Sökning: "Spillover Index"
Visar resultat 1 - 5 av 23 uppsatser innehållade orden Spillover Index.
1. The Time-Varying Correlation between Regional Home Prices and The Impact of Central Bank Balance Sheet Policies on Home Prices : A Graphical Descriptive Statistics Approach on The US Housing Market
Master-uppsats, KTH/Fastighetsföretagande och finansiella systemSammanfattning : There has been a growing interest in economic policies and their impact within a country among the real estate economics research community in recent years. After the economic crisis of 2008, an unconventional monetary policy was created, and it has been called quantitative easing (QE), an instrument of economic policy applied through central banks to boost the economy in periods when conventional monetary policy is not satisfactory. LÄS MER
2. The Sustainable Development Goals – Sustainable for Whom? : Sweden's acknowledgments, actions, and contradictions regarding its negative spillover effects
Kandidat-uppsats, Jönköping University/HLK, Globala studierSammanfattning : Sweden is a country that has made significant achievements regarding sustainable development through its implementation of the Sustainable Development Goals (SDGs). Regardless of its efforts and leading position in global sustainability work, scholars have pointed out how other countries are negatively affected by its actions. LÄS MER
3. Unraveling the Impact: An Event Study of the Swedish Stock Market Reactions to the Riksbank's Monetary Policy Announcements
C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : This study investigates the impact of the Riksbank's monetary policy announcements on Swedish equity returns. Using a methodology developed by Kuttner (2001) and Fransson and Tysklind (2016) we distinguish between expected and unexpected changes to the Riksbank rate and study how the components affect equity prices. LÄS MER
4. Networks of spillover effects to spot systemic risk in the banking industry: testing Granger causality in a high dimensional VAR model
Master-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : In this essay the evolution of global systemic risk is investigated by creating networks (and communities) of contagion among 88 banks that are deemed systemically important on a global level (particularly western economy). The contagion is defined by a Granger Causality relation between two individuals in the network, this is tested using the Post double selection method described in Margartitella et al. LÄS MER
5. Cryptocurrency Spillover Effect on Non-Fungible Token Pricing
Kandidat-uppsats,Sammanfattning : The thesis is designated to understand if the pricing of Non-Fungible Tokens (NFTs) is affected by the volatility present in the cryptocurrency market. NFTs are digital assets such as art, music, videos, and virtual property, that are encoded with blockchain-traded rights and have in the recent one a half year seen a large increase in prices and popularity amongst investors. LÄS MER