Essays about: "reporäntan"

Showing result 1 - 5 of 10 essays containing the word reporäntan.

1. 1. Modelling Non-Maturing Deposits: Examining the Impact of Repo Rates and Volume Dynamics on Valuation Using Regression, Time Series Analysis, and Vasicek Methods

   University essay from KTH/Matematik (Avd.)

   Author : Alexandra Benckert; My Loft; [2023]
   Keywords : Non-maturing deposits; ARIMAX model; Regression analysis; Deposit volume modelling; Vasicek model for short rate; Interest rate sensitivity; Valuation of non-maturing deposits.; Icke tidsbunden inlåning; ARIMAX-modellen; Regressionsanalys; Modellering av inlåningsvolym; Vasicek-modellen för kort ränta; Räntekänslighet; Värdering av icke tidsbunden inlåning.;

   Abstract : This thesis focuses on modelling non-maturing deposits (NMD) and has been written in collaboration with Svenska Handelsbanken. The methodology includes regression analysis and time series analysis, with the Repo rate serving as an exogenous variable in both models. READ MORE

3. 2. Assessing Macroeconomic factors' influence on the Swedish real estate company stock market - A multiple linear regression analysis

   University essay from KTH/Matematisk statistik

   Author : Axel Löfman; Kay Jia; [2022]
   Keywords : multiple linear regression; regression analysis; applied mathematics; real estate; real estate stocks; economics; macroeconomics; multicollinearity; Durbin Watson; Cochrane Orcutt; multipel linjär regression; regressionsanalys; tillämpad matematik; fastighet; fastighetsaktier; fastighetsbolag; ekonomi; makroekonomi; multikollinearitet; Durbin Watson; Cochrane Orcutt;

   Abstract : Investing in public real estate stocks can diversify a stock portfolio due to the nature of these companies. The industry is generally less sensitive to economic downturns and spikes in inflation are offset by increased real estate property and rent prices. READ MORE

4. 3. Could confidence predict households’ debt growth?

   University essay from Luleå tekniska universitet/Institutionen för ekonomi, teknik och samhälle

   Author : Alexander Hübbert; Linda Lindström; [2019]
   Keywords : Consumer Confidence Index; Gross Domestic Product; Unemployment; Repo rate; Households’ debt growth; Konsumentförtroendeindex; Bruttonationalprodukt; Arbetslöshet; reporäntan; hushållens skuldtillväxt;

   Abstract : This thesis analyses if households’ confidence could be a significant variable to predicthouseholds’ debt growth in Sweden. Households’ debts have an important role in thefinancial system where the vulnerability of households’ debts has increased over time. READ MORE

5. 4. The Relationship Between House Prices and Stock Prices : An Empirical Analysis of the Swedish Market

   University essay from Linköpings universitet/Nationalekonomi

   Author : Helin Aydogan; Sofia Gatjetjiladze; [2019]
   Keywords : ;

   Abstract : It is of continual topicality to understand the interaction between the stock market and the house market as they are central parts of the economy and important resources and investment alternatives for both households and firms. Hence, these two markets can be crucial for consumers and investors and consequently economic growth. READ MORE

6. 5. Assessing the Effect of the Riksbank Repo Rate on National Output and Price Level in Sweden : Focusing on Employment and Housing Prices

   University essay from KTH/Matematisk statistik

   Author : Christofer Borén; Felix Ewert; [2018]
   Keywords : Monetary Policy; Policy Rate; Inflation; Employment; Housing Prices; Vector Autoregression; Impulse Response Function; Penningpolitik; Styrränta; Inflation; Sysselsättning; Bostadspriser; Vektorautoregression; Impuls-Responsfunktion;

   Abstract : There is no single commonly adapted model that explains the influence that various monetary policy instruments carry for the economy. During 2011-2017, the Swedish inflation rate has remained below the 2 percent target which has led the Riksbank to take measures aimed at stimulating the inflation. READ MORE