Sökning: "Credit channel"

Visar resultat 1 - 5 av 20 uppsatser innehållade orden Credit channel.

  1. 1. PEPP Talk: The Impact of the ECB's Pandemic Emergency Purchase Programme on the Corporate Bond Market

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Lorenzo Gianni Günther; Emma Lundblad; [2022]
    Nyckelord :Quantitative Easing; The European Central Bank; The Pandemic Emergency Purchase Programme; Corporate Bonds; Covid-19; Credit Spread; Business and Economics;

    Sammanfattning : Purpose: This thesis aims to evaluate whether the ECB’s Pandemic Emergency Purchase Programme (PEPP) cushioned the Covid-19 crisis’ impact on the Euro area’s corporate bond market and relieved borrowing conditions. Methodology: The methodology is based upon unbalanced panel data and difference-in-differences regressions with firm-clustered standard errors. LÄS MER

  3. 2. Hyresmarknaden - beaktansvärd eller överskattad?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Elin Backlund; [2022]
    Nyckelord :Debts of the private sector; bank credit; housing market; rental market; collateral channel; wealth effects; Business and Economics;

    Sammanfattning : Debt, bank credit and the determinants for bank lending are as up to date as ever with an increase in inflation and rising rates. Economic activity, financial costs and housing prices have been empirically established as important determinators when it comes to the indebtedness of the private sector. LÄS MER

  4. 3. The Predictive Relationship between Swedish House Prices and Consumer Price Inflation

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Karl Bohlin; Martin Kellgren; [2021-08-17]
    Nyckelord :Consumer price; Inflation; House price; Credit channel; Wealth effect; Vector error; correction model; VEC; cointegration; predictive relationship;

    Sammanfattning : Sweden has in the past three decades experienced low rates of inflation, rising house prices and a declining policy rate. This implicates that the households can increase debt due to expanding collateral, and thereby increase the sensitivity to higher interest rates. LÄS MER

  5. 4. Investigating the existence of a bank lending channel in Sweden

    Master-uppsats, Umeå universitet/Nationalekonomi

    Författare :Mervan Bedikanli; [2021]
    Nyckelord :;

    Sammanfattning : This paper uses quarterly Swedish bank-level data from 1999 to 2019 in an attempt to study the existence of a bank lending channel in Sweden. The bank lending channel is concerned with the role of credit in an economy, where it is argued that monetary policy can affect the real economy through a credit channel, in which banks shift their supply of loans to the public. LÄS MER

  7. 5. Using FAVAR Model to Test the Credit Channel Monetary Policy Transmission Mechanism in Long-term Credit Cycle

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

    Författare :Zhihao Fu; [2020]
    Nyckelord :Monetary policy transmission mechanism; enterprise balance sheet channel; bank credit channel; FAVAR model; VAR model;

    Sammanfattning : In this paper, based on the FAVAR model created by Ben Bernanke, 115 groups of economic variables' data from January 1959 to December 2014 were selected for the empirical analysis. From January 1959 to August 2008, the fed funds rate was used to work as the indicator of the monetary policy. LÄS MER