Sökning: "asymmetric shock"

Visar resultat 1 - 5 av 12 uppsatser innehållade orden asymmetric shock.

  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. Asymmetrisk volatilitet - hur påvisas det i aktiemarknadens olika sektorer? : En sektorjämförelse mellan åren 2012–2022

    Magister-uppsats, Linköpings universitet/Institutionen för ekonomisk och industriell utveckling

    Författare :Linus Alentun; Patrik Egléus; [2022]
    Nyckelord :volatilitet; marknad; aktier;

    Sammanfattning : Abstract Title: Asymmetric volatility – how is it demonstrated in the various sectors of the stock market? Authors: Linus Alentun and Patrik Egléus Supervisor: Katarina Eriksson Background: Asymmetric volatility is a phenomenon that can occur in various financial assets. This can be defined by the fact that volatility and lagged return have a negative correlation in the stock market. LÄS MER

  4. 3. M&A during a pandemic – Alterations of processes A case study on a Swedish strategic serial acquirer in the tech industry

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Vanja Amin; Anton vom Hofe; [2021-06-24]
    Nyckelord :M A; process alterations; Covid-19; external shocks; asymmetric information;

    Sammanfattning : Through a single case study, we expand on pre-existing M&A research by examining how M&A processes have been affected by the increased information asymmetry as a result of the Covid-19 pandemic and what implications it will have on these processes going forward. By conducting a case study on a strategic serial acquirer in the technology industry, this thesis shed light on how firms within this industry react towards such a market shock and alter processes in order to adapt to the new circumstances. LÄS MER

  5. 4. Regional riskdelning genom skatter och överföringar : En kvantitativ studie av det svenska skattesystemet

    Magister-uppsats, Karlstads universitet

    Författare :Victor Gunnestrand; Oskar Bäcklin; [2020]
    Nyckelord :Fiscal system; risk-sharing; asymmetric shock; stabilization; Skattesystem; riskdelning; asymmetrisk chock; stabilisering;

    Sammanfattning : Vid en asymmetrisk chock, det vill säga en chock som ger olika utfall över regioner, eller är regionsspecifik, försvåras stabiliseringsåtgärder. Penningpolitiska åtgärder kan inte bedrivas utan att påverka alla regioner och att överlåta stabiliseringsprocessen till enskilda regioner medför även problem. LÄS MER

  7. 5. Market integration and price transmission : analysis on Ethiopian sesame seed export

    Master-uppsats, SLU/Dept. of Economics

    Författare :Addis Abera Ayalew; [2018]
    Nyckelord :commodity market; market integration; price transmission; cointegration; VECM;

    Sammanfattning : This study investigates how the Ethiopian sesame seed export market is integrated to selected reference markets in China and the US. Cointegration and vector error-correction model (VECM) are employed using monthly data over the period 2010 to 2018. LÄS MER