Essays about: "Macroeconomic Factors"

Showing result 1 - 5 of 116 essays containing the words Macroeconomic Factors.

  1. 1. Arbitrage Pricing Theory: A study on the Stockholm Stock

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Richard Johansson; Pierre Petersson; [2019-03-01]
    Keywords : Arbitrage Pricing Theory; APT; Stockholm Stock Exchange; Macroeconomic Factors; Multi Factor Model;

    Abstract : This thesis investigates the macroeconomic factors that affect the returns on the different portfolios in Stockholm Stock Exchange by using Arbitrage Pricing Theory (Stephen Ross 1976). We use the portfolios of Large Cap, Mid Cap, Small Cap, and All Caps. Specifically, multiple index model is used. The sample period is 2012-2017. READ MORE

  2. 2. Motivation and performance of spin offs

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Guy Spencer; Katharina Ochs; [2019]
    Keywords : Spin off; Europe; Spin off performance; Spin off motivation; Crisis periods;

    Abstract : In this paper we analyse share performance at announcement and in the years following execution, for a sample of 92 parent firms and 103 spun off entities, from 2000 to 2017. We find significant announcement effects, as well as evidence supporting long run outperformance of both the parent and spun off entities. READ MORE

  3. 3. An Independent Dynamic Latent Factor Approach to Yield Curve Modeling

    University essay from Göteborgs universitet/Graduate School

    Author : Robin Rohlén; [2018-07-04]
    Keywords : ;

    Abstract : MSc in Finance.... READ MORE

  4. 4. The Use of Sustainable Business Models in Emerging Markets: How is it Influenced by Macroeconomic Trends? A Case Study of the Indian Dairy Industry

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Sofia Oukemeni; Eunice Muthee; [2018]
    Keywords : Emerging Markets; Sustainable Business Models; Macroeconomic Trends; Macroeconomic Environment; Bottom of the Pyramid; Creating Shared Value; Corporate Social Responsibility.; Business and Economics;

    Abstract : Businesses are increasingly attracted to Emerging Markets due to the potential of increased demand for goods and services, driven mostly by macroeconomic trends in the external business environment. However, the business model approach for emerging markets differs from the one for developed markets as they are faced with a different set of demand and supply conditions. READ MORE

  5. 5. Assessing the Effect of the Riksbank Repo Rate on National Output and Price Level in Sweden : Focusing on Employment and Housing Prices

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : Christofer Borén; Felix Ewert; [2018]
    Keywords : Monetary Policy; Policy Rate; Inflation; Employment; Housing Prices; Vector Autoregression; Impulse Response Function; Penningpolitik; Styrränta; Inflation; Sysselsättning; Bostadspriser; Vektorautoregression; Impuls-Responsfunktion;

    Abstract : There is no single commonly adapted model that explains the influence that various monetary policy instruments carry for the economy. During 2011-2017, the Swedish inflation rate has remained below the 2 percent target which has led the Riksbank to take measures aimed at stimulating the inflation. READ MORE