Essays about: "Monetary Policy Spillover Effects"
Showing result 1 - 5 of 8 essays containing the words Monetary Policy Spillover Effects.
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1. Unraveling the Impact: An Event Study of the Swedish Stock Market Reactions to the Riksbank's Monetary Policy Announcements
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This study investigates the impact of the Riksbank's monetary policy announcements on Swedish equity returns. Using a methodology developed by Kuttner (2001) and Fransson and Tysklind (2016) we distinguish between expected and unexpected changes to the Riksbank rate and study how the components affect equity prices. READ MORE
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2. Unconventional Monetary Policy in Scandinavia: A Local Projection Analysis of House Prices
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This paper investigates the spillover effects of unconventional and conventional monetary policy measures on house prices in Denmark, Norway, and Sweden. Two notable results were found using the local projections method and data, including the years of the Covid Pandemic and the Invasion of Ukraine. READ MORE
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3. Fear the Walking Dead? Zombie Firms in the Euro Area and Their Effect on Healthy Firms' Credit Conditions
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : The extensive monetary and fiscal support measures related to the Covid-19 pandemic have reinvigorated the policy and academic debate around zombie firms. These are firms that are no longer profitable but still operate. READ MORE
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4. Is the Phillips Curve Valid for ASEAN? : A Time-Varying Approach
University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakultetenAbstract : The primary purpose of this thesis was to investigate if the modern Phillips Curve is valid for ASEAN five (Indonesia, Malaysia, Thailand, Singapore and Philippines) countries using a time-varying approach in the form of an ARMA-GARCH model. The method enables us to investigate how the inflation volatility reacts to economic shocks and if its history can predict the conditional variance of inflation. READ MORE
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5. Spillover Effects of Forward Guidance Shocks: How ECB Communication Influences Economic Outcomes in Neighboring Economies
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : With policy rates at the zero lower bound, the ECB is increasingly relying on forward guidance to stimulate the economy. In this thesis paper, I show that the ECB's communication has important effects on economic outcomes both inside and outside of the eurozone. READ MORE