Sökning: "Ola Knut Eric Lithman"

Hittade 2 uppsatser innehållade orden Ola Knut Eric Lithman.

1. 1. MONEY SUPPLY AND STOCK PRICES

   Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Ola Knut Eric Lithman; [2012]
   Nyckelord :Money supply; Quantitative Easing; Stock Market; Macroeconomic Variables; Simulation; Probit; Bootstrap; Business and Economics;

   Sammanfattning : This thesis deals with money supply and stock prices. Specifically it inquires what macroeconomic factors influences the stock market index. Given the high degree of equity correlation in the market, variables previously used for explaining the cross-section of expected returns are tested against the S&P500 index. LÄS MER

3. 2. Leverage and Volatility

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Ola Knut Eric Lithman; [2010]
   Nyckelord :Leverage; volatility; asymmetric volatility; leverage effect; leverage hypothesis; volatility feedback; VAR; PVAR; risk premium; GARCH; APARCH; Conditional CAPM; volatility decomposition; Business and Economics;

   Sammanfattning : This paper attempts to contribute to existing knowledge through an explicit threefold purpose. Initially, the importance of leverage in explaining equity return volatility is determined through two fixed effects panel data estimations. LÄS MER