Sökning: "Safe haven assets"

Visar resultat 6 - 10 av 21 uppsatser innehållade orden Safe haven assets.

  1. 6. Investing in Bitcoin and Ethereum during stock market turmoil - a Swedish Perspective. : A study on the hedging, safe-haven, and diversification characteristics of Bitcoin, Ethereum and Gold against the OMX30 during the COVID-19 crisis and Russian invasion of Ukraine.

    Magister-uppsats, Jönköping University/IHH, Företagsekonomi

    Författare :Erik Larsson; Lukas Johansson; [2022]
    Nyckelord :DCC-GARCH; Bitcoin; Ethereum; Gold; Safe-Haven; Hedging; Diversification; COVID-19; Russia; Ukraine;

    Sammanfattning : The world has faced tumultuous times in recent years with the COVID-19 pandemic as well as the Russian invasion of Ukraine causing the stock market to be unusually volatile. During such times investors tend to flee to alternative investment opportunities that are uncorrelated or negatively correlated with the stock market, called safe-haven assets. LÄS MER

  3. 7. Hantering av svenska investerares valutarisk i amerikanska tillgångar : Hur svansrisken i en amerikansk aktie och obligationsportfölj denominerad i SEK påverkas av en optimal valutahedge

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Ivar Hedrén; Henrik Käller Åkesson; [2022]
    Nyckelord :CVaR; tail risk; foreign exchange risk; USD:SEK; hedging; covariation; CVaR; svansrisk; valutarisk; USD:SEK; hedging; samvariation;

    Sammanfattning : För investerare vars portföljer utgörs av internationella investeringar är det i synnerhet viktigt att begrunda beroendestrukturen mellan internationella investeringar och valutakurser. Detta på grund av den valutarisk som investeraren exponerar sig mot utöver de internationella tillgångarnas inneboende risk. LÄS MER

  4. 8. The search for safe haven assets in the time of a global pandemic

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Katja Rasic; [2022]
    Nyckelord :Volatility spillover; diagonal BEKK-GARCH; global pandemic; safe haven; Business and Economics;

    Sammanfattning : The global pandemic has initially negatively influenced the financial markets all over the world. As a consequence, the volatility in the stock markets increased and investors have experienced great monetary losses. LÄS MER

  5. 9. Establishing the nature of Bitcoin : A DCC-GARCH analysis

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :Amanda Ekstrand; Mateusz Musial; [2022]
    Nyckelord :;

    Sammanfattning : Since its start in 2008 up until the date of this study, Bitcoin has steadily gained considerablyin popularity. However, the digital cryptocurrency still seems to be surrounded by asubstantial amount of mystery as to whether it deserves a spot in anyone's portfolio. LÄS MER

  7. 10. Safe Haven Assets During the COVID-19 Pandemic : a study of safe haven aspects of gold and Bitcoin in U.S. financial markets

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Författare :Erik Melin; Albert Pettersson; [2022]
    Nyckelord :TGARCH; GARCH; ARCH-LM; COVID-19; Gold; Bitcoin; Safe Haven; Hedge; Diversifier;

    Sammanfattning : This paper explores the possibility of gold and Bitcoin acting as safe haven investments during the Corona pandemic. To answer the research question the authors use OLS-, GARCH-, and TGARCH-models. The S&P 500 stock- and S&P U.S. LÄS MER