Essays about: "impulse testing."

Showing result 1 - 5 of 21 essays containing the words impulse testing..

  1. 1. Effects of Monetary Policy on Stock Market Liquidity : Empirical Analysis on the Swedish Market

    University essay from Umeå universitet/Nationalekonomi; Umeå universitet/Nationalekonomi

    Author : Martin Hallberg; Marcus Ryhage; [2019]
    Keywords : ;

    Abstract : After the 2008-2009 crisis, many studies have been done to assess the stock market liquidity and what influences this. The monetary policy of a central bank can have a broad impact of a country's economy and is believed to also affect the stock market. READ MORE

  2. 2. Stress-testing of the Russian Banking Sector: Contingent Claims Analysis Approach

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Anna Kulakova; [2019]
    Keywords : credit risk; stress-testing; contingent claims analysis; Merton model; vector autoregression; Business and Economics;

    Abstract : This study aims to perform stress-testing of the Russian banking sector with a focus on credit risk measures derived by using contingent claims analysis, an extension of Black-Scholes and Merton option pricing theory. Risk exposure indicators are linked to a number of macroeconomic variables that describe global and domestic economic and financial development. READ MORE

  3. 3. Oil price shocks on Swedish economy : Case study on the oil's effect on a small country.

    University essay from Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS); Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Author : Sebastian Kilic; Filip Bengtsson; [2017]
    Keywords : Oil; GDP; Inflation; Oil price shocks;

    Abstract : We estimate the macroeconomic performance in terms of inflation and GDP growth of Sweden in relations to oil price shocks, focusing on the differences across two periods, pre and post 2008. By using a Vector Error Correction model and linear hypothesis testing we can see short term and long term correlations between the nominal oil price and three dependent variables, GDP, CPI and GDP deflator. READ MORE

  4. 4. The Triggers of Buyers Regret of Impulsive Purchases

    University essay from Högskolan i Jönköping/IHH, Företagsekonomi; Högskolan i Jönköping/IHH, Företagsekonomi

    Author : Oliver Esterhammer; Jiahao Huang; [2017]
    Keywords : impulse purchasing; post purchase behavior; post purchasing regret; impulse buying; consumer behavior;

    Abstract : Attention on impulsive buying behavior has been increased from both researchers and marketers, as the negative consumption experience resulting from this unplanned buying could harm the business severely in terms of brand building, reputation as well as a loss of customer. By reviewing previous literatures, we have identified that there is still little research about the post-consumer behavior of impulse purchases, namely on consumers’ regret triggered from what they have bought impulsively. READ MORE

  5. 5. THE RELATIONSHIP BETWEEN MACROECONOMIC VARIABLES AND THE CHINESE STOCK MARKET-AN APPLICATION OF VECTOR ERROR CORRECTION MODEL

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Zhe Zeng; [2017]
    Keywords : ;

    Abstract : Using Johansen's vector error correction model, this paper investigates the long-term equilibrium between stock price and six selected macroeconomic variables in China. On testing different VECM models, we find that there is no long-term equilibrium between stock price and 6 macroeconomic variables, although there may exist long-term equilibrium among macroeconomic variables themselves. READ MORE