Essays about: "Oscar Klersell"

Found 1 essay containing the words Oscar Klersell.

  1. 1. Does the Level of Swedish Economic Policy Uncertainty Help Forecast Excess Returns on the Swedish Stock Market?

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Gustav Jacobsson; Oscar Klersell; [2023]
    Keywords : Economic Policy Uncertainty EPU ; Excess stock returns; Out-of-sample forecasting; Random walk; Sweden;

    Abstract : This thesis examines whether the level of Swedish economic policy uncertainty (EPU) can predict excess returns on the Swedish stock market. We run out-of-sample forecasting using an EPU-based predictive model constructed with the official Swedish EPU index developed by Armelius et al. (2017). READ MORE