Sökning: "flight-to- safety"

Hittade 4 uppsatser innehållade orden flight-to- safety.

1. 1. Run to the -sustainable- hills? An exploration of ESG fund flows in the US market in response to Flight-To-Safety periods

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Jonathan Rolon Acevedo; [2022]
   Nyckelord :Sustainable Finance; Fund Flows; Flight-To-Safety; Safe Haven Assets; ESG; VIX; Business and Economics;

   Sammanfattning : Funds flowing into Environmental, Social, and Governance (ESG), Non-ESG, and Precious Metal funds (as a proxy to a safe haven asset) are analyzed for 440 such funds in the United States during Flight-To-Safety (FTS) episodes to determine if investors perceive safe-haven-like properties in ESG funds by shifting funds into this group. FTS episodes represent brief rotations of funds into safer assets to preserve capital during burst of market volatility. LÄS MER

3. 2. Flight to Quality:Påverkar räntaninvesterares reallokeringav kapital? : En kvantitativ studie om förflyttningen av kapital från aktier till obligationer i Sverige under de senaste 30 åren och räntans påverkan.

   Magister-uppsats, Linköpings universitet/Institutionen för ekonomisk och industriell utveckling; Linköpings universitet/Filosofiska fakulteten

   Författare :Eric Salerud; Elias Löfgren; [2022]
   Nyckelord :Flight to Quality; FTQ; Correlation; Financial Crises; Efficient Market Hypothesis; EMH; Behavioral Finance; Flight to Safety; FTS; Asset allocation; Modern Portfolio Theory; Determinants; Flight to Quality; FTQ; Korrelation; Finansiella kriser; Effektiva marknadshypotesen; Beteendefinans; Flight to Safety; FTS; Tillgångsallokering; Modern portföljteori; Determinanter;

   Sammanfattning : Bakgrund: Kapital på börsen förflyttas fram och tillbaka mellan olika tillgångar, vilket ären naturlig del av diversifieringen i portföljer. När osäkerheten ökar i marknaden väljerinvesterare normalt att förflytta kapital från aktier till säkrare tillgångar som exempelvisobligationer, vilket beskrivs som Flight to Quality (FTQ). LÄS MER

4. 3. How Good Are Analysts at Handling Crisis? - A Study of Analyst Recommendations on the Nordic Stock Exchanges during the Great Recession

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

   Författare :Erika Madebrink; Camilla Sahlin; [2014]
   Nyckelord :analyst recommendations; analyst performance; the Great Recession; flight-to- safety;

   Sammanfattning : The purpose of this thesis is to gain better understanding of the value of analyst recommendations. We show, by studying analyst consensus recommendations on four Nordic stock exchanges that during the Great Recession analysts' ability to generate profitable stock recommendations declined. LÄS MER

5. 4. Examining exchange rate return factors before and after the Lehman bankruptcy

   Magister-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Författare :Roderick Nilsson; Philip Thureborn; [2013-06-14]
   Nyckelord :;

   Sammanfattning : This thesis examines exchange rate return factors of holding USD before and after Lehman Brothers Bankruptcy on September 15th 2008, by analysing the relationship with multiple regressions and correlation to trace any significant influence by applying the framework provided by the Arbitrage Pricing Theory, spearheaded by Chen, Roll and Ross, 1986. Thus, regressions on the exchange rate return were computed on the historical macroeconomic data. LÄS MER