Sökning: "Price Shocks"

Visar resultat 1 - 5 av 88 uppsatser innehållade orden Price Shocks.

1. 1. Beyond the Crisis: A Safe Haven Analysis : Empirical Insights into the Divergence of Gold and Bonds for Portfolio Hedging

   Kandidat-uppsats, Umeå universitet/Företagsekonomi

   Författare :Anthony Baugi; Eugene Zhang; [2024]
   Nyckelord :Gold; Bonds; Safe Haven; Hedging; US Treasury; Volatility; Covid; Portfolio Theory; Asset Dynamics; Fiscal Policy; Monetary Policy; Financial Crisis; Asset Management; Risk Management; Portfolio Risk;

   Sammanfattning : Purpose: This thesis investigates the relationship concerning traditional safe haven assets, gold and US 10-year treasury bonds during periods of market instability, specifically during the economic concerns raised by the COVID-19 pandemic. It assesses the hedging and safe haven properties of these assets and their dynamic nature throughout two periods of unconventional monetary and fiscal policy measures by the Federal Reserve & US Congress respectively. LÄS MER

3. 2. The impact of firm-level greenness on the transmission of monetary policy shocks to stock market prices in Sweden

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Marcus Boman; Ira Kansara; [2024]
   Nyckelord :Monetary Policy; Heterogeneity; Sustainable Investing; ESG; Green Transition;

   Sammanfattning : A growing literature has indicated that monetary policy shocks impact the stock prices of brown firms more strongly than the stock prices of green firms. Monetary policy tightening is associated with lower stock prices since it leads to a higher cost of capital and in turn a higher discount rate for the expected stream of cash flows. LÄS MER

4. 3. Temperature Shocks and Price Stability

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Klara Strömberg; [2024]
   Nyckelord :Climate Change; Price Stability; Local Projections; United Kingdom;

   Sammanfattning : This thesis investigates the interplay between temperatures and prices in an advanced economy context. To this end, I estimate the impulse response to a 1°C temperature anomaly on the UK economy. LÄS MER

5. 4. How does the Weakened Swedish Krona Impact the Inflation? A Bayesian VAR Analysis of Exchange Rate Pass-Through

   Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Ebba Wallin; [2023]
   Nyckelord :Exchange rate pass-through; Consumer price inflation; Frequency of price adjustment; Import price inflation; Bayesian vector autoregression; Business and Economics;

   Sammanfattning : Exchange rate pass-through to prices differ depending on the underlying shock. Furthermore, the mechanisms causing inflation behave diversely, conditional on why the exchange rate fluctuates. This paper investigates how prices react relative to the exchange rate movements, i.e. LÄS MER

7. 5. Wealth Redistribution through Balance Sheet Revaluations - Evidence from Norway

   Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Gustav Sundén; [2023]
   Nyckelord :Inequality; Wealth; Monetary Policy; Inflation; Household Heterogeneity; Business and Economics;

   Sammanfattning : This thesis investigates the impact of fluctuations in inflation, monetary policy, and oil prices on the balance sheets of Norwegian households across the wealth distribution. Using a Bayesian Structural Vector Autoregression model, this study simulates the shocks and assesses their transmission through the unexpected inflation and portfolio composition channel throughout the wealth distribution. LÄS MER