Sökning: "Asset Dynamics"

Visar resultat 1 - 5 av 59 uppsatser innehållade orden Asset Dynamics.

  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

  2. 2. Exploring the Influence of Firm Size on Leverage Evidence from OMX Stockholm Small Cap


    Författare :Albin Claesson; Jonathan Hernandez; [2023-07-06]
    Nyckelord :Firm size; Capital Structure; Leverage; Constraints; Crisis;

    Sammanfattning : This study examines the relationship between leverage and firm size for a sample of 83 firms listed on OMX Stockholm Small Cap between 2018 and 2022. Additionally, it explores the impact of the Covid-19 crisis on this relationship through quarters experiencing negative GDP growth. LÄS MER

  3. 3. Correlation and causality between the S&P 500 and Bitcoin: A comparative study before and during the COVID-19 pandemic

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

    Författare :Jalmar Andersson; Kevin Fankl; [2023-06-29]
    Nyckelord :S P 500; Bitcoin; Cryptocurrency; Pearson s correlation coefficient; Granger causality test; Covid-19; Stock market;

    Sammanfattning : This undergraduate dissertation examines the correlation and causality between the S&P 500 and Bitcoin, both prior to and amidst the COVID-19 pandemic. The objective of this research is to offer novel perspectives on the interaction between these two financial instruments during the unprecedented economic instability triggered by the pandemic and to assess how their association has evolved throughout this time. LÄS MER

  4. 4. Impact of Inflation on Return and Pricing of Swedish Bank Stocks : A Fama-French Analysis on Monthly Stock Returns and Pricing of Handelsbanken, Swedbank, SEB and Nordea

    Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Carl Westerberg; Elvin Rolder; [2023]
    Nyckelord :Asset Pricing Theory; CAPM; Carhart; Fama-French; Fama-Macbeth; Inflation; NII;

    Sammanfattning : This study explores the influence of inflation on the monthly total stock returns and stock pricing of Swedish banks. The research question is systematically examined througha cross sectional and time series analysis, utilizing Fama-French, Carhart, and Fama-Macbeth metodologies. LÄS MER

  5. 5. What Are They Seeking Next?

    Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Lina Johansson; Mária Markhed Maxe; Emma Iversén; [2023]
    Nyckelord :foreign expansion; Foreign Direct Investment FDI ; intrinsic motives for FDI; natural resource-seeking; market-seeking; efficiency-seeking; strategic asset-seeking; experiential knowledge; market-specific knowledge; firm-specific knowledge; Business and Economics;

    Sammanfattning : This thesis investigates the dynamics between firms’ shifting motives for engaging in foreign direct investments (FDIs) and the experiential knowledge acquired from increased experience and establishment in foreign markets. An embedded case study was performed on the multinational company Duni Group, drawing upon insights from semi-structured interviews with representatives from the case company. LÄS MER