Search for dissertations about: "Interest rate impact on stock market"

Found 4 swedish dissertations containing the words Interest rate impact on stock market.

  2. 1. Essays on Financial Market Volatility

    Author : Ai Jun HOU; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Nonparametric GARCH model; News Impact Curve; Interest rate volatility; MCMC; Markov Switching; Chinese stock markets; EMU stock markets;

    Abstract : This thesis examines the volatility in the equity and short-term interest-rate markets, and the spillover from the short term interest rate market to the equity market. It consists of three papers and focuses on adapting and proposing models for the estimation and forecasting of financial market volatility. READ MORE

  4. 2. Housing Market Dynamics

    Author : Sviatlana Engerstam; Abukar Warsame; Mats Wilhelmsson; Peter Palm; KTH; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; House prices; new construction; institutional environments; Swedish apartment market; Huspriser; nybyggnation; institutionell miljö; Svenska bostadsmarknaden; Fastigheter och byggande; Real Estate and Construction Management;

    Abstract : The dynamics of housing markets constitute a complex phenomenon. The body of research is vast and includes thousands of studies done on the national and international level. Empirical evidence indicates that housing markets differ in local institutional arrangements and that these might affect the ways they develop over time. READ MORE

  5. 3. Essays on Financial Markets and the Macroeconomy

    Author : Jürg Fausch; Roine Vestman; John Hassler; Ilan Cooper; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; business cycles; DSGE model; macroeconomic risk; monetary policy shocks; recursive preferences; stock market; VAR model; variance decomposition; Economics; nationalekonomi;

    Abstract : Asset pricing implications of a DSGE model with recursive preferences and nominal rigidities. I study jointly macroeconomic dynamics and asset prices implied by a production economy featuring nominal price rigidities and Epstein-Zin (1989) preferences. READ MORE

  6. 4. Apartment price determinants : A comparison between Sweden and Germany

    Author : Sviatlana Anop; Hans Lind; Kerstin Annadotter; Bo Söderberg; KTH; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Apartment price determinants; house price determinants; valuation for mortgage purposes; bank lending policies; Nationalekonomi; Economics; Fastigheter och byggande; Real Estate and Construction Management;

    Abstract : Similar development of economic fundamentals in Germany over the last two decades did not lead to the same dramatic house price increases as it is in Sweden. What can explain this house price stability over a long period? This thesis attempts to find the answer this question. READ MORE