Essays about: "short-term interest rate"

Showing result 1 - 5 of 71 essays containing the words short-term interest rate.

  1. 1. Modelling the Exchange Rate: Evidence from the Impacts of Quantitative Easing in Sweden

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Anny Eklund; Markus Sallkvist; [2024]
    Keywords : Quantitative easing; Exchange rate; Bayesian VAR model; Small open economy; Triangular factorisation;

    Abstract : Quantitative easing, the unconventional monetary policy measure used by many central banks to combat low inflation when interest rates are at the lower bound, has shown to be an effective tool for depreciating the domestic currency. Although the exchange rate is of particular importance in a small open economy as it directly impacts inflation dynamics,trade competitiveness and plays a substantial role in shaping monetary policy, few papers have investigated how the depreciating effect of QE to the exchange rate works. READ MORE

  2. 2. Drivers of sea level variability using neural networks

    University essay from Göteborgs universitet/Institutionen för geovetenskaper

    Author : Linn Carlstedt; [2023-05-10]
    Keywords : ;

    Abstract : Understanding the forcing of regional sea level variability is crucial as many people all over the world live along the coasts and are endangered by extreme sea levels and the global sea level rise. The adding of fresh water into the oceans due to melting of the Earth’s land ice together with thermosteric changes has led to a rise of the global mean sea level with an accelerating rate during the twentieth century. READ MORE

  3. 3. Heart rate estimation from wrist-PPG signals in activity by deep learning methods

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Marie-Ange Stefanos; [2023]
    Keywords : Deep Learning; Medical Data; Signal Processing; Heart Rate Estimation; Wrist Photoplethysmography; Djup lärning; Medicinska Data; Signalbehandling; Pulsuppskattning; Handledsfotopletysmograf;

    Abstract : In the context of health improving, the measurement of vital parameters such as heart rate (HR) can provide solutions for health monitoring, prevention and screening for certain chronic diseases. Among the different technologies for HR measuring, photoplethysmography (PPG) technique embedded in smart watches is the most commonly used in the field of consumer electronics since it is comfortable and does not require any user intervention. READ MORE

  4. 4. Exchange Rate and Equity Market Dependence under Shifts in Volatility Expectations

    University essay from Lunds universitet/Matematisk statistik

    Author : Vilhelm Samuelsson; [2023]
    Keywords : Exchange rates; Equity markets; Volatility; ARMA-GARCH; Copula; Exchange rate determination; Safe-haven; Portfolio rebalancing; Return chasing; Mathematics and Statistics;

    Abstract : Exchange rate movements have important implications for both policy makers and investors, as they can have large effects on the real economy and the return on investments. Lately, their relation to capital flows have attracted growing interest due to the failure of macroeconomic fundamentals to explain them. READ MORE

  5. 5. Interest rates and their impact on the stock market : Evidence from Sweden

    University essay from Linnéuniversitetet/Institutionen för management (MAN)

    Author : Felicia Andersson; Robin Fogelberg; [2023]
    Keywords : Interest rate; Stock market; OMX30; Vector autoregressive VAR model; Granger causality test; Short-term interest rate; Long-term interest rate; Sweden;

    Abstract : This study will be investigating the relationship between short-term and long-term interest rates with the OMX30 stock return expressed in percentage, as well as the effect that the interest rates have on the stock return. The data used in this study has been collected from the dataprogram Datastream with monthly observations from January 2003 until December 2022 resulting in 240 different variables within all three factors over a period of 20 years. READ MORE