Blar i Handelshøyskolen BI på emneord "VDP::Economics: 212"

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    • Asset Returns, News Topics, and Media Effects 

      Larsen, Vegard Høghaug; Thorsrud, Leif Anders (Peer reviewed; Journal article, 2021)
      We decompose the textual data in a daily Norwegian business newspaper into news topics and investigate their predictive and causal role for asset prices. Our findings suggest that news published through the mass media has ...

    • Covered Interest Parity Arbitrage 

      Rime, Dagfinn; Schrimpf, Andreas; Syrstad, Olav (Peer reviewed; Journal article, 2022)
      To understand deviations from covered interest parity (CIP), it is crucial to account for heterogeneity in funding costs across both banks and currency areas. For most market participants, the no-arbitrage relation holds ...

    • The Impact of U.S. Supply Shocks on the Global Oil Price 

      Gundersen, Thomas Størdal (Peer reviewed; Journal article, 2020)
      I examine the role of the U.S. shale oil boom in driving global oil prices. Using a structural vector autoregressive (SVAR) model that identifies separate oil supply shocks for the U.S. and OPEC, I find that U.S. supply ...

    • Market-specific Sunk Export Costs: The Impact of Learning and Spillovers 

      Maurseth, Per Botolf; Medin, Hege (Journal article; Peer reviewed, 2017)
      Firms may face sunk costs when entering an export market. Previous studies have focused on global or country-specific sunk export costs. This study analyses the importance of market-specific sunk export costs (defining ...

    • Where do they care? The ECB in the media and inflation expectations 

      Larsen, Vegard Høghaug; Maffei-Faccioli, Nicolo; Pagenhardt, Laura (Journal article; Peer reviewed, 2023)
      This paper examines how news coverage of the European Central Bank (ECB) affects consumer inflation expectations in the four largest euro area countries. Utilizing a unique dataset of multilingual European news articles, ...