Essays about: "macroeconomic news"

Showing result 1 - 5 of 15 essays containing the words macroeconomic news.

1. 1. How Differences in Forecasted and Actual Values of Macroeconomic Indicators Influences the Stock Market.

   University essay from

   Author : Jacob Hasselmark; Filip Sköld; [2022-07-01]
   Keywords : Macroeconomic variables; Macroeconomic news; S P 500; Survey forecasts;

   Abstract : The objective of this thesis is to analyse if macroeconomic announcements have a significant influence on the stock prices on the S&P 500 index. It is investigated by various correlation tests, descriptive statistics tables and multiple OLS-regressions containing variables about economic activity, inflation and unemployment rates. READ MORE

3. 2. The Impact of Scheduled Macroeconomic News Releases on Stock Market Uncertainty

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Stefan Padjen; [2021-09-06]
   Keywords : Implied Volatility; Information; Macroeconomic News; Market Uncertainty; Multiple Testing; VIX;

   Abstract : While prior literature has studied the impact of news releases on different financial markets, the option market has received less attention. The purpose of this paper is to examine the relationship between scheduled macroeconomic news releases and stock market uncertainty in the United States between January 1990 and April 2021. READ MORE

4. 3. Is there macroeconomic predictive power in Swedish business news?

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Erik Ris; [2021]
   Keywords : Topic modelling; Sentiment Analysis; Newspaper Data; NLP; Lasso Regression; Business and Economics;

   Abstract : This thesis explores if, and how, what is written in the newspaper can be used to forecast macroeconomic variables such as inflation, unemployment and consumption. A large data set consisting of articles from the largest Swedish business newspaper is transformed using different methods from the Natural Language Processing field. READ MORE

5. 4. Macroeconomic Announcements and Uncertainty Resolving : Empirical Evidence from the Eurozone

   University essay from Umeå universitet/Nationalekonomi

   Author : Mohammad Aljaid; [2021]
   Keywords : ;

   Abstract : Studying and identifying the impact of the macroeconomic news on the uncertainty, measured by the implied volatility index behavior in the European financial market, is the main goal of this study. The macroeconomic variables are regarded in this study are consumer price index CPI, the gross domestic product GDP, employment reports EMP, monetary policy MP, labor cost LC, and the current account for the Eurozone CA. READ MORE

6. 5. 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