Essays about: "relationship between money supply and interest rate"

Showing result 1 - 5 of 7 essays containing the words relationship between money supply and interest rate.

1. 1. Macroeconomic variables and their impact on the Swedish stock market

   University essay from Södertörns högskola/Institutionen för samhällsvetenskaper

   Author : Timur Cengiz; David Holmer; [2021]
   Keywords : Macroeconomics; Stocks; Macroeconomic variables; Stock market;

   Abstract : The objective of this study is to investigate the impact of a few selected macroeconomic variables on the Swedish stock market index OMXS30. The study uses time series monthly data during the period 2000-2019. To investigate these relationships, the time series are transformed into stationary processes. READ MORE

3. 2. The Relationship Between Macroeconomic Variables and Sector Indices : An empirical investigation of the Swedish stock market

   University essay from Uppsala universitet/Företagsekonomiska institutionen

   Author : Gottfrid Bylund Månsson; Anton Erlandsson; [2021]
   Keywords : ;

   Abstract : This study hypothesizes a relationship between different stock market sector indicesand their relationship to macroeconomic variables. Previous studies investigates therelationship between broad stock market indices and macroeconomic variables, with fewresearching stock market sector indices. READ MORE

4. 3. The impact of macroeconomic factors on the performance of European REIT markets: An empirical analysis of macroeconomic influences on the British, French and Belgian REIT indexes from 2007-2017

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Huanyu Xiao; Katrina Novojenko; [2018]
   Keywords : real estate investment trust REIT ; macroeconomic variables; developed markets; Europe; industrial production;

   Abstract : The concept of real estate investment trust has been first introduced in the US market in 1960. However, it has not been until the last decade that we have seen the increased adoption of the concept around the world. READ MORE

5. 4. The influence of macroeconomic factors on the stock markets in the Baltic countries and Western Europe - A comparison

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Andrius Markevicius; Lina Giniunaite; [2016]
   Keywords : Macroeconomic variables; Stock indices; Johansen cointegration test; VECM; Granger causality test; Business and Economics;

   Abstract : The relationship between the stock market and the condition of a country’s economy is a relevant topic in the recent economic and financial studies. Therefore, the purpose of our thesis is to investigate in finding long-term and short-term relationships between the stock market and macroeconomic variables in the three Baltic countries and compare the results with three more economically developed Western European countries such as Germany, Italy and UK. READ MORE

6. 5. The Efficiency of the Chinese Stock Market with Respect to Monetary Policy

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Yinxia Guo; [2008]
   Keywords : VaR; the efficient market hypothesis; monetary policy; impulse responses functions IRFs ; variance decompositions VDCs ; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Abstract : Due to the bull stock market in China, the efficiency of the Chinese stock market has been one of the hot topics. Because monetary policy plays an important role in Chinese economy and there is a close relationship between stock returns and monetary policy, I test the efficient market hypothesis (EMH) for the Chinese stock market with respect to monetary policy. READ MORE