Sökning: "FOMC"

Visar resultat 1 - 5 av 10 uppsatser innehållade ordet FOMC.

  1. 1. Changing Patterns over the FOMC Cycle

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

    Författare :Edvin Holst; Theodor Von Der Esch; [2023]
    Nyckelord :FOMC; Federal Reserve Board of Governors; Pre-FOMC announcement drift; Macro-announcements;

    Sammanfattning : We document that in the period 2017 to 2022, the US stock market did not feature the same pattern of higher excess stock returns in even weeks following Federal Open Market Committee (FOMC) announcements as in the period 1994 to 2016. We show that timing of Board of Governors meetings and direction of Fed funds target rate movements affect US market returns in both periods, and connect changes in these factors to the distortion of the even-week return pattern. LÄS MER

  3. 2. Makroekonomiska Publikationers Påverkan på Svenska & Amerikanska Börsmarknaden

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Isabell Ryd; William Magnusson; [2023]
    Nyckelord :Makroekonomiska publikationer; Index; FOMC; Finans; Business and Economics;

    Sammanfattning : Denna studien avser undersöka hur amerikanska och svenska makroekonomiska publikationer påverkar S&P 500 samt OMXS30. Med hjälp av daglig avkastning för perioden 2002 till 2021 visar denna studie att FOMC har en statistiskt signifikant påverkan på både den svenska och amerikanska börsmarknaden. LÄS MER

  4. 3. The Impact of Scheduled Macroeconomic News Releases on Stock Market Uncertainty

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

    Författare :Stefan Padjen; [2021-09-06]
    Nyckelord :Implied Volatility; Information; Macroeconomic News; Market Uncertainty; Multiple Testing; VIX;

    Sammanfattning : While prior literature has studied the impact of news releases on different financial markets, the option market has received less attention. The purpose of this paper is to examine the relationship between scheduled macroeconomic news releases and stock market uncertainty in the United States between January 1990 and April 2021. LÄS MER

  5. 4. Bitcoin’s Response to U.S. Monetary Policy Easing Announcements

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Emilia Felicidad Alarcon Valdez; [2021]
    Nyckelord :Bitcoin; Federal Reserve; Monetary Policy Easing; Inflation; Intraday data; Business and Economics;

    Sammanfattning : This paper aims to evaluate the effect of the U.S. monetary policy on the bitcoin price. In particular, how monetary policy easing affects the bitcoin returns. LÄS MER

  7. 5. FEDERAL FUNDS RATE ON BITCOIN VOLATILITY : Using the symmetric GARCH and asymmetric EGARCH models

    Kandidat-uppsats, Umeå universitet/Nationalekonomi

    Författare :Elias Atmander; [2021]
    Nyckelord :;

    Sammanfattning : This thesis examines the volatility of Bitcoin during four years from 2014-04-01 until 2020-04-01. The main objective of the thesis was to answer the research question: “Is the return volatility of Bitcoin affected by interest rate change announcements by the FOMC?” and given Bitcoin’s decentralized characteristics, the hypothesis to this was that Bitcoin should not be affected by such changes. LÄS MER