Essays about: "Anticipated Shocks"

Found 2 essays containing the words Anticipated Shocks.

1. 1. Extracting Growth Expectations from Financial Markets: An Investigation into the Dividend Market Dynamics

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Gösta Lycke; [2023]
   Keywords : Dividend futures; GDP growth forecasting; Economic shocks; Market expectations; Financial market derivatives;

   Abstract : Dividend futures, reflecting the economic surplus, can be used as a forecasting tool for dividend and GDP growth. Building on prior research, I broaden the scope of analysis by encompassing a range of countries and evaluate the impact of shocks such as a military conflict on dividend and GDP growth expectations. READ MORE

3. 2. Anticipated Shocks and their Impact on Expectations: An event study of the impact of TIPS auctions on ZCIIS

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Richard Du Rietz; Alexander Valtchev; [2012]
   Keywords : ZCIIS; Anticipated Shocks; Auction; TIPS; Price Pressure;

   Abstract : This thesis has the purpose to empirically investigate how anticipated shocks that result into recurrent supply shocks are subsumed by change in expectations. More precisely, we study the price impact of Treasury Inflation Protected Securities (TIPS) auctions on the Zero-Coupon Inflation-Indexed Swap (ZCIIS) rates using an event study methodology for each of the 60 auctions of 5-, 10-, 20- and 30-year TIPS during the period 2004-2011. READ MORE