Essays about: "inflation dynamics"

Showing result 6 - 10 of 31 essays containing the words inflation dynamics.

  1. 6. 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

  3. 7. Yield Curve Dynamics - Exploring Fundamental Factor Sensitivities

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Elvira Eriksson; Meike Wiesenfeller; [2023]
    Keywords : factor investing; global bonds; yield curve spread; macroeconomic fundamentals;

    Abstract : Factor investing has gained popularity in recent decades, but while ample research has been conducted in asset classes such as equities and currencies, comparatively less attention has been devoted to the potential of investing in government bonds. This study explores fundamental factor sensitivities on the yield curve spread prior to and after 2018 making the last five years, that are coined by increased volatility in expected returns for government bonds, volatile growth developments, and heightened inflation, a true out-of-sample period to previous research. READ MORE

  4. 8. The Effect of Monetary Policy and other Macroeconomic Factors on Wealth Inequality in the United States

    University essay from Göteborgs universitet/Graduate School

    Author : Jacob Stridsberg; Alexander Myrberg; [2022-10-24]
    Keywords : ;

    Abstract : Wealth inequality is a crescent phenomenon and topic that has been gaining attention of late, not least in the United States, but in many other countries as well. This Master’s thesis seeks to discern what factors have been conducive to this increase, chiefly focusing on the role played by the central bank via setting the federal funds rate and its effect on the top 1 percentile’s wealth share. READ MORE

  5. 9. Explaining the dynamics of exchange rate volatility

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jacob Tjerneld; Hampus Lööw; [2022]
    Keywords : Exchange Rates; Volatility; GARCH; Heteroskedasticity; Time Series Analysis.; Business and Economics;

    Abstract : This research examines the volatility of the Swedish krona in regards to the Euro and US-dollar exchange rate, using both daily and monthly data ranging from the beginning of 2000 until 2022. Using this time span allows us to update previous literature on exchange rate volatility, and also incorporates recent economic events such as the great financial crisis of 2008, the 2020 covid-pandemic and the geopolitical uncertainty in Europe following Russia's invasion of Ukraine. READ MORE

  6. 10. REITs in a Mixed-Asset Portfolio

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Mary Anne Roa; [2022]
    Keywords : REIT; Pricing; Fama-French; Portfolio Simulation;

    Abstract : Diversification is a significant element of asset allocation. An alternative investment of great interest for many investors is real estate. The paper will explore the hypotheses of whether real estate investment trust (REITs)warrants inclusion in an investment portfolio. READ MORE