Essays about: "relationship between stock market and inflation"

Showing result 1 - 5 of 19 essays containing the words relationship between stock market and inflation.

  1. 1. Unveiling the Predictive Power

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Alex Lundvall; Gabriel Ahonen; [2023]
    Keywords : Stock market returns; Macroeconomic indicators; Vector Autoregression model; Granger Causality test; Business and Economics;

    Abstract : To obtain excessive returns on the stock market, investors should be able to effectively forecast what drives the fluctuations of the stock market. The usage of macroeconomic factors as indicators for stock market performances has been utilized more profoundly in recent times. READ MORE

  3. 2. Unraveling the Impact: An Event Study of the Swedish Stock Market Reactions to the Riksbank's Monetary Policy Announcements

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jakob Linder; Jakob Strömholm Sontagh; [2023]
    Keywords : The Riksbank; Monetary Policy; Spillover Effects; Monetary Policy Announcements; Efficient Market Hypothesis;

    Abstract : This study investigates the impact of the Riksbank's monetary policy announcements on Swedish equity returns. Using a methodology developed by Kuttner (2001) and Fransson and Tysklind (2016) we distinguish between expected and unexpected changes to the Riksbank rate and study how the components affect equity prices. READ MORE

  4. 3. 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

  5. 4. The Swedish inflation rate and stock market returns: does the Fisher effect exist?

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Adam Malmén; Anton Persson; [2022-02-15]
    Keywords : ;

    Abstract : In Sweden the annual inflation rate raised in September 2021 above the Sveriges Riksbank inflation target of two percent annually, which has been the central bank's inflation target since 1995. This created a discussion regarding if the repo interest rate should be increased from currently zero percent. READ MORE

  6. 5. Unexpected Inflation and the Stock Market: A revisit of a long-forgotten enigma

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Andreas Danielsson; Jiayu Li; [2022]
    Keywords : Inflation; Unexpected inflation; Inflation hedge; Stock market; Valuation;

    Abstract : As inflation has reached 40-year highs in the U.S., there is a new opportunity to revisit the relationship between the stock market and inflation. We first develop a theoretical valuation model based on a typical S&P 500 stock to benchmark the intrinsic value change one can expect when inflation increases by one percentage point. READ MORE