Sökning: "Inflation-Linked Bonds"

Visar resultat 1 - 5 av 7 uppsatser innehållade orden Inflation-Linked Bonds.

  1. 1. Inflation risk revisited : The hedging properties of major asset classes

    Magister-uppsats, Karlstads universitet/Handelshögskolan (from 2013)

    Författare :Andreas Berdén; Hilding Larsson; [2023]
    Nyckelord :Inflation; unexpected inflation; inflation hedge; inflation-linked bonds; TIPS; treasury bills; stocks; bonds; real estate; gold; Inflation; oväntad inflation; inflationsskydd; inflationskopplade obligationer; statsskuldväxlar; aktier; obligationer; fastigheter; guld;

    Sammanfattning : This paper is in large parts an update to a paper by Bekaert and Wang from 2010 called Inflation risk and the inflation risk premium. Its purpose is to find insights into the inflation hedging properties of the major asset classes. LÄS MER

  3. 2. Optimizing the Nuclear Waste Fund's Profit

    Kandidat-uppsats, Stockholms universitet/Företagsekonomiska institutionen

    Författare :Zakaria Kazi-tani; André Ramirez Alvarez; [2018]
    Nyckelord :Nuclear Waste Fund; optimization; the Markowitz portfolio theory; strategic asset allocation; tactical asset allocation; polynomial regression; bonds; disposal; Kärnavfallsfonden; nuclear waste; the Legal; Financial and Administrative Services Agency; MATLAB;

    Sammanfattning : The Nuclear Waste Fund constitutes a financial system that finances future costs of the management of spent nuclear fuel as well as decommissioning of nuclear power plants. The fund invests its capital under strict rules which are stipulated in the investment policy established by the board. LÄS MER

  4. 3. Inflation Risk Premium in the Swedish Bond Market

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

    Författare :Viktor Berggren; Domantas Lubys; [2016]
    Nyckelord :inflation risk premium; liquidity risk premium; expected inflation; inflation-linked bonds;

    Sammanfattning : The purpose of this study is to investigate the dynamics of the inflation risk premium in the Swedish bond market using nominal and inflation-linked bond yields. We apply a no-arbitrage method extracting real yields from nominal and inflation-linked yields taking the three-month indexation lag inherent in Swedish bond yields into account. LÄS MER

  5. 4. Estimation of a Liquidity Premium for Swedish Inflation Linked Bonds

    Master-uppsats, KTH/Matematisk statistik

    Författare :Magnus Bergroth; Anders Carlsson; [2014]
    Nyckelord :Inflation linked yields; State space model; Kalman filter; Maximum likelihood estimation;

    Sammanfattning : It is well known that the inflation linked breakeven inflation, defined as the difference between a nominal yield and an inflation linked yield, sometimes is used as an approximation of the market’s inflation expectation. D’Amico et al. (2009, [5]) show that this is a poor approximation for the US market. LÄS MER

  7. 5. Inflation och Investeringar med Särskilt Fokus på Realränteobligationer

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Ozan Demir; Ola Bernhardtz; [2013-05-13]
    Nyckelord :Inflations risk; Portfolio allocation; Infaltion-linked bonds;

    Sammanfattning : Title: Inflation and Investments, with Focus on Inflation-linked Bonds. Investors face many types of risks when allocating assets in a portfolio, e.g. volatility and inflation risk. LÄS MER