Essays about: "stock market macro"

Showing result 1 - 5 of 24 essays containing the words stock market macro.

  1. 1. Processing, Modeling, and Forecasting: A Time Series Analysis of Sick Leave Absences in Sweden and Evaluating the Impact of Macro Factors

    University essay from Lunds universitet/Matematisk statistik

    Author : Marcus Lindell; Casper Schwerin; [2023]
    Keywords : AI; Machine Learning; Time series analysis; Modeling; Sick absence; Forecasting; Macro factors; Stochastic processes; Mathematics and Statistics; Technology and Engineering;

    Abstract : Sick absence affects companies both operationally and economically and the matter has become increasingly prominent following the COVID-19 pandemic. MedHelp Care is an e-health company working towards increasing workplace wellness by offering insights into absence and rehabilitation matters. READ MORE

  3. 2. Changing Patterns over the FOMC Cycle

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Edvin Holst; Theodor Von Der Esch; [2023]
    Keywords : FOMC; Federal Reserve Board of Governors; Pre-FOMC announcement drift; Macro-announcements;

    Abstract : 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. READ MORE

  4. 3. The Relationship Between Macroeconomic Variables and Sector Indices : An empirical investigation of the Swedish stock market

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Gottfrid Bylund Månsson; Anton Erlandsson; [2021]
    Keywords : ;

    Abstract : This study hypothesizes a relationship between different stock market sector indicesand their relationship to macroeconomic variables. Previous studies investigates therelationship between broad stock market indices and macroeconomic variables, with fewresearching stock market sector indices. READ MORE

  5. 4. Price Development of Residential Assets in the Stockholm Inner City Areas : Regression Analysis of Macro Prudential Policies, Construction Levels and Determination of Price in the Tenant Owned Market

    University essay from KTH/Fastigheter och byggande

    Author : Tim Westerberg; Riad Karadja; [2019]
    Keywords : Macro prudential policies; Stockholm; Tenant-owned asset market; Regression Analysis; Price development; New supply; Amortization requirements; Makroekonomi; Stockholm; Bostadsmarknad; Regressionsanalys; Prisutveckling; Nytt utbud; Amorteringskrav;

    Abstract : After the financial crisis in 2008 Sweden implemented a stricter monetary expansionary enforcement trying to stabilize the overall economy of the country. These measures have led to discussions about secular stagnation and an increased savings glut when the interest rate is lowered. READ MORE

  6. 5. Credit Fuelled Asset Prices and Financial Stability - Is there a causal relationship between credit growth and stock market prices?

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Evelina Johansson; Peter Stelleck; [2018-07-05]
    Keywords : ;

    Abstract : This thesis investigates the causal relationship between credit growth and stock market prices over the time period 1981-2017 in the US, the UK and Sweden. By performing a Granger causality test to examine if credit affects stock market prices, we find evidence that there is no statistically significant Granger causality. READ MORE