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Visar resultat 1 - 5 av 20 uppsatser som matchar ovanstående sökkriterier.

  1. 1. Beyond the Crisis: A Safe Haven Analysis : Empirical Insights into the Divergence of Gold and Bonds for Portfolio Hedging

    Kandidat-uppsats, Umeå universitet/Företagsekonomi

    Författare :Anthony Baugi; Eugene Zhang; [2024]
    Nyckelord :Gold; Bonds; Safe Haven; Hedging; US Treasury; Volatility; Covid; Portfolio Theory; Asset Dynamics; Fiscal Policy; Monetary Policy; Financial Crisis; Asset Management; Risk Management; Portfolio Risk;

    Sammanfattning : 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

  3. 2. Dancing in the dark: A study over SPAC performance

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

    Författare :Jonathan Elofsson; Oliver Lönnberg; [2022]
    Nyckelord :SPACs; SPAC period returns; Default-free investments; Underwriter ranking; United States;

    Sammanfattning : This paper aims to examine what factors that determine default-free SPAC period returns and explore why the popularity of SPACs has drastically increased in recent years. This is done using a dataset of 345 SPACs listed on the New York Stock Exchange and the NASDAQ. LÄS MER

  4. 3. Vart är kronan på väg? : Utmaningen med växelkursprognoser - en jämförelse av prognosmodeller

    Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Magnus Dahlberg; Gombrii Anders; [2021]
    Nyckelord :Vector Autoregression; Vector Error Correction; Forecasting; Random Walk; Exchange Rate; VAR-modell; VEC-modell; Prognos; Slumpvandring; Växelkurs;

    Sammanfattning : Riksbanken har under senaste åren blivit kritiserade för deras bristande prognoser av svenska valutakurser. I denna uppsats undersöks det om slumpvandring (RW) är den mest framgångsrika prognosmodellen eller om alternativa ekonometriska prognosmodeller (AR, VAR och VECM) kan estimera framtida växelkurser mer korrekt på kort sikt, ett kvartal fram, och medellång sikt, fyra kvartal fram. LÄS MER

  5. 4. The Rise of Cryptocurrencies as an Investment Hedge. The Shift from Traditional Investment Hedges: Can Cryptocurrencies Replace Bonds as an Investment Hedge?

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Nichawan Thamrongsak; Mia Varis; [2021]
    Nyckelord :Cryptocurrency; Hedging; DCC-GARCH; US Treasury Yields; S P 500; MSCI World Index; Business and Economics;

    Sammanfattning : This thesis uses a dynamic conditional correlation (DCC) model to investigate the correlation between major cryptocurrencies, US government bonds and the S&P 500 and MSCI World indices in order to establish the hedge, safe haven and diversifier properties of cryptocurrencies. While US Treasuries have exhibited negative correlation and hedging properties against equity risk for decades, recent extreme market conditions have caused investors to look for alternative asset classes for hedging. LÄS MER

  7. 5. Interest Risk Factors and Stock Returns of US Banks: The Effects of Size and Financial Crisis

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

    Författare :Guo Ma; Bing Fu; [2020]
    Nyckelord :Interest risk; Bank stock returns; Size effects; Financial crisis; Income structure;

    Sammanfattning : We find that the effects of interest risk factors on US banks' stock returns are affected by banks' size, measured by market equity values, and income structures, measured by the ratios of interest income and interest expense. The effects of interest risk factors have changed after 2008 financial crisis. LÄS MER