Essays about: "Impact of inflation rate on stock return"

Showing result 1 - 5 of 7 essays containing the words Impact of inflation rate on stock return.

1. 1. The impact of macroeconomic variables on the Swedish stock market : A VECM approach

   University essay from Umeå universitet/Nationalekonomi

   Author : Simon Ternbo; [2022]
   Keywords : ;

   Abstract : This paper examines the effects of macroeconomic indicators on the Swedish stock market, during the period from December 2002 until December 2021. The effects are examined through a Vector Error-Correction model (VECM), which is based on Johansen’s test of cointegration. READ MORE

3. 2. Macroeconomic variables and their impact on the Swedish stock market

   University essay from Södertörns högskola/Institutionen för samhällsvetenskaper

   Author : Timur Cengiz; David Holmer; [2021]
   Keywords : Macroeconomics; Stocks; Macroeconomic variables; Stock market;

   Abstract : The objective of this study is to investigate the impact of a few selected macroeconomic variables on the Swedish stock market index OMXS30. The study uses time series monthly data during the period 2000-2019. To investigate these relationships, the time series are transformed into stationary processes. READ MORE

4. 3. Macroeconomic Factors and Stock Returns: Evidence from the Swedish Stock Market

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Sebastian Nordenberg; Sebastian Shaqiri Johansson; [2020-02-18]
   Keywords : ;

   Abstract : This study investigates the relationship between stock returns and macroeconomic factors in a small, open economy by utilizing a vector autoregression (VAR) approach on Swedish large-cap, mid-cap, and small-cap data from 2003 to 2019. To determine the relationship between the macroeconomic factors and stock market return, Granger causality tests are run on each of the markets. READ MORE

5. 4. 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

6. 5. Macroeconomic determinants of the time-varying correlation between stock and bond returns: A study of the Swedish market

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Oskar Wilhelmsson; Jakob Mårtensson; [2017]
   Keywords : Time-varying correlation; stock-bond correlation; macroeconomic determinants; flight-to-quality; currency value;

   Abstract : This paper investigates how and to what extent realized fundamental macroeconomic factors affect the time-varying correlation between stock and bond returns on the Swedish financial market. We use daily return data of the OMXS30 and Swedish government bonds, and monthly or quarterly data of macroeconomic factors. READ MORE