Sökning: "OMX30"

Visar resultat 1 - 5 av 51 uppsatser innehållade ordet OMX30.

  1. 1. Interest rates and their impact on the stock market : Evidence from Sweden

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för management (MAN)

    Författare :Felicia Andersson; Robin Fogelberg; [2023]
    Nyckelord :Interest rate; Stock market; OMX30; Vector autoregressive VAR model; Granger causality test; Short-term interest rate; Long-term interest rate; Sweden;

    Sammanfattning : This study will be investigating the relationship between short-term and long-term interest rates with the OMX30 stock return expressed in percentage, as well as the effect that the interest rates have on the stock return. The data used in this study has been collected from the dataprogram Datastream with monthly observations from January 2003 until December 2022 resulting in 240 different variables within all three factors over a period of 20 years. LÄS MER

  2. 2. Relationen mellan kriser och aktiemarknaden : En empirisk komparativ studie av hur Sveriges aktiemarknad reagerar på globala kriser

    Kandidat-uppsats, Södertörns högskola/Institutionen för samhällsvetenskaper

    Författare :Johanna Bergh; Tilde Johansson; [2023]
    Nyckelord :Stock market; crises; volatility; 9 11 terrorist attack; The financial crisis; the Covid-19 pandemic; the Russian invasion of Ukraine; Aktiemarknad; kriser; volatilitet; terrorattacken 11:e september; Finanskrisen 2008; Covid-19-pandemin; Rysslands invasion av Ukraina;

    Sammanfattning : Bakgrund: Aktiemarknaden reagerar på information och omvärldsförändringar. Prissättningen på aktiemarknaden sker utifrån investerares tro på aktierna och vid oro hos investerare reagerar aktiemarknaden ofta negativt. LÄS MER

  3. 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

  4. 4. Forecasting Stock Prices Using an Auto Regressive Exogenous model

    Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)

    Författare :Måns Hjort; Lukas Andersson; [2023]
    Nyckelord :Bachelor thesis; Asset pricing; Quantitative finance; ARX model; OMX30; Finance; Stocks; Predictive models; Time series analysis; mathematical optimization theory; Gurobi Optimization Software;

    Sammanfattning : This project aimed to evaluate the effectiveness of the Auto Regressive Exogenous(ARX) model in forecasting stock prices and contribute to research on statisticalmodels in predicting stock prices. An ARX model is a type of linear regression modelused in time series analysis to forecast future values based on past values and externalinput signals. LÄS MER

  5. 5. Investing in Bitcoin and Ethereum during stock market turmoil - a Swedish Perspective. : A study on the hedging, safe-haven, and diversification characteristics of Bitcoin, Ethereum and Gold against the OMX30 during the COVID-19 crisis and Russian invasion of Ukraine.

    Magister-uppsats, Jönköping University/IHH, Företagsekonomi

    Författare :Erik Larsson; Lukas Johansson; [2022]
    Nyckelord :DCC-GARCH; Bitcoin; Ethereum; Gold; Safe-Haven; Hedging; Diversification; COVID-19; Russia; Ukraine;

    Sammanfattning : The world has faced tumultuous times in recent years with the COVID-19 pandemic as well as the Russian invasion of Ukraine causing the stock market to be unusually volatile. During such times investors tend to flee to alternative investment opportunities that are uncorrelated or negatively correlated with the stock market, called safe-haven assets. LÄS MER