Essays about: "variable interest rate"

Showing result 1 - 5 of 76 essays containing the words variable interest rate.

  1. 1. The Effect of Monetary Policy On Divorce: Evidence From Australia Between 2007 And 2018

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Chung Shun Man; [2023]
    Keywords : Monetary policy; Fixed-variable rate Mortgage; Divorce; Australia;

    Abstract : The effect of monetary policy on divorce has implications on intra-household resource allocation and inequality. This thesis utilizes the HILDA data in Australia between 2007 and 2018. It has identified three potentially unexpected monetary policy shocks that could affect marital status. READ MORE

  3. 2. Exchange Rate and Equity Market Dependence under Shifts in Volatility Expectations

    University essay from Lunds universitet/Matematisk statistik

    Author : Vilhelm Samuelsson; [2023]
    Keywords : Exchange rates; Equity markets; Volatility; ARMA-GARCH; Copula; Exchange rate determination; Safe-haven; Portfolio rebalancing; Return chasing; Mathematics and Statistics;

    Abstract : Exchange rate movements have important implications for both policy makers and investors, as they can have large effects on the real economy and the return on investments. Lately, their relation to capital flows have attracted growing interest due to the failure of macroeconomic fundamentals to explain them. READ MORE

  4. 3. Zombie firms and a low-interest environment - an empirical analysis of ultra-low interest rates in relation to the surviving of inefficient firms in the nordic region

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Nelly Åkesson; Sandra Rosdahl; [2023]
    Keywords : Interest rates; zombie firms; central banks; unconventional monetary policy; Business and Economics;

    Abstract : This paper examines the relationship between ultra-low interest rates and the amount of zombie firms using panel data for Sweden, Norway, Denmark and Finland over the period 2007-2020 in a multivariable regression model. Specifically, the questions addressed are: is there a relationship between the interest rate and the amount of zombie firms? Could it be concluded that the amount of zombie firms increases during periods of low interest rates? This study documents a statistically significant relationship between ultra low interest rates, i. READ MORE

  5. 4. An empirical study on violence against women and unemployment in Sweden

    University essay from Umeå universitet/Nationalekonomi

    Author : Sofia Eklund; [2023]
    Keywords : ;

    Abstract : This study examines what effect female and male unemployment rate has on the number of reported physical abuse cases against women in Sweden during the time period 2008 to 2021 by estimating a fixed effect regression on three different models, all with the female and male unemployment rate as the independent variable of interest. Three different theories that propose that the female and male unemployment rates have opposite effects are discussed. READ MORE

  6. 5. Modelling Non-Maturing Deposits: Examining the Impact of Repo Rates and Volume Dynamics on Valuation Using Regression, Time Series Analysis, and Vasicek Methods

    University essay from KTH/Matematik (Avd.)

    Author : Alexandra Benckert; My Loft; [2023]
    Keywords : Non-maturing deposits; ARIMAX model; Regression analysis; Deposit volume modelling; Vasicek model for short rate; Interest rate sensitivity; Valuation of non-maturing deposits.; Icke tidsbunden inlåning; ARIMAX-modellen; Regressionsanalys; Modellering av inlåningsvolym; Vasicek-modellen för kort ränta; Räntekänslighet; Värdering av icke tidsbunden inlåning.;

    Abstract : This thesis focuses on modelling non-maturing deposits (NMD) and has been written in collaboration with Svenska Handelsbanken. The methodology includes regression analysis and time series analysis, with the Repo rate serving as an exogenous variable in both models. READ MORE