Sökning: "macroeconomic factors"

Visar resultat 1 - 5 av 89 uppsatser innehållade orden macroeconomic factors.

1. 1. Factor Sensitivities to Alternative Macroeconomic Environments

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Olga Gladuniak; [2017]
   Nyckelord :smart beta; factor investing; Markov switching models; dynamic portfolios;

   Sammanfattning : In this thesis, we examine how different factors are exposed to alternative macroeconomic environments. We apply a range of different approaches in order to explore these relationships. Firstly, we analyse mean excess returns and Sharpe ratios of factors in different macroeconomic regimes. LÄS MER

3. 2. The Macroeconomic Determinants of Venture Capital Investments

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Christopher Brandeborn; Filip Mathson; [2017]
   Nyckelord :Venture Capital; Fundraising; Cross-country comparison;

   Sammanfattning : In this paper, we aim to contribute to the work around different macroeconomic effects that influence the supply and demand of venture capital investments. By introducing a new variable explaining the recent upturn in companies with a more technological business model, we hope to shed some light upon venture capital investments as part of business trends. LÄS MER

4. 3. Oil price shocks on Swedish economy : Case study on the oil's effect on a small country.

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

   Författare :Sebastian Kilic; Filip Bengtsson; [2017]
   Nyckelord :Oil; GDP; Inflation; Oil price shocks;

   Sammanfattning : We estimate the macroeconomic performance in terms of inflation and GDP growth of Sweden in relations to oil price shocks, focusing on the differences across two periods, pre and post 2008. By using a Vector Error Correction model and linear hypothesis testing we can see short term and long term correlations between the nominal oil price and three dependent variables, GDP, CPI and GDP deflator. LÄS MER

5. 4. Lenient Entry, Stringent Exit: A Political Economy of Foreign Exchange Reserve Demand and Policy in the People's Republic of China

   Magister-uppsats, Lunds universitet/Ekonomisk-historiska institutionen

   Författare :Michiel Oskam; [2017]
   Nyckelord :Foreign exchange reserves; China; political economy; monetary policy; reserve demand; Business and Economics;

   Sammanfattning : This thesis explores the links between China’s demand for foreign exchange reserves and the political economy aspects of China’s monetary policy framework since the start of reforms in 1978. In a single-country approach focused on China, this study combines an assessment of the politico-economic factors that may have influenced China’s demand for foreign exchange reserves with a cointegration analysis of the macroeconomic determinants of the demand for reserves. LÄS MER

7. 5. En empirisk studie om förhållandet mellan oljepriser och den svenska aktiemarknaden

   Kandidat-uppsats, Mittuniversitetet/Avdelningen för ekonomivetenskap och juridik; Mittuniversitetet/Avdelningen för ekonomivetenskap och juridik

   Författare :Baltsar Högman Branthall; Elin Jönsson; [2017]
   Nyckelord :Oil; Stock Market; Oil Prices; Exchange Rate; Interest Rate; Olja; Aktiemarknad; Oljepris; Växelkurs; Ränta;

   Sammanfattning : Studier om oljepriser och finansiella marknader är relativt få i jämförelse med de studier som finns om förhållandet mellan oljepriser och makroekonomiska variabler. Olja betraktas som en av de viktigaste produktionsfaktorerna, vilket innebär att förändringar i oljepriser påverkar företags kostnader och därmed aktiemarknaden. LÄS MER