Sökning: "dynamic volatility"
Visar resultat 1 - 5 av 59 uppsatser innehållade orden dynamic volatility.
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. Svenska privatpersoners investeringsbeteende: Kryptomarknaden : En kvantitativ studie om hur svenska privatpersoner investerar i kryptovalutor
Magister-uppsats, Högskolan i Halmstad/Akademin för företagande, innovation och hållbarhetSammanfattning : Titel: Svenska privatpersoners investeringsbeteende: Kryptomarknaden - En kvantitativ studie om hur svenska privatpersoner investerar i kryptovalutor Bakgrund: Kryptomarknaden har på senare år blivit alltmer populär och visat på en stark tillväxt. Trots detta förblir den en oförutsägbar och riskfylld marknad för investeringar. LÄS MER
3. LIBOR: The end of an error
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : LIBOR has been the dominant benchmark rate in the American market for pricing financial instruments. In 2012, the manipulation of LIBOR rates was uncovered, necessitating a change. SOFR was introduced as an alternative reference rate to replace LIBOR as the standard for pricing financial instruments. LÄS MER
4. Exchange Rate and Equity Market Dependence under Shifts in Volatility Expectations
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : Exchange rate movements have important implications for both policy makers and investors, as they can have large effects on the real economy and the return on investments. Lately, their relation to capital flows have attracted growing interest due to the failure of macroeconomic fundamentals to explain them. LÄS MER
5. Biobased iron pellet production : Assessment of the availability and sustainability of biomass as fuel for iron ore pellet production in LKAB
Master-uppsats, Mittuniversitetet/Institutionen för naturvetenskap, design och hållbar utveckling (2023-)Sammanfattning : Iron production accounts for substantial shares of global coal use and GHG emissions. LKAB is Europe’s largest iron company and Sweden’s fourth-largest emitter of GHGs. To reduce its emissions, LKAB might implement biomass in iron ore pelletisation. LÄS MER