Essays about: "Bond price returns"

Showing result 1 - 5 of 24 essays containing the words Bond price returns.

1. 1. An Artificial Neural Network Approach to Algorithmic Trading

   University essay from Lunds universitet/Matematisk statistik

   Author : Timmie Bengtsson; [2023]
   Keywords : Financial Markets; Machine Learning; Long Short-Term Memory; Gated Recurrent Unit; Recurrent Neural Networks; Time Series Analysis; Algorithmic Trading; Mathematics and Statistics;

   Abstract : The field of machine learning has advanced significantly in recent decades, and, at the same time, computational power has improved to the point where training large machine learning models, such as artificial neural networks, is now accessible. Consequently, there has been a rise in the use of these models within the financial sector, with some firms leveraging them to assist with investment decisions. READ MORE

3. 2. Forecasting gold returns using principal component analysis from a large number of predictors

   University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

   Author : Fredrik Allgén; [2023]
   Keywords : Forecasting; PCA; Gold; ARMA; Business and Economics;

   Abstract : Gold is known in the financial world to be an important asset in unstable periods, especially as a hedge against inflation. If the gold price can be forecasted, it will be possible to strategically invest in gold rather than acquire it as a last-minute hedge against economic downturns. READ MORE

4. 3. Green Bonds : A study on the signaling effects of issuing green bonds in the Swedish real estate sector

   University essay from KTH/Fastighetsekonomi och finans

   Author : Sophia Solberg; Wilma Olofsson; [2023]
   Keywords : Green bonds; Sustainability; Stock Market Reaction; Signaling Theory; Efficient Market Hypothesis; Real Estate Sector; Gröna Obligationer; Hållbarhet; Marknadsreaktioner; Signaleringsteorin; Effektiv Marknadshypotes; Fastighetssektorn;

   Abstract : Green bonds have rapidly increased in popularity over the past years, and are often seen as afacilitator in achieving the Paris Agreement of limiting global warming to 2°C. The Swedishreal estate sector is one of the most frequent issuers in the Swedish green bond market, as itstands for 49% of the total volume outstanding. READ MORE

5. 4. Tick-Tock: Time to invest? : A Study of the Investment Performance of Luxury Watches versus Traditional Assets

   University essay from Linköpings universitet/Produktionsekonomi

   Author : Gustav Sjöstedt; Sara Mannerford; [2023]
   Keywords : Veblen goods alternative assets traditional assets luxury watches hedonic pricing method hedonic characteristics regression analysis Sharpe ratio Treynor ratio CAPM Jensen’s alpha;

   Abstract : Background: This study discusses the phenomenon of luxury goods as investment assets,focusing on luxury watches in particular. The rise of globalization and increased wealth,particularly among the middle and high-income groups in developing countries, hascreated a larger potential customer base for luxury items. READ MORE

6. 5. The Pricing of Green Bonds at Issuance : Is There Underpricing or a "Greenium"?

   University essay from Jönköping University/IHH, Företagsekonomi

   Author : Kristin Löffler; [2022]
   Keywords : green bonds; greenium; underpricing; signaling hypothesis; price pressure hypothesis; information-compensation hypothesis;

   Abstract : This paper examines if green bonds incur underpricing or overpricing, that is, have a "greenium", at issuance. Using a global sample of 830 liquid green bonds priced between March 20, 2012 and March 24, 2022, this study estimates an empirical model of the initial returns through ordinary least squares and quantile regressions. READ MORE