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Visar resultat 1 - 5 av 8 uppsatser som matchar ovanstående sökkriterier.

  1. 1. Unraveling the Impact: An Event Study of the Swedish Stock Market Reactions to the Riksbank's Monetary Policy Announcements

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

    Författare :Jakob Linder; Jakob Strömholm Sontagh; [2023]
    Nyckelord :The Riksbank; Monetary Policy; Spillover Effects; Monetary Policy Announcements; Efficient Market Hypothesis;

    Sammanfattning : This study investigates the impact of the Riksbank's monetary policy announcements on Swedish equity returns. Using a methodology developed by Kuttner (2001) and Fransson and Tysklind (2016) we distinguish between expected and unexpected changes to the Riksbank rate and study how the components affect equity prices. LÄS MER

  3. 2. Unconventional Monetary Policy in Scandinavia: A Local Projection Analysis of House Prices

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Saga Karlsson; Liza Tchibalina; [2023]
    Nyckelord :Unconventional Monetary Policy; House Prices; Mortgage Interest Rates Transmission Mechanisms; Local Projections; Scandinavia; Business and Economics;

    Sammanfattning : This paper investigates the spillover effects of unconventional and conventional monetary policy measures on house prices in Denmark, Norway, and Sweden. Two notable results were found using the local projections method and data, including the years of the Covid Pandemic and the Invasion of Ukraine. LÄS MER

  4. 3. Fear the Walking Dead? Zombie Firms in the Euro Area and Their Effect on Healthy Firms' Credit Conditions

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Lea Havemeister; [2022]
    Nyckelord :Zombie firms; Financial spillovers; Interest rates; New credit; Financial stability;

    Sammanfattning : The extensive monetary and fiscal support measures related to the Covid-19 pandemic have reinvigorated the policy and academic debate around zombie firms. These are firms that are no longer profitable but still operate. LÄS MER

  5. 4. Is the Phillips Curve Valid for ASEAN? : A Time-Varying Approach

    Master-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Författare :Simon Wilfer; Philip Wikström; [2021]
    Nyckelord :ASEAN; Phillips Curve; Inflation Dynamics; ARMA-GARCH; Time-Varying; Financial Integration; Spillover; Monetary Policy;

    Sammanfattning : The primary purpose of this thesis was to investigate if the modern Phillips Curve is valid for ASEAN five (Indonesia, Malaysia, Thailand, Singapore and Philippines) countries using a time-varying approach in the form of an ARMA-GARCH model. The method enables us to investigate how the inflation volatility reacts to economic shocks and if its history can predict the conditional variance of inflation. LÄS MER

  7. 5. Spillover Effects of Forward Guidance Shocks: How ECB Communication Influences Economic Outcomes in Neighboring Economies

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Ingrid Löfman; [2021]
    Nyckelord :Forward Guidance; Monetary Policy Spillover Effects; Central Bank Communication; Exchange Rates; Fear of Floating;

    Sammanfattning : With policy rates at the zero lower bound, the ECB is increasingly relying on forward guidance to stimulate the economy. In this thesis paper, I show that the ECB's communication has important effects on economic outcomes both inside and outside of the eurozone. LÄS MER