Sök
Din sökning gav 32797 träffar.
Working Paper Series 214
SverigeS rikSbank working paper SerieS 214 introducing Financial Frictions and Unemployment into a Small open economy Model Lawrence J. Christiano, Mathias Trabandt and Karl Walentin noveMber 2007 working paperS are obtainable FroM Sveriges...
What Have We Learned from Empirical Tests of the Monetary Transmission Effect?
WHAT HAVE WE LEARNED FROM EMPIRICAL TESTS OF THE MONETARY TRANSMISSION EFFECT? Stefan Norrbin, Department of Economics Florida State University Tallahassee, FL 32306-2180 December, 2000 Abstract: The transmission effect of money has been a...
Sveriges Riksbank Working Paper Series No. 133
Sveriges Riksbank Working Paper Series Evaluation of exchange rate forecasts for the krona’s nominal effective exchange rate Henrik Degrér, Jan Hansen, Peter Sellin December 2001 No. 133...
Working paper n0 277: A detrimental feedback loop: deleveraging and adverse selection
SVERIGES RIKSBANK WORKING PAPER SERIES 277 A detrimental feedback loop: deleveraging and adverse selection Christoph Bertsch September 2013 (Updated February 2015) WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank •...
No 86. The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Mark...
The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market∗ Patrik Sa¨fvenblad Stockholm School of Economics Department of Finance† 22nd April 1999 Abstract This paper uses a unique dataset on daily capital...
L. Jahel, W. Perraudin, P Selli
Kreditinstitut och värdepappersbolag använder allt oftare begreppet Value-at- Risk (VaR) som sitt främsta mått på risken i en portfölj. VaR är den förlust som kommer att överskridas med en given sannolikhet om portföljen hålls under en viss...
Working paper nr
SVERIGES RIKSBANK WORKING PAPER SERIES 272 Housing Choices and Labor Income Risk Thomas Jansson August 2013 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37 Stockholm Fax international: +46 8 787 05 26...