Sökning: "Bank stock returns"

Visar resultat 1 - 5 av 43 uppsatser innehållade orden Bank stock returns.

  1. 1. An Empirical Study of Monetary Policy Transmission Through Floating Rate Corporate Debt

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :BEHZAD JAWAN BAKHSH; DENNIS MUTISO MULI; [2023-06-29]
    Nyckelord :Monetary policy surprise; Monetary policy transmission; Cash flow channel; Fed; Federal Open Market Committee; Forward guidance; SEC filings; Hedging; Bank Debt; Floating rate debt;

    Sammanfattning : Considering the contemporary shift in the interest rate regime and the high levels of corporate debt in the US market, we show that monetary policy surprises have an impact on stock returns. This impact is dominated by a surprise in Fed forward guidance. LÄS MER

  3. 2. Banking sector performance amid crisis : A study on the impact of quantitative easing on bank stock returns in the US during COVID-19

    Magister-uppsats, Jönköping University/IHH, Företagsekonomi

    Författare :Barbara Eyram Ephraim; [2023]
    Nyckelord :bank performance; bank stock returns; monetary policy; quantitative easing;

    Sammanfattning : It is widely accepted that banks are one of the most significant financial intermediaries in any economy, facilitating the flow of capital between savers and borrowers. While this may be the case in many advanced economies, including the US, little research has been done on how the quantitative easing (QE) program of central banks affects bank performance. LÄS MER

  4. 3. Impact of Inflation on Return and Pricing of Swedish Bank Stocks : A Fama-French Analysis on Monthly Stock Returns and Pricing of Handelsbanken, Swedbank, SEB and Nordea

    Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Carl Westerberg; Elvin Rolder; [2023]
    Nyckelord :Asset Pricing Theory; CAPM; Carhart; Fama-French; Fama-Macbeth; Inflation; NII;

    Sammanfattning : This study explores the influence of inflation on the monthly total stock returns and stock pricing of Swedish banks. The research question is systematically examined througha cross sectional and time series analysis, utilizing Fama-French, Carhart, and Fama-Macbeth metodologies. LÄS MER

  5. 4. Effekterna Av Räntehöjningar På Svenska Aktier Och Banksektorns Reaktioner : En kvantitativ eventstudie hur räntehöjningar påverkar företag på Large-Cap-listan

    Kandidat-uppsats, Södertörns högskola/Företagsekonomi

    Författare :Elin Beronius; Elsa Burvall; [2023]
    Nyckelord :Abnormal returns; Average abnormal returns; Banking sector; Central bank announcements; Cumulative average abnormal returns; Event study; Inflation; Interest rate; Stock market.; Abnormal avkastning; Aktiemarknaden; Banksektorn; Eventstudie; Genomsnittlig abnormal avkastning; Inflation; Kumulativ genomsnittlig abnormal avkastning; Räntebesked; Styrränta.;

    Sammanfattning : Bakgrund: Med ökade styrräntor och stigande inflation har det blivit viktigt att förstå hur dessa förändringar påverkar ekonomin, företag och aktiemarknaden. Forskning visar att räntebesked kan påverka både aktiemarknaden och banksektorn med effekter på avkastning och volatilitet. LÄS MER

  7. 5. 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 ekonomi

    Författare :Jakob Linder; Jakob Strömholm Sontagh; [2023]
    Nyckelord :The Riksbank; Monetary Policy; Spillover Effects; Monetary Policy Announcements; Efficient Market Hypothesis;

    Sammanfattning : 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