Sökning: "Gold diversifier"
Visar resultat 1 - 5 av 8 uppsatser innehållade orden Gold diversifier.
1. Safe Haven Assets During the COVID-19 Pandemic : a study of safe haven aspects of gold and Bitcoin in U.S. financial markets
Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)Sammanfattning : This paper explores the possibility of gold and Bitcoin acting as safe haven investments during the Corona pandemic. To answer the research question the authors use OLS-, GARCH-, and TGARCH-models. The S&P 500 stock- and S&P U.S. LÄS MER
2. Gold – a hedge, safe haven or a diversifier - A comparison between the Swedish and the American financial market
Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistikSammanfattning : The purpose of this study is to investigate the role of gold as a financial asset and comparing the result between the American and the Swedish financial market. Using time series data for monthly and daily returns of S&P500, OMXS30, American 10-year bonds, Swedish 10-year bonds, oil and gold this study analyzes if gold has been a hedge, safe have or a diversifier for Swedish and American stocks and bonds the last 20 years. LÄS MER
3. Dependence Structures between Commodity Futures and Corresponding Producer Indices across Varying Market Conditions : A cross-quantilogram approach
Master-uppsats, Linköpings universitet/NationalekonomiSammanfattning : This thesis examines the dependence structures between commodity futures and corresponding commodity producer equity indices in bearish, bullish and normal market conditions. We study commodity futures and producer indices in the energy, precious metals, gold and agriculture commodity markets using daily return data that ranges from 16 December 2005 to 28 June 2019. LÄS MER
4. Så glimrande var aldrig guldet : Kvantitativ undersökning om guldets värde bevaras eller ökar vid börsnedgång i Sverige under covid-19
Kandidat-uppsats, Södertörns högskola/NationalekonomiSammanfattning : When the financial markets start to shake investors start looking for a safe asset for protection. When people talk about a safe asset, they for the most part refer to gold. But is that really the case? There are few studies about gold as a safe haven however they do not concern the Swedish financial market. LÄS MER
5. The Role of Gold in an Investment Portfolio : An empirical study on diversification benefits of gold from the perspective of Swedish investors
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/FöretagsekonomiSammanfattning : Human interaction with gold can be traced far back in history, and throughout history, the metal has been both worshipped and fought for. People almost intuitively place a high value on this yellow metal and gold has always had a special place in the human heart. LÄS MER