Essays about: "speculative bubbles"

Showing result 1 - 5 of 6 essays containing the words speculative bubbles.

1. 1. Covid-19, quantitative easing, and the awakening of abnormal returns at the Swedish stock market

   University essay from Södertörns högskola/Nationalekonomi

   Author : Emily Lindzén; Sofia Åhrman; [2022]
   Keywords : Quantitative easing; Austrian business cycle Theory; Financial instability hypothesis; Speculative bubbles; Covid-19; Abnormal returns; Kvantitativa lättnader; Österrikiska konjunkturcykelteorin; Finansiella instabilitets hypotesen; Spekulativa bubblor; Covid-19; Abnorm avkastning;

   Abstract : This thesis aims to investigate to what extent the quantitative easing monetary policy tool, applied by the Riksbank, contributed to abnormal returns at the Swedish stock market during Covid-19. The chosen time period is 2007-2022, including the period before and after the implementation of quantitative easing in Sweden in 2015. READ MORE

3. 2. Quantitative Easing and Bubble Formation in Real-Estate : A study of the relationship between novel monetary policies and speculative bubbles in the Swedish real-estate market

   University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

   Author : Axel Öhlund; Anna Domnina; [2021]
   Keywords : Large-scale asset purchasing program; Quantitative easing; Vector Autoregression; Riksbanken; Housing Bubble; Speculative Bubbles; Unconventional Monetary Policy;

   Abstract : This thesis aims to study how much of price appreciations on the Swedish real-estate market in recent times have been fundamentally warranted, as well as if the unconventional monetary policies implemented by the Swedish central bank have had any interaction with these price escalations. The methodology employed to research this is divided into two parts. READ MORE

4. 3. Analysis of Cryptocurrency Market and Drivers of the Bitcoin Price : Understanding the price drivers of Bitcoinunder speculative environment

   University essay from KTH/Industriell ekonomi och organisation (Inst.)

   Author : Yasar Kaya; [2018]
   Keywords : bitcoin; speculation; weekend-effect; bitcoin price drivers; LPPL; GoTrend; VIX; speculative bubbles; bitcoin price movements; volatility in cryptocurrency market;

   Abstract : In this paper, the price fluctuations of Bitcoin under speculative environment is studied. It has been seen that the market trend points out an existence of a speculative bubble. Over the course of the period from 2014 to 2018, the trend in price movements of bitcoin has proved to be strongly speculative. READ MORE

5. 4. Analysis of Student Loan Asset-Backed Securities : Construction of a Valuation Model using a Trinomial Interest Rate Tree

   University essay from KTH/Matematisk statistik

   Author : Gustav Rehnman; Ted Tigerschiöld; [2016]
   Keywords : ;

   Abstract : Student debt in the U.S has grown rapidly over the last decades. A common practice among lenders is to pool the loans into securities that are sold off and traded between institutional investors. Since these securities have no market price this thesis aims to develop a valuation model. READ MORE

6. 5. The Predictability of Speculative Bubbles : An examination of the log-periodic power law model

   University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

   Author : Marcus Gustavsson; Daniel Levén; [2015]
   Keywords : Econophysics; mathematical finance; LPPL; log-periodic power law model; JLS-model; power law; speculative bubbles; bubble forecasting; modeling asset price dynamics; financial bubbles; bubbles; crashes;

   Abstract : In this thesis we examine the ability of the log-periodic power law model to accurately predict the end of speculative bubbles on financial markets through modeling of asset price dynamics on a selection of historical bubbles. The methods we use are based on a nonlinear least squares estimation which yields predictions of when the bubble will change regime. READ MORE