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LUND UNIVERSITY LIBRARIES

Effekterna av Riksbankens kvantitativa lättnader på svenska statsobligationer

Möller, Hannes LU (2019) NEKH02 20191
Department of Economics
Abstract
Since the financial crisis of 2007-2008, unconventional monetary policy methods have been widely used by central banks around the world. In 2015, Sweden initiated a program of quantitative easing with the aim of regaining economic stability. The purpose of this essay is to study how Sweden’s monetary policy with quantitative easing, has effected Swedish government bonds. Using an event study, this essay analyzes if quantitative easing has had an impact on the government bonds interest rate and if there’s a statistically significant relation. The government bonds that are included in the study is bonds with maturity of 2, 5, 7, and 10 years . The results show that there is a statistically significant relationship between events of... (More)
Since the financial crisis of 2007-2008, unconventional monetary policy methods have been widely used by central banks around the world. In 2015, Sweden initiated a program of quantitative easing with the aim of regaining economic stability. The purpose of this essay is to study how Sweden’s monetary policy with quantitative easing, has effected Swedish government bonds. Using an event study, this essay analyzes if quantitative easing has had an impact on the government bonds interest rate and if there’s a statistically significant relation. The government bonds that are included in the study is bonds with maturity of 2, 5, 7, and 10 years . The results show that there is a statistically significant relationship between events of quantitative easing and changes in yields for government bonds. (Less)
Please use this url to cite or link to this publication:
author
Möller, Hannes LU
supervisor
organization
course
NEKH02 20191
year
type
M2 - Bachelor Degree
subject
keywords
Kvantitativa lättnader, Riksbanken, Penningpolitik
language
Swedish
id
8993005
date added to LUP
2019-10-25 09:06:29
date last changed
2019-10-25 09:06:29
@misc{8993005,
  abstract     = {{Since the financial crisis of 2007-2008, unconventional monetary policy methods have been widely used by central banks around the world. In 2015, Sweden initiated a program of quantitative easing with the aim of regaining economic stability. The purpose of this essay is to study how Sweden’s monetary policy with quantitative easing, has effected Swedish government bonds. Using an event study, this essay analyzes if quantitative easing has had an impact on the government bonds interest rate and if there’s a statistically significant relation. The government bonds that are included in the study is bonds with maturity of 2, 5, 7, and 10 years . The results show that there is a statistically significant relationship between events of quantitative easing and changes in yields for government bonds.}},
  author       = {{Möller, Hannes}},
  language     = {{swe}},
  note         = {{Student Paper}},
  title        = {{Effekterna av Riksbankens kvantitativa lättnader på svenska statsobligationer}},
  year         = {{2019}},
}