Sökning: "Bond-Stock Correlation"
Hittade 2 uppsatser innehållade orden Bond-Stock Correlation.
1. In the Core of the Storm: Revisiting Inflation Hedging Properties Within and Across Asset Classes
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : The recent surge in inflation has reignited discussions on hedging inflation risks, forming the focal point of this study. In our paper we consider conventional asset classes from 1968 to 2023 as well as alternative assets from 2020 to 2023 and find that no asset class provides a statistically significant hedge against core inflation shocks, while commodities and currencies can hedge headline and energy inflation risk. LÄS MER
2. The Correlation Between Treasury Securities and the Stock Market: A Study of Explanatory Variables
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : The purpose of the thesis is to retrieve the correlation between treasury securities of different maturities and the stock market and find significant variables to explain this relationship. Correlation time series were retrieved and used as dependent variables in a multivariate regression in order to find significant explanatory variables. LÄS MER