Essays about: "market interest rate"

Showing result 1 - 5 of 253 essays containing the words market interest rate.

  1. 1. The Carry Trade: From 1990 to 2020

    University essay from

    Author : Adam Bergin; Philip Thorsell; [2020-06-30]
    Keywords : Carry Trade; UIP; CIP; FX-Markets; Premium Puzzle; American Carry trade; Chief dealer back trade;

    Abstract : This thesis examines the carry trade movements from 1990 to 2020. The purpose is to evaluate how an actively managed carry trade has behaved during different market conditions. READ MORE

  2. 2. A Study Evaluating the Liquidity Risk for Non-Maturity Deposits at a Swedish Niche Bank

    University essay from KTH/Matematisk statistik

    Author : Markus Hilmersson; [2020]
    Keywords : Financial mathematics; time series analysis; risk management; risk analysis; non-maturing deposits; SARIMA; SARIMAX; BCBS; IRRBB; Finansiell matematik; tidsserieanalys; riskhantering; riskanalys; Icke-tidsbunden inlåning; SARIMA; SARIMAX; BCBS; IRRBB;

    Abstract : Since the 2008 financial crisis, the interest for the subject area of modelling non-maturity deposits has been growing quickly. The area has been widely analysed from the perspective of a traditional bank where customers foremost have transactional and salary deposits. However, in recent year the Swedish banking sector has become more digitized. READ MORE

  3. 3. Autocall versus underlying assets : A study on how changes in the return of the underlying assets affect the autocall's returns

    University essay from Jönköping University/IHH, Nationalekonomi; Jönköping University/IHH, Nationalekonomi

    Author : Elias Wårhag; Ioan Tepes; [2020]
    Keywords : Structured notes; Autocallable structured products; Express certificate; Financial instruments;

    Abstract : Autocallable structured products represent an investment opportunity which has been growing in both the European and American market since they were first launched. The value of these structured products is dependent on how their underlying assets perform, which can consist of stocks, indexes or other assets. READ MORE

  4. 4. Unconventional monetary policy and stock market prices in a small open economy: Evidence from Sweden’s quantitative easing

    University essay from Jönköping University/IHH, Nationalekonomi; Jönköping University/IHH, Nationalekonomi

    Author : Claudia Tirado Luy; Nikola Kolev; [2020]
    Keywords : Unconventional monetary policy; Quantitative easing; Large-scale asset purchase; Stock market;

    Abstract : This thesis aims to investigate the long-term behaviour of the Swedish stock market under quantitative easing (QE) between the years 2015-2019 in comparison to an equally long period before the implementation of QE. The relationship is analysed within the framework of transmission channels of monetary policy and with considerations for previous research on the topic. READ MORE

  5. 5. Is the Eurozone an Optimal Currency Area? An investigation from a financial market´s perspective

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Niclas Stafsing; Carl Sandström; [2020]
    Keywords : Optimal Currency Area; Eurozone; Event study; Equity indices; 10-year government bond yield; Business and Economics;

    Abstract : The purpose of this study is to examine if the Eurozone is an Optimal Currency Area (OCA) or not. To do this we have examined if the European Central Banks monetary policy announcements have a significant impact on the equity markets and on the 10-year government bond yields in the Eurozone. READ MORE