Essays about: "reversal interest rate"

Showing result 1 - 5 of 6 essays containing the words reversal interest rate.

  1. 1. Banks' Economic Risk Exposures in a Low Interest Rate Environment

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Ebba Bogfors; Jessica Stefansson; [2021]
    Keywords : Credit Risk; Interest Rate Exposure; Low Interest Rates; Bank Profitability; Factor Models;

    Abstract : This paper studies banks' economic risk exposures over time using daily frequency data. We find that the theoretical risk factors banks are exposed to, credit risk and interest rate risk, are alone unsuccessful in explaining variation in bank equity returns. READ MORE

  3. 2. An Empirical Study on the Reversal Interest Rate

    University essay from KTH/Matematisk statistik

    Author : Pontus Berglund; Daniel Kamangar; [2020]
    Keywords : reversal interest rate; effective lower bound; negative interest rates; monetary policy transmission; interest rate pass-through; bank lending;

    Abstract : Previous research suggests that a policy interest rate cut below the reversal interest rate reverses the intended effect of monetary policy and becomes contractionary for lending. This paper is an empirical investigation into whether the reversal interest rate was breached in the Swedish negative interest rate environment between February 2015 and July 2016. READ MORE

  4. 3. Bank Stock Returns and Monetary Policy Surprises: Before and After the Financial Crisis

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi; Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Jean-Philippe Chakbazof; Ludvig Sviberg; [2020]
    Keywords : Monetary Policy; FOMC Announcements; Interest Rate Surprises; Maturity Mismatch;

    Abstract : Using daily bank stock data and quarterly balance sheet data, we estimate the reaction of bank stock returns and maturity mismatches to surprise changes in the federal funds rate and the slope of the yield curve on FOMC dates, before and after the financial crisis of 2008. We find that the reaction of U.S. READ MORE

  5. 4. Enskild firma, aktiebolag eller både och? : skatteskillnader och andra effekter i lantbruksföretag

    University essay from SLU/Dept. of Biosystems and Technology (from 130101)

    Author : Erik Bertilsson; Albin Skure; [2019]
    Keywords : aktiebolag; enskild firma; företagsform; ägarskifte; generationsskifte; mjuka värden; risk; lönsamhet; lantbruksföretag; företagsledning; skatt;

    Abstract : Rationaliseringen av svenskt jordbruk leder till större enheter och högre omsättning, vilket gör valet av företagsform allt viktigare för lantbruksföretagare. Aktiebolag för driften ökar i popularitet hos lantbruksföretagare. READ MORE

  6. 5. Predicting Momentum Returns

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Mattias Holmberg; Martin Stenlund; [2013]
    Keywords : Dynamic; Momentum; Predictability; Reversal; Trading strategy;

    Abstract : Momentum strategies have historically shown to yield positive returns with little systematic risk exposure. Although usually profitable over long time periods, momentum strategies have also shown to suffer from irregular but severe losses that effectively erode the strategies' attractiveness. READ MORE