Sökning: "Gold safe-haven"

Visar resultat 1 - 5 av 25 uppsatser innehållade orden Gold safe-haven.

  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

  3. 2. 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

  4. 3. Bitcoin - is it worth our dime? Bitcoin's effect on portfolio returns and its properties in a Swedish setting.

    Kandidat-uppsats,

    Författare :Max Bernhardtz; Joakim Eriksson; [2022-07-04]
    Nyckelord :;

    Sammanfattning : Bitcoin made its way into the consciousness of investors and the general public around 2015. Growing in popularity from there and inspiring the creation of many other crypto currencies along the way, it has been subject to several hypes and sharp declines since. LÄS MER

  5. 4. Hellre en trygg hamn än ett stormigt hav : En kvantitativ studie om safe havens på den svenska aktiemarknaden under perioder av kris

    Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Patricia Johansson; Jonathan Wessman; [2022]
    Nyckelord :Business economics; financial economics; safe haven; risk; crisis; Företagsekonomi; finansiell ekonomi; safe haven; risk; kris;

    Sammanfattning : Denna studie undersöker fem olika tillgångar under tre olika kriser för att se vilka tillgångar som kan definieras som en safe haven på den svenska aktiemarknaden. Tillgångarna som undersöks är guld, 10-årig statsobligation, japansk yen, schweizisk franc och amerikansk dollar. LÄS MER

  7. 5. Investing in Bitcoin and Ethereum during stock market turmoil - a Swedish Perspective. : A study on the hedging, safe-haven, and diversification characteristics of Bitcoin, Ethereum and Gold against the OMX30 during the COVID-19 crisis and Russian invasion of Ukraine.

    Magister-uppsats, Jönköping University/IHH, Företagsekonomi

    Författare :Erik Larsson; Lukas Johansson; [2022]
    Nyckelord :DCC-GARCH; Bitcoin; Ethereum; Gold; Safe-Haven; Hedging; Diversification; COVID-19; Russia; Ukraine;

    Sammanfattning : The world has faced tumultuous times in recent years with the COVID-19 pandemic as well as the Russian invasion of Ukraine causing the stock market to be unusually volatile. During such times investors tend to flee to alternative investment opportunities that are uncorrelated or negatively correlated with the stock market, called safe-haven assets. LÄS MER