Sökning: "Safe haven assets"
Visar resultat 11 - 15 av 21 uppsatser innehållade orden Safe haven assets.
11. Green Finance and its Relation to Asset Classes : Analyzing the dependency structure with a DCC-GARCH and a cross-quantilogram approach
Master-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakultetenSammanfattning : In this master thesis, we present the first empirical study that investigates the correlation- and dependence structure of green finance with major asset classes such as cryptocurrency, commodities, equity and currency on a global level. Over the years, green finance and sustainability questions have become more and more central in the literature. LÄS MER
12. Bitcoin vs Gold, The Hedge Game - Volatility and Portfolio Analysis of Bitcoin and Gold during Market Distress
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : Over the recent years the interest in cryptocurrencies and Bitcoin has increased significantly. The price of Bitcoin has gone up substantially since the end of 2020 and more individual and institutional investors are incorporating Bitcoin to their portfolio. LÄS MER
13. Bitcoin is not the New Gold: Evidence from the Covid-19 Pandemic
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : The recent market turmoil, caused by the Covid-19 pandemic, has negatively influenced the financial markets all over the world. Therefore, the search for safe haven assets by investors is of great importance. In this area of research, gold has for a long time been considered to be the traditional safe haven asset. LÄS MER
14. Bitcoins roll i en aktieportfölj på svenska marknaden : – Hur det påverkar risk och avkastning
Kandidat-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakultetenSammanfattning : Bitcoin is an asset that demonstrated a high increase in price since it was launched in 2009, meanwhile it has been a very volatile and risky asset. Previous research has indicated that an allocation of bitcoin in investor’s portfolio could increase return as well as risk adjusted return. LÄS MER
15. Gold - A Safe Haven : A quantitative research of gold and its role as a safe haven in Sweden
Kandidat-uppsats, Södertörns högskola/NationalekonomiSammanfattning : During stormy weathers ships searched for safe havens to stay until the storm had subsided. In much similarity to these ships, investors on the financial markets search for safe assets when the markets start to shake. What could be considered a safe asset seems to be a never-ending discussion but many points out gold as one. LÄS MER