Sökning: "Filip Steussloff"

Hittade 1 uppsats innehållade orden Filip Steussloff.

  1. 1. Empirical Analysis of Dependence Structure Between Assets: A Study of the Impact of Infation on Dependence Between Stock Portfolios and Gold

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Tim Baldesten Pajunen; Filip Steussloff; [2023-06-29]
    Nyckelord :Infation;

    Sammanfattning : In this paper, we study the impact of inflation on the dependence and volatilities of gold and stock portfolios constructed by Fama and French. To model the dependence structure, we propose a copula probability model. LÄS MER