School of Business, Economics and Law / Handelshögskolan: Recent submissions
Visas titlar 1261-1280 av 1831
-
Essays on Performance and Growth in Swedish Banking
(2007-12-05)This thesis deals with performance and growth in the Swedish banking sector, in an era following important changes such as the globalisation of financial markets, the harmonisation of legislation (e.g. the EU banking ... -
Statistical Surveillance of Epidemics: Peak Detection of Influenza in Sweden
(2007-11-28)A statistical surveillance system gives a signal as soon as data give enough evidence of an important event. We consider on-line surveillance systems for detecting changes in influenza incidence. One important feature of ... -
Modeling influenza incidence for the purpose of on-line monitoring
(2007-11-27)We describe and discuss statistical models of Swedish influenza data, with special focus on aspects which are important in on-line monitoring. Earlier suggested statistical models are reviewed and the possibility of using ... -
Consequences of using the probability of a false alarm as the false alarm measure
(2007-11-26)In systems for on-line detection of regime shifts, a process is continually observed. Based on the data available an alarm is given when there is enough evidence of a change. There is a risk of a false alarm and here two ... -
Effect of dependency in systems for multivariate surveillance.
(2007-11-22)In many situations we need a system for detecting changes early. Examples are early detection of disease outbreaks, of patients at risk and of financial instability. In influenza outbreaks, for example, we want to detect ... -
Disability and Marginal Utility of Income
(2007-11-21)It is often assumed that disability lowers the marginal utility of income. In this article individuals’ marginal utility of income in two states, (1) paralyzed in both legs from birth and (2) not mobility impaired at all, ... -
From extreme luxury to everyday commodity Sugar in Sweden, 17th to 20th centuries
(2007-11-12)This paper will focus upon the Swedish consumption of sugar, a product that illustrates the shift from being a luxury to being a mass-consumed commodity. Very little attention has been paid to the commodity of sugar by ... -
The price of sugar in Sweden : Data, source & methods
(2007-11-08)This paper presents a new price series for sugar in Sweden, or more exactly Stockholm, in a long-term perspective (1624–1900). Prior to this, no price data has been available from Sweden for this commodity. The paper is ... -
Levnadsstandarden speglad i bouppteckningar : En undersökning av två metoder att använda svenska bouppteckningar för en levnadsstandardsundersökning samt en internationell
(2007-11-08)The standard of living in the pre-industrial world is an interesting but challenging subject. No single method alone can solve the problem. In order to grasp the standard of living several methods must be used, and work ... -
Modelling Default Contagion Using Multivariate Phase-Type Distributions
(2007-10-31)We model dynamic credit portfolio dependence by using default contagion in an intensity-based framework. Two different portfolios (with 10 obligors), one in the European auto sector, the other in the European financial ... -
Pricing Synthetic CDO Tranches in a Model with Default Contagion Using the Matrix-Analytic Approach
(2007-10-31)We value synthetic CDO tranche spreads, index CDS spreads, kth-to-default swap spreads and tranchelets in an intensity-based credit risk model with default contagion. The default dependence is modelled by letting individual ... -
Pricing k-th-to-default Swaps under Default Contagion: The Matrix-Analytic Approach
(2007-10-31)We study a model for default contagion in intensity-based credit risk and its consequences for pricing portfolio credit derivatives. The model is specified through default intensities which are assumed to be constant ... -
Steg på vägen till toppen - Utvärdering av arbetet efter projektet Women to the top
(2007-10-19)Syftet med det EU-finansierade projektet Women to the Top var att få fram fler kvinnor på toppositioner i svenska företag och offentliga organisationer, samt att skapa en plattform för detta arbete. Syftet med denna ... -
Contradicting Management Control Ideologies – A study of integration processes following cross-border acquisitions of large multinationals
(Bokförlaget BAS, 2007-10)The 1990s and early 2000s witnessed some of the largest cross-border acquisitions in business history. This thesis studies how key management control actors experienced the integration processes following two cross-bord ... -
Are demand elasticities affected by politically determined tax levels? : simultaneous estimates of gasoline demand and price
(2007-10-14)Raising the price of fossil fuels is a key component of any effective policy to deal with climate change. Just how effective such policies are is decided by the price elasticities of demand. Many papers have studied this ... -
Essays on the skill premium
(2007-10-12)The thesis consists of three separate essays about wage inequality in industrialized countries. In the first essay, it is shown that an increased supply of high-skill workers can increase the wage rate and increase the ... -
Testing Rationality on Primitive Knowledge
(2007-10-12)We study whether rational information processing is testable. Our main result shows that, under positive conditions, negative introspection holds if and only if it holds for primitive propositions. In particular, it is ... -
The Stability and Volatility of Electricity Prices: An Illustration of (λ, σ²) Analysis
(2007-10-09)The aim of this letter is to discuss and illustrate what we call (λ, σ²)- analysis, which is a method to distinguish between the stability of a stochastic dynamic system and the volatility of a variable generated by this ...