Sökning: "monetary policy"

Visar resultat 1 - 5 av 258 uppsatser innehållade orden monetary policy.

  1. 1. The Rise and Fall of the Pre-FOMC Announcement Drift

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

    Författare :Carl Kugelberg; Hannes Hjärne; [2019]
    Nyckelord :Pre-FOMC announcement drift; ; excess return; monetary policy; Sweden;

    Sammanfattning : This thesis builds upon the influential paper "The Pre-FOMC Announcement Drift" by Lucca and Moench that was published in the Journal of Finance in 2015. The authors found that the periods leading up to FOMC announcements were accompanied by large excess returns. LÄS MER

  2. 2. The Interaction Between Monetary Policy and Macroprudential Policy

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Glenn Nielsen; [2019]
    Nyckelord :monetary policy; macroprudential policy; macroeconomic stability; financial stability; panel VAR; Business and Economics;

    Sammanfattning : The latest global financial crisis ignited the debate on whether the role of monetary policy's main objective, price stability, is enough to achieve financial stability. It also sparked an interest of new policy measures that directly targets the financial system, such as macroprudential policies. LÄS MER

  3. 3. Did quantitative easing impact wealth inequality?

    Master-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Marie-Jacques Georget; [2019]
    Nyckelord :Quantitative Easing; QE; monetary policy; wealth inequality; the Federal Reserve;

    Sammanfattning : On November 25, 2008, the Federal Reserve initiated what came to be the largest Asset Purchase Program in history1, the Large-Scale Asset Purchase Program, widely known a quantitative easing (QE). When the Federal Reserve in October 29, 2014, announced the end of the program, they held $4.5 trillion worth of assets. LÄS MER

  4. 4. One Rate to Rule Them All: How U.S. Monetary Policy is Increasingly Controlling European Economies

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Lina Thomas; [2019]
    Nyckelord :Global VAR; Monetary Policy Spillovers; International Transmission Mechanisms;

    Sammanfattning : When the Fed raises the interest rates, it does so to steer domestic activity. However, the effects of such monetary policy may inadvertently spillover to other economies. This study employs the Global VAR approach to examine such spillover effects to European economies before and after the crisis. LÄS MER

  5. 5. Empirical revelation of the Austrian business cycle theory in Japan

    Magister-uppsats, Umeå universitet/Nationalekonomi

    Författare :Cristofer Larsson; [2019]
    Nyckelord :;

    Sammanfattning : The Austrian business cycle theory suggest that monetary policies can change relative prices in the economy, leadings to unsustainable changes in the structure of production and ultimately decreasing efficiency as the structure of production corrects. This paper uses VAR and VEC estimations with Impulse Response Functions to extract the impact of Japanese monetary policies on domestic structure of production, as defined in the Austrian capital theory, between the years 1983 and 2017. LÄS MER