Sökning: "Safe haven assets"

Visar resultat 16 - 20 av 21 uppsatser innehållade orden Safe haven assets.

1. 16. Information Diffusion and Safe Havens : Multi-scale Network Dynamics in the Biotech Markets

   Master-uppsats, Linköpings universitet/Nationalekonomi

   Författare :Lovisa Youssef; Tijana Zelic; [2019]
   Nyckelord :biotech; time-frequency dynamics; connectedness; spillover; systematic risk; safe haven;

   Sammanfattning : This paper analyzes the return connectedness between the biotechnology sector and other financial assets for 1 January 2000 to 31 December 2018, using an empirical approach from both time- and frequency-domain. The results reveal that the connectedness between the biotechnology sector and other financial assets are decreasing with time, entailing high diversification opportunities in the long-run. LÄS MER

3. 17. DOES BITCOIN MAKE SWEDES SHARP(E)? An empirical study of the effect on riskadjusted return when including Bitcoin in the average Swedish investor´s portfolio

   Kandidat-uppsats,

   Författare :Sandra Hernvall; Kent Oskar Härnestav; [2018-07-05]
   Nyckelord :Bitcoin; Cryptocurrency; Portfolio Optimization; Hedge; Safe Haven; Diversification; Sharpe Ratio;

   Sammanfattning : Globalization causes domestic markets to become increasingly correlated, making it harder for investors to find instruments for diversification. Bitcoin is a cryptocurrency that has shown spectacular returns and drawn great attention during the past two years. LÄS MER

4. 18. Safe Haven Assets - A long-term and short-term analysis of commodities, currencies and bonds

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Daniel Hniopek; Ilya Kiselev; [2015]
   Nyckelord :Safe Haven Assets; VAR-GARCH; Stock Market Shocks; Contractions; Bear Markets;

   Sammanfattning : This paper examines a broad range of assets including commodities, currencies and bonds, to test whether they could be classified as safe haven assets, that is, assets which are uncorrelated or negatively correlated with stocks during crisis periods. Using two different methodologies - a VAR-GARCH study focusing on the correlation between the tested assets and stocks, and a negative shock analysis focusing on the performance before and after shocks to the stock market - we find evidence of potential safe haven assets in all tested asset classes. LÄS MER

5. 19. Foreign direct investments into French real estate

   Master-uppsats, KTH/Fastigheter och byggande

   Författare :Arthur BRIZARD; [2013]
   Nyckelord :FDI; real estate; corporate; France;

   Sammanfattning : The purpose of this thesis is to draw the global trend of Foreign Direct Investments (FDI) in the French real estate market since 2008 and to understand foreign investors’ behavior and the incentives which urge them to invest in French property market. This study relies on the numerous yearly reports released by consulting and real estate companies and gives an overview of FDI since 2008. LÄS MER

7. 20. Perceptual Safe Havens - A study of Gold, Oil, Palladium, Wheat, Bonds, USD, and Stocks

   Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Oscar Lindahl; Erik Krondahl; [2012]
   Nyckelord :Safe Haven; Black Swan; Financial Turmoil; Hedge; Crises Characteristics; Business and Economics;

   Sammanfattning : The purpose of this paper is to examine how assets that are normally viewed as safe havens act in time of market distress, and how different type of crisis affect different assets.... LÄS MER