Essays about: "exchange rate and stock prices"

Showing result 6 - 10 of 16 essays containing the words exchange rate and stock prices.

  1. 6. Do changes in macroeconomic variables affect stock market volatility? : -A GARCH-S approach in examining the volatility of the Swedish stock market

    University essay from Umeå universitet/Nationalekonomi

    Author : Emelie Wallin; [2020]
    Keywords : ;

    Abstract : The behaviour of stock markets is characterized by volatility, that is the rate at which stock prices moves up and down within a short period of time. The importance of understanding the nature of volatility is that excessive volatility may prevent the smooth functioning of financial markets and adversely affect the performance of the economy. READ MORE

  3. 7. Why do stock prices drop by less than the value of the dividend? Evidence from a country with a flat tax rate on capital gains and dividends.

    University essay from Göteborgs universitet/Graduate School

    Author : Jonathan Israelsson; Max Wann-Hansson; [2017-07-25]
    Keywords : ;

    Abstract : We examine the effect of taxes, trading activity and different market microstructures on the ex-dividend day stock price behaviour. Based on previous literature, we build our hypotheses and test them on 1380 ex-dividend day observations in order to pinpoint the explanations behind the empirical findings on the Stockholm Stock Exchange over the period 2007 to 2016. READ MORE

  4. 8. Where There’s Smoke, There’s Fire : An Analysis of the Riksbank’s Interest Setting Policy

    University essay from Stockholms universitet/Nationalekonomiska institutionen

    Author : Mehdi Lahlou; Sebastian Sandstedt; [2017]
    Keywords : Riksbank; Taylor Rule; Asset Prices; Instrumental Variables General Method of Moments IV GMM ; Principal Component Analysis PCA ; Factor GMM;

    Abstract : We analyse the Swedish central bank, the Riksbank’s, interest setting policy in a Taylor rule framework. In particular, we examine whether or not the Riksbank has reacted to fluctuations in asset prices during the period 1995:Q1 to 2016:Q2. READ MORE

  5. 9. The Cost of Sanctions: Western Sanctions' Impact on Russian Financial Markets during the Russia/Ukraine Crisis in 2014-2015

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Dariy Antonyuk; Moritz Haack; [2015]
    Keywords : financial markets; stock market; exchange rate; sanctions; emerging markets;

    Abstract : This thesis investigates the effect of the US and the EU sanctions on the Russian financial markets during the Russia/Ukraine crisis in 2014-2015. The success of various types of international sanctions is a long debated question that could not be answered definitely thus far. READ MORE

  6. 10. The Relationship between Stock Prices and Exchange Rates in Sweden

    University essay from Internationella Handelshögskolan

    Author : Yue Xu; [2011]
    Keywords : Stock Price; Exchange Rate; Cointegration; Autocorrelation;

    Abstract : This paper empirically investigates the exchange rate effects of Swedish krona against euro (SEK/Euro) on stock prices in Sweden. The sample period for the study has been taken from March, 2001 to March, 2011 using monthly nominal exchange rate of SEK/Euro and monthly closing values of OMX Stockholm All Share (OMXPI) Index. READ MORE