Sökning: "Treasuries"

Visar resultat 1 - 5 av 7 uppsatser innehållade ordet Treasuries.

  1. 1. An investigation of Sustainable Assets, Equitiesand the Bond market during the Globalpandemic, COVID-19

    Kandidat-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Författare :Vincent Rahm; Frej de la Rosa; [2022]
    Nyckelord :Conventional bonds; COVID-19; DCC-GARCH; ESG; Green bond; S P500; Portfolio optimization; volatility; MSCI; Sustainable investments; US 10yr; Treasuries; Equities;

    Sammanfattning : ESG investing has been a hot topic during several years and there have been numerousstudies examining the relationship between sustainable assets and non-sustainable assetsincluding green bonds, social bonds, environmental bonds, ESG-bonds and ESG indices;conventional bonds, S&P 500, common stocks and non-ESG indices. During negative marketshocks several ESG stocks and indices have been shown to outperform common stocks andindices. LÄS MER

  3. 2. The Rise of Cryptocurrencies as an Investment Hedge. The Shift from Traditional Investment Hedges: Can Cryptocurrencies Replace Bonds as an Investment Hedge?

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Nichawan Thamrongsak; Mia Varis; [2021]
    Nyckelord :Cryptocurrency; Hedging; DCC-GARCH; US Treasury Yields; S P 500; MSCI World Index; Business and Economics;

    Sammanfattning : This thesis uses a dynamic conditional correlation (DCC) model to investigate the correlation between major cryptocurrencies, US government bonds and the S&P 500 and MSCI World indices in order to establish the hedge, safe haven and diversifier properties of cryptocurrencies. While US Treasuries have exhibited negative correlation and hedging properties against equity risk for decades, recent extreme market conditions have caused investors to look for alternative asset classes for hedging. LÄS MER

  4. 3. Swedish Banks' Reactions to the Negative Repo Rate

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Författare :Alexandra Bjärrenholt; Konsta Lövgren; [2016]
    Nyckelord :negative repo rate; Swedish universal banks; borrowing from the public; asset management of interest rate products; lending to the public;

    Sammanfattning : The negative repo rate is a fairly new phenomenon in the Swedish economy, and it affects the operations of Swedish universal banks through an impact on different interest rates. The goal of the study was to identify and explain the main reactions of the four largest and most influential Swedish universal banks to the effects caused by the negative repo rate. LÄS MER

  5. 4. Corporate Currency Hedging through the Use of Derivatives An analysis on its effects and determinants on a European sample

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

    Författare :Marco Cazzola; Ioannis Ntarlantanis; [2016]
    Nyckelord :Corporate Risk Management; Foreign Exchange Exposure; Derivatives;

    Sammanfattning : According to financial theory, corporate hedging increases shareholders' value in presence of imperfect capital markets. Empirical results backing this hypothesis have always been contradictory, showing different results depending on which kind of companies, industries, countries were analyzed and which proxy variables were deployed to assess this relationship. LÄS MER

  7. 5. Citizens United : - en strid mellan yttrandefrihet och politisk jämlikhet?

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för statsvetenskap (ST)

    Författare :Daniel Clément; [2015]
    Nyckelord :The Difference Principle; the Veil of Ignorance; Citizens United; Supreme Court; Super PACs; 501 c 4 ; SpeechNow.org;

    Sammanfattning : Modern democracies rest on a foundation of values essential to their prosperity. Two of those values are freedom of speech and political equality. To many, these values appear to coexist effortlessly. However, what this thesis aims to expose are some of the problems that quickly arise when attempts to interpret the values fail. LÄS MER