Påverkan på TED- spread under den nuvarande finansiella krisen
(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.
Please use this url to cite or link to this publication:
http://lup.lub.lu.se/student-papers/record/1337336
- author
- Ljunghammar, Sarah and Agduhr Eronen, Sanna
- supervisor
- organization
- year
- 2009
- 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}},
language = {{swe}},
note = {{Student Paper}},
title = {{Påverkan på TED- spread under den nuvarande finansiella krisen}},
year = {{2009}},
}