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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Hope for today and tomorrow : G. C. Berkouwer's doctrines of providence and resurrection with regard to the current topics of the 9/11 terrorism attack on America and the rise of hyper-preterism

Loomis, Van L. 06 1900 (has links)
This dissertation argues for the hope that is found in G. C. Berkouwer’s doctrines of providence and bodily resurrection in relation to the terrorist attack on September 11, 2001, and the rising pervasiveness of the doctrine of hyperpreterism among American Reformed circles. In Part I of the dissertation, Berkouwer’s doctrine of providence is explained and then evaluated and applied. By way of explanation and exposition, Berkouwer’s knowledge of providence is examined, along with his theology of providence in sustenance and government, in relation to miracles, and the dilemma of the existence of God and evil. Following that is an evaluation and application of the doctrine to the 9/11 terrorist attack on America. In Part II, a theological/doctrinal study is undertaken concerning the doctrine of resurrection. Hyper-preterism is examined, along with its leading proponents, and placed into interaction with Berkouwer’s views of the doctrine of the physical resurrection of the body at the eschaton. / Theology / M.Th. (Philosophy & Systematic Theology)
2

Hope for today and tomorrow : G. C. Berkouwer's doctrines of providence and resurrection with regard to the current topics of the 9/11 terrorism attack on America and the rise of hyper-preterism

Loomis, Van L. 06 1900 (has links)
This dissertation argues for the hope that is found in G. C. Berkouwer’s doctrines of providence and bodily resurrection in relation to the terrorist attack on September 11, 2001, and the rising pervasiveness of the doctrine of hyperpreterism among American Reformed circles. In Part I of the dissertation, Berkouwer’s doctrine of providence is explained and then evaluated and applied. By way of explanation and exposition, Berkouwer’s knowledge of providence is examined, along with his theology of providence in sustenance and government, in relation to miracles, and the dilemma of the existence of God and evil. Following that is an evaluation and application of the doctrine to the 9/11 terrorist attack on America. In Part II, a theological/doctrinal study is undertaken concerning the doctrine of resurrection. Hyper-preterism is examined, along with its leading proponents, and placed into interaction with Berkouwer’s views of the doctrine of the physical resurrection of the body at the eschaton. / Theology / M.Th. (Philosophy & Systematic Theology)
3

Relationen mellan kriser och aktiemarknaden : En empirisk komparativ studie av hur Sveriges aktiemarknad reagerar på globala kriser / The relationship between crises and the stock market

Bergh, Johanna, Johansson, Tilde January 2023 (has links)
Bakgrund: Aktiemarknaden reagerar på information och omvärldsförändringar. Prissättningen på aktiemarknaden sker utifrån investerares tro på aktierna och vid oro hos investerare reagerar aktiemarknaden ofta negativt. Investerarnas oro kan skapas av information från kriser, där krisen i sig kan speglas på aktiemarknaden men även investerarnas uppfattning om krisen kan bidra till negativa stängningkurser. Syfte: Syftet med studien är att beskriva och analysera relationen mellan globala kriser och aktiemarknaden i Sverige. Metod: För att mäta aktiemarknadens reaktion på kriser används marknadsindex OMX30, OMXSPI tillsammans med nio branschindex. Utifrån dessa har aktiemarknadens volatilitet under kriserna analyserats med hjälp av eventfönster. För att mäta investerares påverkan på aktiemarknaden och hur anpassningsbar den är har effektiva marknadshypotesen tillsammans med teorin beteendeekonomi använts. Studien har formulerat två hypoteser i syfte att analysera om statistiskt signifikant skillnad mellan aktiemarknadens stängningskurser föreligger innan och efter kriserna. Studien analyserade kriserna terrorattacken 11:e september, Finanskrisen 2008, Covid-19-pandemin och Rysslands invasion av Ukraina. Slutsatser: Studiens resultat visade aktiemarknadens volatilitet varit högre utifrån aktieindex efter samtliga kriser. Utifrån branschindex har aktiemarknadens volatilitet varit varierande efter kriserna. Alla kriser studien undersöker har synliggjorts som nedgång på aktieindex och majoriteten av branschindex. Det finns en statistiskt signifikant skillnad mellan aktiemarknadens stängningskurser innan och efter krisen för 36 av 39 marknadsindex. Studien kunde även visa att marknaden återhämtat sig olika snabbt efter kriserna och påverkats av information kring kriserna. / Background: The stock market reacts to information and changes in the environment. Pricing on the stock market takes place based on investors' faith in the shares, and when investors are worried, the stock market often reacts negatively. Investors' concerns can be created by information from crises, where the crisis itself can be reflected on the stock market, but also investors' perception of the crisis can contribute to negative closing prices. Purpose: The purpose of the studies is to describe and analyze the relationship between global crises and the stock market in Sweden. Method: To measure the stock market's reaction to crises, the market index OMX30 and OMXSPI is used together with nine industry indices. Based on these, the volatility of the stock market during the crises has been analyzed using event windows. To measure investors' influence on the stock market and how adaptable it is, the efficient market hypothesis together with the theory of behavioral finance has been used. The study has formulated two hypotheses with the aim of analyzing whether there is a statistically significant difference between the closing prices of the stock market before and after the crises. The study analyzed the crises 9/11 terrorist attack, The financial crisis, the Covid-19 pandemic and the Russian invasion of Ukraine. Conclusions: The results of the study showed that the volatility of the stock market was higher based on the stock index after all the crises. Based on the industry index, the volatility of the stock market has been variable after the crises. All the crises the study examines have been made visible as declines in stock indices and the majority of industry indices. There is a statistically significant difference between stock market closing prices before and after the crisis for 36 out of 39 market indices. The study was also able to show that the market recovered differently quickly after the crises and was influenced by information about the crises.

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