Essays about: "Negative Interest Rate Policy"

Showing result 21 - 25 of 36 essays containing the words Negative Interest Rate Policy.

  1. 21. The impact of Sweden ́s Negative Repo Rate on FDI : A quantitative analysis of how Sweden’s monetary policy has affected foreign direct investments

    University essay from Högskolan i Jönköping/Internationella Handelshögskolan

    Author : Sanna Olsson; Gustaf Jungnelius; [2019]
    Keywords : Monetary Policy; Interest Rates; Repo Rate; Negative Interest Rate Policy; NIRP; Foreign Direct Investment; FDI;

    Abstract : Sweden’s central bank implemented a negative interest rate policy (NIRP) in 2015, one year after adopting a zero-interest rate policy. Due to the monetary policy’s untested framework,experts are divided on the effectiveness of such a policy as well as its fortitude when faced with an economic recession. READ MORE

  2. 22. Empirical evidence of stock return predictability using macroeconomic variables

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jonatan Gustafsson; Carl Ferm; [2018]
    Keywords : Granger Causality; Predictive Regressions; Trading Strategies; Macroeconomic Variables; Repo Rate;

    Abstract : We investigate whether macroeconomic variables can predict returns of the OMXS30 index in the short run, and if an investor can generate abnormal profits from using the variables with significant predictive power. Granger causality tests, along with a predictive OLS regression framework show that the first difference of the repo rate and the log difference in exchange rates significantly Granger cause stock returns on the Swedish market. READ MORE

  3. 23. Macroeconomic forces behind underpricing

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Andrea Tugnoli; Julian Hüfner; [2018]
    Keywords : initial public offering; underpricing; macroeconomic variables; cross-section approach; unconventional monetary policy; IPO underpricing; Financial crisis; Business and Economics;

    Abstract : The thesis empirically investigates the question whether there is an influence of macroeconomic forces to initial public offering (IPO) underpricing. In addition it tries to find whether unconventional monetary policy has also an impact on underpricing. READ MORE

  4. 24. Asymmetric effects of monetary policy

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jacob König; [2018]
    Keywords : Asymmetric effects; monetary policy; the real interest rate; uncertainty.; Business and Economics;

    Abstract : This thesis analyses if macroeconomic policy has asymmetric effects on output and unemployment, comparing the effectiveness of monetary policy when the output gap is positive to when it is negative. Asymmetric effects may be present due to uncertainty and loss aversion, the downward-stickiness of prices, or financial market imperfections. READ MORE

  5. 25. Negative Interest Rates Effect Economic Stability

    University essay from Mälardalens högskola/Akademin för ekonomi, samhälle och teknik

    Author : Marko Nikolic; Miriam Homsi; [2018]
    Keywords : negative interest rates; central banks; monetary policy;

    Abstract : Today's monetary policy is a historic one, where the introduction of negative interest rates has started a new "age" of unconventional monetary policy and some argue that there is a need for further unconventional monetary tools. The purpose of this thesis is to analyze negative interest rates, how they came to be, what long-term eect they have on economic stability and if its possible to get out. READ MORE