a significant disruption in economies across the globe, followed by a decrease in economic activity. The decline in economic activity caused market shocks which eventually increased unemployment. READ MORE