Essays about: "Price Shocks"
Showing result 1 - 5 of 81 essays containing the words Price Shocks.
-
1. Beyond the Crisis: A Safe Haven Analysis : Empirical Insights into the Divergence of Gold and Bonds for Portfolio Hedging
University essay from Umeå universitet/FöretagsekonomiAbstract : Purpose: This thesis investigates the relationship concerning traditional safe haven assets, gold and US 10-year treasury bonds during periods of market instability, specifically during the economic concerns raised by the COVID-19 pandemic. It assesses the hedging and safe haven properties of these assets and their dynamic nature throughout two periods of unconventional monetary and fiscal policy measures by the Federal Reserve & US Congress respectively. READ MORE
-
2. The impact of firm-level greenness on the transmission of monetary policy shocks to stock market prices in Sweden
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : A growing literature has indicated that monetary policy shocks impact the stock prices of brown firms more strongly than the stock prices of green firms. Monetary policy tightening is associated with lower stock prices since it leads to a higher cost of capital and in turn a higher discount rate for the expected stream of cash flows. READ MORE
-
3. Temperature Shocks and Price Stability
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : This thesis investigates the interplay between temperatures and prices in an advanced economy context. To this end, I estimate the impulse response to a 1°C temperature anomaly on the UK economy. READ MORE
-
4. How does the Weakened Swedish Krona Impact the Inflation? A Bayesian VAR Analysis of Exchange Rate Pass-Through
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Exchange rate pass-through to prices differ depending on the underlying shock. Furthermore, the mechanisms causing inflation behave diversely, conditional on why the exchange rate fluctuates. This paper investigates how prices react relative to the exchange rate movements, i.e. READ MORE
-
5. Wealth Redistribution through Balance Sheet Revaluations - Evidence from Norway
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This thesis investigates the impact of fluctuations in inflation, monetary policy, and oil prices on the balance sheets of Norwegian households across the wealth distribution. Using a Bayesian Structural Vector Autoregression model, this study simulates the shocks and assesses their transmission through the unexpected inflation and portfolio composition channel throughout the wealth distribution. READ MORE