Sökning: "Nominal Interest Rate"

Visar resultat 1 - 5 av 25 uppsatser innehållade orden Nominal Interest Rate.

  1. 1. INFLATION ANDINTEREST : What does high inflation imply?

    Magister-uppsats, Umeå universitet/Nationalekonomi

    Författare :Hugo Sjövall; [2024]
    Nyckelord :;

    Sammanfattning : The objective of this paper is to examine the general relationship between the year-onyear inflation-rate and nominal interest rates, contributing to a better understanding of what high inflation implies for nominal rates. Although a heavily researched topic, economists still seem far from a consensus regarding the relation between these two variables; some papers suggest a strong relationship – while others reject the idea of an empirically observable relationship altogether. LÄS MER

  3. 2. Kan värdet på den svenska kronan förklaras av räntedifferenser mellan länder? : En empirisk analys av det öppna ränteparitetsvillkoret på kort sikt

    Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Jessica Törnberg; Christine Eriksson; [2024]
    Nyckelord :Central bank policy rates; Monetary policy; Nominal exchange rate; Nominal interest rate; Open Interest Parity Condition; Safe haven ; Nominell växelkurs; Nominell ränta; Penningpolitik; Safe haven; Styrränta; Öppet ränteparitetsvillkor ;

    Sammanfattning : Under de senaste 14 åren har den svenska kronan genomgått en period av depreciering mot många andra valutor. Detta väcker frågan om vad som ligger till grund för växelkursens rörelser. LÄS MER

  4. 3. ON THE CVA OF CREDIT DEFAULT SWAPS: THE IMPLICATION OF DEPENDENCE USING A COPULA APPROACH

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Sebastian Alm; Joel Fredriksson Pregmark; [2023-06-29]
    Nyckelord :Credit Value Adjustment; Counterparty Credit Risk; Wrong Way Risk; Credit Default Swap; Semi-Analytical Model; Interest Rate Swap;

    Sammanfattning : This study examines the nature and background to the Credit Value Adjustment(CVA), a concept that has gained focus due the it’s heightened importance for financial institutions subsequent to the 2008 financial crisis. CVA can be defined as the the price that should be added to the bilateral defaultable contract to adjust for the existing Counterparty Credit Risk (CCR) so that the contract will have the same value as a corresponding risk-free contract. LÄS MER

  5. 4. Unconventional Monetary Policy in the United States : An empirical study of the quantitative easing (QE) effects on households and firms

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Författare :Axel Robén; Hampus Ekberg; [2023]
    Nyckelord :ARDL; Quantitative Easing QE ; Federal Reserve; Consumption; Investments; Households; Firms;

    Sammanfattning : Quantitative Easing is an unconventional instrument when conducting monetary policy with the aim of stimulating the economy. The instrument is a complementary tool when changing the nominal interest rate is no longer effective. LÄS MER

  7. 5. Forecasting, Monetary Policy, Nominal Gross Domestic Product Stability, and Macroeconomic Outcomes in a suboptimal currency area. : An examination of the Eurozone

    Kandidat-uppsats, Jönköping University/Internationella Handelshögskolan

    Författare :Layton Nyanzi Mukwaya; Jordi Garcia Martinez; [2023]
    Nyckelord :Macroeconomics Nominal GDP;

    Sammanfattning : The purpose of this paper is the examination of whether a strategy of using forecasts to stabilise the Nominal Gross Domestic Product (NGDP) growth rate as a nominal anchor, through a rules-based approach to monetary policy is viable in the Eurozone. The paper uses a modified Taylor rule, that uses NGDP forecasts as a variable to generate a prescribed interest rate from which the interest rate set by the European Central Bank (ECB) is subtracted to create a variable we call the Rate Gap. LÄS MER