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- 2014
-
Mark
Are Banks in Switzerland Too-Big-To-Fail?
- Master (Two yrs)
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Mark
Are Pre-Scheduled Macroeconomic News Days Different From Other Days? – A Cross-Sectional Analysis of the Swedish Stock Market
- Bach. Degree
-
Mark
The volatility spillovers between stock markets and exchange rates - Evidence from North- and South America
- Master (One yr)
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Mark
Electricity as a Risk Bearing Asset from a Portfolio Perspective, Studied Through the Concept of Value at Risk with a Time Varying Correlation Approach
- Master (Two yrs)
-
Mark
Modeling Value-at-Risk(VaR) in a Small Sized Emerging Financial Market: Evidence from Botswana
- Master (One yr)
-
Mark
The Role of Liquidity Measures on Price Change Volatility: The use of GARCH framework on Copenhagen Stock Exchange
- Master (One yr)
-
Mark
Asymmetry in the dynamic conditional correlation of gold returns and stock returns
- Master (Two yrs)
- 2013
-
Mark
The behavior of Credit Default Swaps
- Master (One yr)
-
Mark
Variables Important for Bankruptcy Prediction - A Logit Binary Approach
- Bach. Degree
-
Mark
Stock Liquidity as a Determinant of Credit Default Swap Spreads
- Master (One yr)