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Påverkan på TED- spread under den nuvarande finansiella krisen

Ljunghammar, Sarah and Agduhr Eronen, Sanna (2009)
Department of Economics
Abstract
The purpose of this essay is to test for significance between TED- spread and four different macrovariables, housing prices, Federal funds rate, Asset Backes Securities and mortgage volume. Multiple regression has been used to search for significance between the dependent and the four independent variables. Our data consist of quarterly reports from January 1998 to June 2008. Our conclusion is that all of the four variables show a significant relation with TED- spread. The model explains 76 percent of the variation in TED- spread.
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author
Ljunghammar, Sarah and Agduhr Eronen, Sanna
supervisor
organization
year
type
M2 - Bachelor Degree
subject
keywords
TED-spread, LIBOR, Treasury bills, subprime, Economics, econometrics, economic theory, economic systems, economic policy, Nationalekonomi, ekonometri, ekonomisk teori, ekonomiska system, ekonomisk politik
language
Swedish
id
1337336
date added to LUP
2009-02-13 00:00:00
date last changed
2010-08-03 10:52:06
@misc{1337336,
  abstract     = {The purpose of this essay is to test for significance between TED- spread and four different macrovariables, housing prices, Federal funds rate, Asset Backes Securities and mortgage volume. Multiple regression has been used to search for significance between the dependent and the four independent variables. Our data consist of quarterly reports from January 1998 to June 2008. Our conclusion is that all of the four variables show a significant relation with TED- spread. The model explains 76 percent of the variation in TED- spread.},
  author       = {Ljunghammar, Sarah and Agduhr Eronen, Sanna},
  keyword      = {TED-spread,LIBOR,Treasury bills,subprime,Economics, econometrics, economic theory, economic systems, economic policy,Nationalekonomi, ekonometri, ekonomisk teori, ekonomiska system, ekonomisk politik},
  language     = {swe},
  note         = {Student Paper},
  title        = {Påverkan på TED- spread under den nuvarande finansiella krisen},
  year         = {2009},
}