Sökning: "Safe haven assets"
Visar resultat 1 - 5 av 21 uppsatser innehållade orden Safe haven assets.
1. Beyond the Crisis: A Safe Haven Analysis : Empirical Insights into the Divergence of Gold and Bonds for Portfolio Hedging
Kandidat-uppsats, Umeå universitet/FöretagsekonomiSammanfattning : Purpose: This thesis investigates the relationship concerning traditional safe haven assets, gold and US 10-year treasury bonds during periods of market instability, specifically during the economic concerns raised by the COVID-19 pandemic. It assesses the hedging and safe haven properties of these assets and their dynamic nature throughout two periods of unconventional monetary and fiscal policy measures by the Federal Reserve & US Congress respectively. LÄS MER
2. Empirical Analysis of Dependence Structure Between Assets: A Study of the Impact of Infation on Dependence Between Stock Portfolios and Gold
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : 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. LÄS MER
3. Bitcoin - is it worth our dime? Bitcoin's effect on portfolio returns and its properties in a Swedish setting.
Kandidat-uppsats,Sammanfattning : Bitcoin made its way into the consciousness of investors and the general public around 2015. Growing in popularity from there and inspiring the creation of many other crypto currencies along the way, it has been subject to several hypes and sharp declines since. LÄS MER
4. Hellre en trygg hamn än ett stormigt hav : En kvantitativ studie om safe havens på den svenska aktiemarknaden under perioder av kris
Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionenSammanfattning : Denna studie undersöker fem olika tillgångar under tre olika kriser för att se vilka tillgångar som kan definieras som en safe haven på den svenska aktiemarknaden. Tillgångarna som undersöks är guld, 10-årig statsobligation, japansk yen, schweizisk franc och amerikansk dollar. LÄS MER
5. Run to the -sustainable- hills? An exploration of ESG fund flows in the US market in response to Flight-To-Safety periods
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : Funds flowing into Environmental, Social, and Governance (ESG), Non-ESG, and Precious Metal funds (as a proxy to a safe haven asset) are analyzed for 440 such funds in the United States during Flight-To-Safety (FTS) episodes to determine if investors perceive safe-haven-like properties in ESG funds by shifting funds into this group. FTS episodes represent brief rotations of funds into safer assets to preserve capital during burst of market volatility. LÄS MER