Essays about: "Macroeconomic fundamentals"
Showing result 1 - 5 of 17 essays containing the words Macroeconomic fundamentals.
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1. Exchange Rate and Equity Market Dependence under Shifts in Volatility Expectations
University essay from Lunds universitet/Matematisk statistikAbstract : Exchange rate movements have important implications for both policy makers and investors, as they can have large effects on the real economy and the return on investments. Lately, their relation to capital flows have attracted growing interest due to the failure of macroeconomic fundamentals to explain them. READ MORE
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2. Yield Curve Dynamics - Exploring Fundamental Factor Sensitivities
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : Factor investing has gained popularity in recent decades, but while ample research has been conducted in asset classes such as equities and currencies, comparatively less attention has been devoted to the potential of investing in government bonds. This study explores fundamental factor sensitivities on the yield curve spread prior to and after 2018 making the last five years, that are coined by increased volatility in expected returns for government bonds, volatile growth developments, and heightened inflation, a true out-of-sample period to previous research. READ MORE
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3. Macroeconomic Determinants of Sovereign Credit Risk
University essay fromAbstract : This report analyzes the macroeconomic determinants of sovereign bond yields in three different economies: the US, a large open economy and a benchmark in the financial markets, Sweden, a small open economy that has successfully dealt with financial crisis, and Italy, a large open economy with a history of financial distress. Cointegration techniques of the VECM and the ARDL model were used to derive the short-run and the long-run determinants of sovereign bond yields. READ MORE
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4. The Great Appreciation : Impact of Sentiment Shocks and Macroprudential Policy to Fundamental Price Spreads in Scandinavian Housing Markets
University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakultetenAbstract : This paper aims to investigate whether changes in economic sentiment and major policy shifts have had any significant impact on Scandinavian real housing prices relative their fundamental value post year 2000. Fundamental housing price indices for each constituent of the region are estimated from macroeconomic fundamentals in a VAR framework. READ MORE
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5. Real Estate M&A Motives : A Study of the Swedish Real Estate Market
University essay from KTH/Fastighetsföretagande och finansiella systemAbstract : In the aftermath of the Covid-19 pandemic, the economy has been in a state of recovery. A far-reaching recovery could be observed in 2021, as economic activities, financial markets and industries showed positive growth throughout the year. READ MORE
