Sökning: "EPU"

Visar resultat 1 - 5 av 9 uppsatser innehållade ordet EPU.

1. 1. Does the Level of Swedish Economic Policy Uncertainty Help Forecast Excess Returns on the Swedish Stock Market?

   Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

   Författare :Gustav Jacobsson; Oscar Klersell; [2023]
   Nyckelord :Economic Policy Uncertainty EPU ; Excess stock returns; Out-of-sample forecasting; Random walk; Sweden;

   Sammanfattning : This thesis examines whether the level of Swedish economic policy uncertainty (EPU) can predict excess returns on the Swedish stock market. We run out-of-sample forecasting using an EPU-based predictive model constructed with the official Swedish EPU index developed by Armelius et al. (2017). LÄS MER

3. 2. The Effect of Economic Policy Uncertainty on Swedish Exports during the 2008 Financial Crisis

   Kandidat-uppsats, Lunds universitet/Ekonomisk-historiska institutionen

   Författare :Andrea Wigert; [2023]
   Nyckelord :Financial Crisis; Economic Policy Uncertainty; Sweden; Germany; the UK; the Netherlands; Exports; Business and Economics;

   Sammanfattning : The thesis aims to answer the research question: To what extent was the increased Economic Policy Uncertainty during the Financial Crisis associated with the decline in Swedish exports from January 2007 to January 2010? During the 2008 Financial Crisis, Swedish trade fell by ten percentage points, slightly more than the world average. The thesis aims to investigate whether the increased EPU at the time affected the decreased exports. LÄS MER

4. 3. Economic Policy Uncertainty and Stock Market Performance: The Role of CSR

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Författare :Albin Hammarberg; Victor Möller; [2023]
   Nyckelord :Economic Policy Uncertainty; Corporate Social Responsibility; Capital Asset Pricing Model; Fama French Three Factor Model; Stock Market Returns;

   Sammanfattning : This research study aims to examine the association between economic policy uncertainty (EPU) and stock market performance, and to investigate whether corporate social responsibility (CSR) has an impact on this relationship. The dataset used in this study comprises firms listed on the S&P 500 index from 2013 to 2022 and is applied on two models, the Capital Asset Pricing Model and Fama French Three Factor Model. LÄS MER

5. 4. Economic Policy Uncertainty and the Swedish stock market : A quantitative study on how Economic Policy Uncertainty affects the Swedish stock market

   Master-uppsats, Umeå universitet/Nationalekonomi

   Författare :Andreas Vikström; [2020]
   Nyckelord :;

   Sammanfattning : This study examines the effect of Economic Policy Uncertainty (EPU) on the Swedish stock market, both in the short-run and the long-run. To do this, the Economic Policy Uncertainty index, developed by Armelius et al. (2016), is used. This index was constructed with the purpose of measuring uncertainty related to economic policy. LÄS MER

7. 5. News-Based Uncertainty and Its Impact on Animal Spirits

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Tina Emambakhsh; [2020]
   Nyckelord :Uncertainty; Expectations; Newspaper; Latent Dirichlet Allocation; Economic Policy;

   Sammanfattning : An ever-unprecedented pandemic has recently skyrocketed uncertainty levels worldwide. This has made the need for measuring uncertainty and understanding its economic role more important than before. Recently, economic policy uncertainty expressed in news has been used as a proxy for uncertainty. LÄS MER