Essays about: "Financial turmoil"

Showing result 1 - 5 of 61 essays containing the words Financial turmoil.

1. 1. Beyond the Crisis: A Safe Haven Analysis : Empirical Insights into the Divergence of Gold and Bonds for Portfolio Hedging

   University essay from Umeå universitet/Företagsekonomi

   Author : Anthony Baugi; Eugene Zhang; [2024]
   Keywords : Gold; Bonds; Safe Haven; Hedging; US Treasury; Volatility; Covid; Portfolio Theory; Asset Dynamics; Fiscal Policy; Monetary Policy; Financial Crisis; Asset Management; Risk Management; Portfolio Risk;

   Abstract : Purpose: This thesis investigates the relationship concerning traditional safe haven assets, gold and US 10-year treasury bonds during periods of market instability, specifically during the economic concerns raised by the COVID-19 pandemic. It assesses the hedging and safe haven properties of these assets and their dynamic nature throughout two periods of unconventional monetary and fiscal policy measures by the Federal Reserve & US Congress respectively. READ MORE

3. 2. Loan Loss Provisions and Lending Activity in Banks : A quantitative study comparing the effects of loan loss provisions on lending activity in banks applying IFRS 9 and ASC 326

   University essay from Umeå universitet/Företagsekonomi

   Author : Rikard Fredmer; Alicia Julienne Zanic; [2023]
   Keywords : Agency Theory; ASC 326; Basel III; Earnings Management; Expected Credit Loss es ; Expected Credit Loss Model; FASB; IASB; IFRS; IFRS 9; Lending Activity; Loan Loss Allowance s ; Loan Loss Provision s ; New Loans Originated; Procyclicality; Signaling Theory; Stewardship Theory; US GAAP;

   Abstract : As a response to the financial crisis of 2008 the IASB and the FASB developed IFRS 9 and ASC 326, respectively. These accounting regulations are supposed to increase reporting transparency and promote financial stability by determining the calculation and recognition of loan loss provisions. READ MORE

4. 3. CAN GOLD SERVE AS A HEDGE AGAINST UNCERTAINTY? : A study on the gold price dynamics and its role as a safe haven asset

   University essay from Umeå universitet/Nationalekonomi

   Author : Nadja Jakobsson; [2022]
   Keywords : ;

   Abstract : Gold’s ability to retain its real value in times of uncertainty and financial turmoil has long been of interest to investors and central banks worldwide. Gold has historically been used as a monetary means due to its store of value and in the early days, gold coins were used as a currency. READ MORE

5. 4. Green Finance and its Relation to Asset Classes : Analyzing the dependency structure with a DCC-GARCH and a cross-quantilogram approach

   University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

   Author : Mona Ebadian; Linda Ivarsson; [2021]
   Keywords : ;

   Abstract : In this master thesis, we present the first empirical study that investigates the correlation- and dependence structure of green finance with major asset classes such as cryptocurrency, commodities, equity and currency on a global level. Over the years, green finance and sustainability questions have become more and more central in the literature. READ MORE

6. 5. Bitcoin vs Gold, The Hedge Game - Volatility and Portfolio Analysis of Bitcoin and Gold during Market Distress

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Axel Löveråsen; Erik Tyrsing; [2021]
   Keywords : Bitcoin; Gold; Hedge; Volatility; Portfolio Analysis; Business and Economics;

   Abstract : Over the recent years the interest in cryptocurrencies and Bitcoin has increased significantly. The price of Bitcoin has gone up substantially since the end of 2020 and more individual and institutional investors are incorporating Bitcoin to their portfolio. READ MORE