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Effects of Policy Rate Changes on Swedish Real Estate Companies: A quantitative study on the impact of changes in the policy rate on real estate companies from a financial perspective
Jönköping University, Jönköping International Business School.
Jönköping University, Jönköping International Business School.
2024 (English)Independent thesis Advanced level (degree of Master (One Year)), 240 HE creditsStudent thesis
Abstract [en]

This thesis analyzes how changes in Riksbank's policy rates affect Swedish real estatecompanies' financial health and market value from 2021 to 2023. This study looks at howthese rate changes impact important financial numbers like the Net Debt/EBITDA ratio,interest coverage ratios, and stock prices. The data used includes quarterly reports from realestate companies and historical stock prices from Yahoo Finance. The study is based ontheories about market efficiency and capital structure. The method used is a quantitativeanalysis with event studies and regression models to evaluate financial indicators and stockprice reactions. Previous research has shown that policy rate changes can greatly affectfinancial markets and companies. This thesis finds that higher policy rates put more financialpressure on real estate companies, leading to lower interest coverage ratios and higher debtlevels. Also, stock prices tend to drop after rate hikes, reflecting concerns about higherborrowing costs and lower profits. These findings are important for understanding howmonetary policy affects sectors that rely heavily on debt. Policymakers and investors need toconsider these effects when dealing with interest rates.  

Place, publisher, year, edition, pages
2024. , p. 97
Keywords [en]
Policy rate, interest rate, real estate, event study, regression
National Category
Business Administration
Identifiers
URN: urn:nbn:se:hj:diva-64253OAI: oai:DiVA.org:hj-64253DiVA, id: diva2:1859145
Subject / course
JIBS, Business Administration
Supervisors
Examiners
Available from: 2024-06-17 Created: 2024-05-21 Last updated: 2024-06-17Bibliographically approved

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