Essays about: "Short-term interest rate"

Showing result 16 - 20 of 71 essays containing the words Short-term interest rate.

1. 16. Unconventional monetary policy and stock market prices in a small open economy: Evidence from Sweden’s quantitative easing

   University essay from Jönköping University/IHH, Nationalekonomi

   Author : Claudia Tirado Luy; Nikola Kolev; [2020]
   Keywords : Unconventional monetary policy; Quantitative easing; Large-scale asset purchase; Stock market;

   Abstract : This thesis aims to investigate the long-term behaviour of the Swedish stock market under quantitative easing (QE) between the years 2015-2019 in comparison to an equally long period before the implementation of QE. The relationship is analysed within the framework of transmission channels of monetary policy and with considerations for previous research on the topic. READ MORE

3. 17. Modelling Swedish bond market activity : A liquidity proxy using potential and executed trades

   University essay from KTH/Industriell ekonomi och organisation (Inst.)

   Author : Therese Lin; [2020]
   Keywords : Government bonds; Mortgage bonds; Swedish bond market; Liquidity proxy; Investor activity; Potential trading; Svenska obligationsmarknaden; Likviditet; Aktivitet; Potentiell handel;

   Abstract : Bond markets are crucial for the stability and efficiency of the national financial system. Low liquidity prevents market developments and makes investors reluctant to trade actively. It is therefore crucial to maintain liquidity in bond markets. READ MORE

4. 18. Interest rate modelling

   University essay from Lunds universitet/Matematisk statistik

   Author : Khalil el Adi; [2019]
   Keywords : Mathematics and Statistics;

   Abstract : Many models have been developed throughout the years to describe the evolution of short term rates. One of the famous models is the Vasicek model. It was first introduced in 1977 and describes interest rates as a mean reversion process which is a specific characteristic that sets it apart from other financial assets. READ MORE

5. 19. The Determinants of Venture Capital after the Financial Crisis:Evidence across Countries

   University essay from KTH/Industriell ekonomi och organisation (Inst.)

   Author : Zhizheng Wang; [2019]
   Keywords : Venture capital; Venture capital determinants; Financial Crisis; Panel data;

   Abstract : This paper analyzes the determinants of venture capital (VC) investments after the 2008 Global Financial Crisis. We conduct a quantitative study using panel data methods with a data set of 17 OECD countries over the years 2007-2017. We use the reduced form models to analyze three main groups of factors affecting the demand for and supply of VC. READ MORE

6. 20. Quantitative Easing In The United States : A study of quantitative easing as a means to affect inflation in the short-run

   University essay from Högskolan i Jönköping/IHH, Nationalekonomi

   Author : André Esmaili; Martin Bergström; [2019]
   Keywords : Quantitative easing; Yield curve; Monetary policy; Federal funds rate; Inflation;

   Abstract : The purpose of this thesis is to examine how quantitative easing in the United States works through the transmission channels to establish a positive short-run effect on inflation. The research will be based on a time series analysis covering the period 2006-2015 with data collected on a monthly basis. READ MORE