Sökning: "japan inflation"

Visar resultat 1 - 5 av 20 uppsatser innehållade orden japan inflation.

  1. 1. How Does the Three-factor Model Perform and What Explains its Performance? Empirical tests on Swedish stock portfolios

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

    Författare :Daniel Björck; [2023]
    Nyckelord :Three-factor model; stock returns; Swedish stocks; CAPM; Business and Economics;

    Sammanfattning : In this study the three-factor model of Fama and French (1992; 1993) is evaluated on portfolios of Swedish stocks. Both a cross-section and time series approach are used to evaluate the model. The results show that beta, size, and book-to-market are significant variables in explaining excess returns of Swedish stock portfolios. LÄS MER

  2. 2. The Effects of Macroeconomic Factors on the Shares of Automotive Manufacturers in the USA, Asia, and Europe in the Short and Long Run

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Filip Dyankov; [2022]
    Nyckelord :macroeconomic factors; stock returns; VAR; ARDL; Business and Economics;

    Sammanfattning : This study aims to broaden the remits of the relatively scant hitherto literature focused on the impact of the changes in macroeconomic indicators on automotive stock returns. Since a considerable fraction of previous empirical research covered multiple industries, historical results may not be directly transferable for the purposes of the analysis of the automotive industry. LÄS MER

  3. 3. Creation of a Finite Element Model andSystem Analysis for the Low and HighFrequency Cryogenic Telescopes of theSpace Mission LiteBIRD

    Master-uppsats, Luleå tekniska universitet/Institutionen för system- och rymdteknik

    Författare :Matias Rittatore Texeira; [2022]
    Nyckelord :FEM; FEA; mesh model; CMB; IRAP;

    Sammanfattning : The Lite (Light) satellite for the study of B-mode polarization and Inflation from cosmic background Radiation Detection (LiteBIRD) is a Japan Aerospace Exploration Agency (JAXA)-led Strategic Large-Class mission designed to search for the existence of the primordial gravitational waves produced during the inflationary phase of the early Universe, through the measurement of their imprint onto the polarization of the Cosmic Microwave Background (CMB). It is an international collaboration, with European Union (EU) operations being coordinated by France. LÄS MER

  4. 4. Economic Policy Uncertainty and the Swedish stock market : A quantitative study on how Economic Policy Uncertainty affects the Swedish stock market

    Master-uppsats, Umeå universitet/Nationalekonomi

    Författare :Andreas Vikström; [2020]
    Nyckelord :;

    Sammanfattning : This study examines the effect of Economic Policy Uncertainty (EPU) on the Swedish stock market, both in the short-run and the long-run. To do this, the Economic Policy Uncertainty index, developed by Armelius et al. (2016), is used. This index was constructed with the purpose of measuring uncertainty related to economic policy. LÄS MER

  5. 5. How does inflation expectation explain the undershooting of inflation target in Japan? : Time-series analysis within the frame of hybrid Philips curve model

    Kandidat-uppsats, Högskolan i Jönköping/IHH, Nationalekonomi

    Författare :Chung Shun Man; Mark Peterson; [2019]
    Nyckelord :Inflation target; Inflation expectation; rational expectation; adaptive expectation; Quantitative Easing QE ; Japan; Bank of Japan BOJ ;

    Sammanfattning : Inflation target was introduced in 2013 in Japan. The goal was to maintain price stability and sustainable inflation rate that is conducive to optimal consumption and investment decisions. However, Japanese inflation rate has been consistently below the target rate. We want to examine why the failure happens in such a big economy. LÄS MER