Essays about: "stock and inflation"

Showing result 1 - 5 of 61 essays containing the words stock and inflation.

1. 1. Empirical Analysis of Dependence Structure Between Assets: A Study of the Impact of Infation on Dependence Between Stock Portfolios and Gold

   University essay from Göteborgs universitet/Graduate School

   Author : Tim Baldesten Pajunen; Filip Steussloff; [2023-06-29]
   Keywords : Infation;

   Abstract : In this paper, we study the impact of inflation on the dependence and volatilities of gold and stock portfolios constructed by Fama and French. To model the dependence structure, we propose a copula probability model. READ MORE

3. 2. 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

4. 3. Impact of Inflation on Return and Pricing of Swedish Bank Stocks : A Fama-French Analysis on Monthly Stock Returns and Pricing of Handelsbanken, Swedbank, SEB and Nordea

   University essay from Uppsala universitet/Nationalekonomiska institutionen

   Author : Carl Westerberg; Elvin Rolder; [2023]
   Keywords : Asset Pricing Theory; CAPM; Carhart; Fama-French; Fama-Macbeth; Inflation; NII;

   Abstract : This study explores the influence of inflation on the monthly total stock returns and stock pricing of Swedish banks. The research question is systematically examined througha cross sectional and time series analysis, utilizing Fama-French, Carhart, and Fama-Macbeth metodologies. READ MORE

5. 4. THE IMPACT OF INVENTORY MANAGEMENT ON PROFITABILITY : A quantitative study of the food manufacturing sector in Sri Lanka between 2017 and 2021

   University essay from Umeå universitet/Företagsekonomi

   Author : seemali Athuldora Arachchi; Nimesha Sugandhi; [2023]
   Keywords : Listed food manufacturing companies; Profitability; Efficiency Inventory Management;

   Abstract : ivABSTRACTBusinesses must overcome a variety of difficulties as a result of the considerable changersin the global economy. Due to import limitations, excessive inflation, and ongoing foreignexchange troubles in the economy. Sri Lankan industries, particularly food markers, arecurrently experiencing extremely difficult times. READ MORE

6. 5. In the Core of the Storm: Revisiting Inflation Hedging Properties Within and Across Asset Classes

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Jakub Kacperczyk; Moritz Kornherr; [2023]
   Keywords : Inflation hedging; Inflation risk premium; Inflation forecasting; Bond-Stock Correlation;

   Abstract : The recent surge in inflation has reignited discussions on hedging inflation risks, forming the focal point of this study. In our paper we consider conventional asset classes from 1968 to 2023 as well as alternative assets from 2020 to 2023 and find that no asset class provides a statistically significant hedge against core inflation shocks, while commodities and currencies can hedge headline and energy inflation risk. READ MORE