Sökning: "nihat anwar"

Hittade 2 uppsatser innehållade orden nihat anwar.

1. 1. When Worlds Collide: The Dynamics between M&A and Geopolitical Risk

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

   Författare :Nihat Anwar; Janik Simon; [2023]
   Nyckelord :Geopolitical Risk; Mergers and Acquisitions; Acquisition Likelihood;

   Sammanfattning : We empirically investigate the relationship between geopolitical risk and mergers and acquisitions (M&A) between 1985-2022 by U.S. public acquirers, using the index of Caldara and Iacoviello (2022) as a proxy. LÄS MER

3. 2. The effects of political uncertainty on options: An empirical study of S&P 500, Euro Stoxx 50, and S&P sectors around political events

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

   Författare :Gabriel Wannes; Nihat Anwar; [2021]
   Nyckelord :Political uncertainty; Options; Implied volatility; Sectors;

   Sammanfattning : We study options spanning political events and examine whether a price premium, associated with the political uncertainty from events, exists. First, we use recent data and replicate parts of Kelly, Pastor, and Veronesi (2016) by analysing how the price risk, variance risk, and tail risk associated with political events, affect equity options on the S&P 500 and Euro Stoxx 50 indices. LÄS MER