Sökning: "macro ekonomi"
Visar resultat 1 - 5 av 71 uppsatser innehållade orden macro ekonomi.
1. Industry Effects on Stock Price Crash Risk: Quantifying Industry Effects and the Effect of Structural Industry Characteristics
C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : This paper empirically investigates the determinants of stock price crash risk at the industry level. Prior research has largely focused on firm-level and macro-level factors that impact stock price crash risk, with little attention being drawn to inter-industry differences. LÄS MER
2. Changing Patterns over the FOMC Cycle
C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : We document that in the period 2017 to 2022, the US stock market did not feature the same pattern of higher excess stock returns in even weeks following Federal Open Market Committee (FOMC) announcements as in the period 1994 to 2016. We show that timing of Board of Governors meetings and direction of Fed funds target rate movements affect US market returns in both periods, and connect changes in these factors to the distortion of the even-week return pattern. LÄS MER
3. A Contingency Framework for Assessing the Commercial Potential of Utility-scale Agrivoltaics
Uppsats för yrkesexamina på avancerad nivå, Luleå tekniska universitet/Institutionen för ekonomi, teknik, konst och samhälleSammanfattning : Purpose - In the pursuit of renewable energy sources, solar photovoltaic (PV) is predicted to become the single biggest global source of energy by the year of 2027, part of a trilemma involving climate change, biodiversity and food security. Agrivoltaic (AV) systems, the co-location and potential symbiosis between agricultural activities and solar PV, has thereby arisen as a potential solution for dual land-use. LÄS MER
4. Yield Curve Dynamics - Exploring Fundamental Factor Sensitivities
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : Factor investing has gained popularity in recent decades, but while ample research has been conducted in asset classes such as equities and currencies, comparatively less attention has been devoted to the potential of investing in government bonds. This study explores fundamental factor sensitivities on the yield curve spread prior to and after 2018 making the last five years, that are coined by increased volatility in expected returns for government bonds, volatile growth developments, and heightened inflation, a true out-of-sample period to previous research. LÄS MER
5. Nowcasting U.S. inflation using mixed frequency real-time data
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : Different models were developed with the aim of nowcasting inflation at a daily basis with high frequency variables, while using real-time data to avoid look ahead bias. Both popular machine learning models such as Random Forest and XGBoost, and more traditional models such as UMIDAS and Almon distributed lag models were used to make the nowcasts. LÄS MER