Essays about: "interest rate stock"

Showing result 11 - 15 of 114 essays containing the words interest rate stock.

  1. 11. The Swedish inflation rate and stock market returns: does the Fisher effect exist?

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Adam Malmén; Anton Persson; [2022-02-15]
    Keywords : ;

    Abstract : In Sweden the annual inflation rate raised in September 2021 above the Sveriges Riksbank inflation target of two percent annually, which has been the central bank's inflation target since 1995. This created a discussion regarding if the repo interest rate should be increased from currently zero percent. READ MORE

  3. 12. Lowering energy need and improving indoor climate - A case study of rural dwellings in Gammalsvenskby, Ukraine

    University essay from Lunds universitet/Institutionen för arkitektur och byggd miljö; Lunds universitet/Avdelningen för Energi och byggnadsdesign

    Author : Viktor Kauranen; [2022]
    Keywords : Gammalsvenskby; energy-efficient; indoor climate; rural buildings; renovation; Ukraine; Life cycle cost; Technology and Engineering;

    Abstract : A vast majority of rural dwellings in Ukraine are inefficient from an energy perspective, with a major need for energy-efficient renovations. A lot of these buildings are also having problems with the indoor climate, with poor ventilation combined with indoor combustion of fuel which can cause negative health effects. READ MORE

  4. 13. Measurement of sectoral concentration with multiple factors

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Victor Norrbin; [2022]
    Keywords : Concentration risk; Sector concentration; Credit risk; Time series analysis; Principal component analysis; Monte carlo simulation; Multi-factor model;

    Abstract : One of banks core businesses today is to, in various ways, lend capital to the market and in return receive interest rate. But giving out credit comes with great risk and, therefore, precautions need to be taken. It is impossible to forecast exactly which obligor (borrower) that will default on its exposure. READ MORE

  5. 14. Forecasting gold returns using principal component analysis from a large number of predictors

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Fredrik Allgén; [2022]
    Keywords : Forecasting; Gold; Principal Component Analysis; ARMA; Business and Economics;

    Abstract : Gold is known in the financial world to be an important asset in unstable periods, especially as a hedge against inflation. If the gold price can be forecasted, it will be possible to strategically invest in gold rather than acquire it as a last-minute hedge against economic downturns. READ MORE

  6. 15. Time Dependencies Between Equity Options Implied Volatility Surfaces and Stock Loans, A Forecast Analysis with Recurrent Neural Networks and Multivariate Time Series

    University essay from KTH/Matematik (Avd.)

    Author : Simon Wahlberg; [2022]
    Keywords : RNN; LSTM; GRU; vector autoregression; implied volatility surface; stock loan; equity options; multivariate time-series analysis; financial mathematics.; Rekursiva neurala nätverk; LSTM; GRU; VAR; implicerade volatilitetsytor; aktielån; aktieoptioner; multidimensionell tidsserieanalys; finansiell matematik.;

    Abstract : Synthetic short positions constructed by equity options and stock loan short sells are linked by arbitrage. This thesis analyses the link by considering the implied volatility surface (IVS) at 80%, 100%, and 120% moneyness, and stock loan variables such as benchmark rate (rt), utilization, short interest, and transaction trends to inspect time-dependent structures between the two assets. READ MORE