Essays about: "exchange rate portfolio"

Showing result 1 - 5 of 35 essays containing the words exchange rate portfolio.

1. 1. Modelling the Exchange Rate: Evidence from the Impacts of Quantitative Easing in Sweden

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Anny Eklund; Markus Sallkvist; [2024]
   Keywords : Quantitative easing; Exchange rate; Bayesian VAR model; Small open economy; Triangular factorisation;

   Abstract : Quantitative easing, the unconventional monetary policy measure used by many central banks to combat low inflation when interest rates are at the lower bound, has shown to be an effective tool for depreciating the domestic currency. Although the exchange rate is of particular importance in a small open economy as it directly impacts inflation dynamics,trade competitiveness and plays a substantial role in shaping monetary policy, few papers have investigated how the depreciating effect of QE to the exchange rate works. READ MORE

3. 2. Exchange Rate and Equity Market Dependence under Shifts in Volatility Expectations

   University essay from Lunds universitet/Matematisk statistik

   Author : Vilhelm Samuelsson; [2023]
   Keywords : Exchange rates; Equity markets; Volatility; ARMA-GARCH; Copula; Exchange rate determination; Safe-haven; Portfolio rebalancing; Return chasing; Mathematics and Statistics;

   Abstract : Exchange rate movements have important implications for both policy makers and investors, as they can have large effects on the real economy and the return on investments. Lately, their relation to capital flows have attracted growing interest due to the failure of macroeconomic fundamentals to explain them. READ MORE

4. 3. Wealth Redistribution through Balance Sheet Revaluations - Evidence from Norway

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Gustav Sundén; [2023]
   Keywords : Inequality; Wealth; Monetary Policy; Inflation; Household Heterogeneity; Business and Economics;

   Abstract : 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

5. 4. The impact of macroeconomic factorson the propensity of risk : How macroeconomic factors influence the level of risk in different stock market

   University essay from Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

   Author : Mohammed Mohammed; Mattias Zheng; [2023]
   Keywords : Propensity Risk; Stock Market; Inflation; Exchange rate and IPP;

   Abstract : Background: Asset prices, investment choices, and market mood can all be greatly impacted by macroeconomic factors and risk perception. Therefore, for investors, portfolio managers, policymakers, and regulators looking to negotiate the complexity of financial markets, knowing how macroeconomic factors affect risk is crucial. READ MORE

6. 5. The Effects of Quantitative Easing on Swedish Inflation: An Empirical Study of the Swedish Riksbank’s Quantitative Easing Programme between 2015-2019

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Nora Jomaa; [2022]
   Keywords : Quantitative easing; inflation; structural vector autoregressive model; Business and Economics;

   Abstract : This paper investigates the effects on inflation of the Quantitative Easing programme employed by the Swedish Riksbank during the years 2015-2019. As previous studies have presented contradicting results on the topic, this paper aims to evaluate the potential effect of asset purchases on inflation through some of the main transmission channels identified by prevailing literature, namely the exchange rate, portfolio balancing and signalling channel. READ MORE