Essays about: "relationship money supply and GDP"

Found 5 essays containing the words relationship money supply and GDP.

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

   University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

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

   Abstract : 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. READ MORE

3. 2. The Impact of Macroeconomic Variables on Stock Return in Different Industries - A Multiple Linear Regression

   University essay from KTH/Matematisk statistik

   Author : Elin Palmgren; Natasha Nanakorn; [2019]
   Keywords : Statistics; applied mathematics; regression analysis; macroeconomics; economics; stock market; Statistik; tillämpad matematik; regressionsanalys; makroekonomi; nationalekonomi; aktiemarknad;

   Abstract : Macroeconomics constitute a central part of fundamental analysis of stock markets and consequently the relationship between macroeconomic variables and stock markets is far from questioned. However, there is no general consensus regarding neither the extent of this relationship nor whether the relationship varies amongst industries. READ MORE

4. 3. The impact of macroeconomic factors on the performance of European REIT markets: An empirical analysis of macroeconomic influences on the British, French and Belgian REIT indexes from 2007-2017

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Huanyu Xiao; Katrina Novojenko; [2018]
   Keywords : real estate investment trust REIT ; macroeconomic variables; developed markets; Europe; industrial production;

   Abstract : The concept of real estate investment trust has been first introduced in the US market in 1960. However, it has not been until the last decade that we have seen the increased adoption of the concept around the world. READ MORE

5. 4. The Effect of Macroeconomic Variables on Market Risk Premium : Study of Sweden, Germany and Canada

   University essay from Akademin för hållbar samhälls- och teknikutveckling

   Author : Arad Tahmidi; Dmytro Sheludchenko; Samira Allahyari Westlund; [2011]
   Keywords : Macroeconomic; market risk premium; GDP; inflation; money supply; primary net lending and net borrowing; regression analysis;

   Abstract : ABSTRACT Title The Effect of Macroeconomic Variables on Market Premium. Study of Sweden, Germany and Canada Authors Samira Allahyari Westlund Arad Tahmidi Dmytro Sheludchenko Supervisor Christos Papahristodoulou Key words Macroeconomic, market risk premium, GDP, inflation, money supply, primary net lending and net borrowing, regression analysis. READ MORE

6. 5. The Efficiency of the Chinese Stock Market with Respect to Monetary Policy

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Yinxia Guo; [2008]
   Keywords : VaR; the efficient market hypothesis; monetary policy; impulse responses functions IRFs ; variance decompositions VDCs ; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Abstract : Due to the bull stock market in China, the efficiency of the Chinese stock market has been one of the hot topics. Because monetary policy plays an important role in Chinese economy and there is a close relationship between stock returns and monetary policy, I test the efficient market hypothesis (EMH) for the Chinese stock market with respect to monetary policy. READ MORE