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Visar resultat 11 - 15 av 78 uppsatser som matchar ovanstående sökkriterier.

  1. 11. Do Geopolitical Risks Raise or Lower Inflation in Sweden?

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

    Författare :Artur Henriksson; Carl Ahlberg; [2023]
    Nyckelord :Geopolitical Risk; War; Inflation; Vector Autoregression; Sweden;

    Sammanfattning : Using two main datasets, one annual from 1900 to 2022, and one monthly from 2012 to 2023, containing a geopolitical risk index and multiple inflationary factors for both Sweden and Denmark, we construct VAR models to estimate the effect geopolitical risk has on inflation. In our annual dataset, we find that higher geopolitical risks foreshadow higher inflation and lower economic activity in Sweden. LÄS MER

  3. 12. Quantitative Easing's Effect on Income Inequality - A study on Sweden

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Jack Söderberg; Viktor Bäckfors; [2023]
    Nyckelord :Income Inequality; Quantitative Easing; Income Composition Channel; Unconventional Monetary Policy;

    Sammanfattning : This study explores if the first Swedish quantitative easing program conducted between 2015 and 2018 had an impact on the income distribution. In line with previous research, a structural vector autoregression is employed. As a metric of inequality, the linearly interpolated Gini coefficient, before taxes and transfers, is used. LÄS MER

  4. 13. Time Dependencies Between Equity Options Implied Volatility Surfaces and Stock Loans, A Forecast Analysis with Recurrent Neural Networks and Multivariate Time Series

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Simon Wahlberg; [2022]
    Nyckelord :RNN; LSTM; GRU; vector autoregression; implied volatility surface; stock loan; equity options; multivariate time-series analysis; financial mathematics.; Rekursiva neurala nätverk; LSTM; GRU; VAR; implicerade volatilitetsytor; aktielån; aktieoptioner; multidimensionell tidsserieanalys; finansiell matematik.;

    Sammanfattning : Synthetic short positions constructed by equity options and stock loan short sells are linked by arbitrage. This thesis analyses the link by considering the implied volatility surface (IVS) at 80%, 100%, and 120% moneyness, and stock loan variables such as benchmark rate (rt), utilization, short interest, and transaction trends to inspect time-dependent structures between the two assets. LÄS MER

  5. 14. The Relationship between Oil Prices and Inflation – the Role of Oil Dependency

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Per Almgren; Isabelle Holmberg; [2022]
    Nyckelord :Inflation; Macroeconomics; Oil-price Shocks; Structural Vector Autoregression SVAR ; time series data.; Business and Economics;

    Sammanfattning : In the last decades, due to geopolitical tensions, climate change, and technological advancements, countries worldwide are becoming less dependent on oil. This thesis aims to establish if decreased oil dependence weakens the impact of oil price shocks on inflation, thus contributing to the existing literature on the oil-inflation relationship. LÄS MER

  7. 15. Riksbankens okonventionella penningpolitik : En analys över Riksbankens köp av företags- och statsobligationer under covid19-pandemin

    Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Rasmus Ramström; [2022]
    Nyckelord :Quantitative easing QE Var-modell vector autoregression Riksbanken;

    Sammanfattning : Denna uppsats syftar till att undersöka hur Riksbankens stora köp av stats- och företagsobligationer hjälpte till att återhämta den svenska ekonomin efter den ekonomiska nedgången år 2020. För att genomföra denna analys nyttjar jag en strukturell vektor autoregressions-modell, samt ett flertal variabler som är väsentliga inom den svenska ekonomin. LÄS MER