Sökning: "Flight-to-Quality"

Visar resultat 1 - 5 av 10 uppsatser innehållade ordet Flight-to-Quality.

1. 1. The effect of covid-19 announcement on sustainable investment portfolios : Observation of the flight-to-quality phenomenon

   Magister-uppsats, Jönköping University/Internationella Handelshögskolan

   Författare :Vladislovas Urbonavicius; Iulia Chirita; [2023]
   Nyckelord :Sustainable investment portfolio; ESG; Covid-19; Flight-to-quality; Market Shock; Cryptocurrency; Proof-of-stake; proof-of-work.;

   Sammanfattning : The economic impact of the COVID-19 pandemic is still an ongoing topic, broadly analysed and discussed in many studies. Recent articles state that sustainable assets can offer return volatility resilience during demand shock events and, in some cases, provide higher returns than their unsustainable counterparts. 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 did the financial investment behavior of Swedish retail investors change after the outbreak of COVID-19?

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Jakob Erlandsson; [2021]
   Nyckelord :Financial behavior; COVID-19; Sweden; retail investors; survey.; Business and Economics;

   Sammanfattning : The aim of this thesis is to investigate how the financial investment behavior of retail investors in Sweden has changed after the outbreak of the COVID-19 pandemic. The first part of the method used to investigate this consists of collecting data using a survey that was filled out by investors. LÄS MER

5. 4. Price is What You Pay, Value is What You Get - Dissecting the Quality Anomaly in US Equity Returns

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Filip Düsing; Erik Ivarsson; [2017]
   Nyckelord :Factor Investing; Quality Factor; Quality Screen; Cross Sectional Regression; Conditional Beta Analysis; Selection Bias; Business and Economics;

   Sammanfattning : The purpose of the thesis relates to the Quality anomaly observed in the US equity market, where stocks with Quality characteristics tend to outperform and have higher risk adjusted returns. By dissecting the Quality anomaly, the thesis aims to analyze the drivers of the over performance of Quality and investigate the presence of a systematic Quality premium. LÄS MER

7. 5. Macroeconomic determinants of the time-varying correlation between stock and bond returns: A study of the Swedish market

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

   Författare :Oskar Wilhelmsson; Jakob Mårtensson; [2017]
   Nyckelord :Time-varying correlation; stock-bond correlation; macroeconomic determinants; flight-to-quality; currency value;

   Sammanfattning : This paper investigates how and to what extent realized fundamental macroeconomic factors affect the time-varying correlation between stock and bond returns on the Swedish financial market. We use daily return data of the OMXS30 and Swedish government bonds, and monthly or quarterly data of macroeconomic factors. LÄS MER