Sökning: "Financial Crisis Forecasting"

Visar resultat 1 - 5 av 24 uppsatser innehållade orden Financial Crisis Forecasting.

  1. 1. Extracting Growth Expectations from Financial Markets: An Investigation into the Dividend Market Dynamics

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Gösta Lycke; [2023]
    Nyckelord :Dividend futures; GDP growth forecasting; Economic shocks; Market expectations; Financial market derivatives;

    Sammanfattning : Dividend futures, reflecting the economic surplus, can be used as a forecasting tool for dividend and GDP growth. Building on prior research, I broaden the scope of analysis by encompassing a range of countries and evaluate the impact of shocks such as a military conflict on dividend and GDP growth expectations. LÄS MER

  3. 2. Forecasting Swedish Inflation and Policy Rates Using Random Forests and Bullard's Modernized Taylor Rule

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Vladimir Bondarenko; [2023]
    Nyckelord :Inflation Forecasting; Interest Rate Forecasting; Modernized Taylor Rule; Random Forest;

    Sammanfattning : This paper examines whether the Riksbank could have predicted the historic inflationary surge in Sweden in the aftermath of the Covid-19 pandemic and warned the Swedish public prior to embarking on the most aggressive policy rate-hike cycle since the global financial crisis. I study the matter in two steps. LÄS MER

  4. 3. An Evaluation of Leading Indicators in the Context of a Swedish Recession

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Rami Soliman; [2023]
    Nyckelord :Probit; Financial Crisis; Recession; Sweden; Leading Indicators; Business and Economics;

    Sammanfattning : The aim of this paper is to evaluate potential leading indicators of a recession in Sweden. To answer the question potential leading indicators are first identified with previous findings in literature and with the current state of the Swedish financial system as background. LÄS MER

  5. 4. Predicting the Future with Stock Market Liquidity: A Study of the Swedish Stock Market Liquidity as a Leading Indicator of the Future Business Cycle

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

    Författare :Sofia Derninger; Anna Hagman; [2022]
    Nyckelord :Stock Market Liquidity; Business Cycle; Forecasting; Recession; Sweden;

    Sammanfattning : Using daily stock data from the Stockholm Stock Exchange, this paper investigates the relationship between stock market liquidity and the real economy. We find restricted support for stock market liquidity containing leading information about real economic growth. LÄS MER

  7. 5. Volatility Forecasting Performance of GARCH Models : A Study on Nordic Indices During COVID-19

    Master-uppsats, Umeå universitet/Nationalekonomi

    Författare :Ludwig Schmidt; [2021]
    Nyckelord :;

    Sammanfattning : Volatility forecasting is an important tool in financial economics such as risk management, asset allocation and option pricing since an understanding of future volatility can help professional and private investors minimize their losses. The purpose of this paper is to investigate the volatility forecasting performance of symmetric and asymmetric GARCH models on Nordic indices during COVID-19. LÄS MER