Sökning: "Macroeconomic News"

Visar resultat 6 - 10 av 15 uppsatser innehållade orden Macroeconomic News.

1. 6. Can We Predict Business Cycles With Natural Language Processing?

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Albert Flak; [2020]
   Nyckelord :Business Cycles; Economic Narratives; Natural Language Processing NLP ; Latent Dirichlet Allocation LDA ; Word Embeddings;

   Sammanfattning : For centuries, many economists have attempted to solve the puzzle of business cycles; what explains them, and is it possible to predict them? The great amount of electronically available textual data, together with the recent advancements in unsupervised natural language processing are bound to offer new ways of analysing these perennial questions. Inspired with the emergence of narrative economics as a new field of economic analysis, I propose a novel research design to computationally extract business cycle sentiment from textual data on economic expectations. LÄS MER

3. 7. 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

4. 8. The mostly harmless accounting conservatism: a research on conditional conservatism in Sweden

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

   Författare :Xiaoyu Ma; Dongyang Liu; [2019]
   Nyckelord :Conditional conservatism; Monetary policy; Macro-accounting; Aggregate earning property;

   Sammanfattning : This study investigates the bilateral association between conditional accounting conservatism and macroeconomic indicators in Sweden. From Macro-to-micro, we analyze how monetary policy affects individual firm's conservative reporting choice. LÄS MER

5. 9. High-Frequency Foreign Exchange Rate Behavior on the Arrival of Macroeconomic News - The Impact of Swedish and U.S. News on USD/SEK Returns

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Erik Hjort; [2018]
   Nyckelord :Macroeconomic News; Foreign Exchange Rate; High-Frequency Data; Expectations; Business and Economics;

   Sammanfattning : This paper studies the high-frequency behavior of the USD/SEK currency pair on the arrival of macroeconomic news emanating from Sweden and the United States. By using exchange rate data sampled at one minute-by-minute quotations and market expectations from the Bloomberg Terminal, the study finds systematic effects of news on exchange rate returns. LÄS MER

7. 10. Are Pre-Scheduled Macroeconomic News Days Different From Other Days? – A Cross-Sectional Analysis of the Swedish Stock Market

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Andreas Wendeberg; Sebastian Kejlberg; [2014]
   Nyckelord :the Fama-Macbeth regression; announcement days; CAPM; macroeconomic news; Swedish stock market; Business and Economics;

   Sammanfattning : This thesis has examined if there is any difference in the relationship between different risk factors and the cross-section of assets excess returns on the Swedish stock market between days when macroeconomic news is scheduled to be announced (announcement days) and other days (normal days). The Fama and Macbeth two-pass regression method have been used for investigating the hypothesis that announcement days are different from normal days. LÄS MER