Essays about: "Swedish Equities"

Showing result 6 - 10 of 29 essays containing the words Swedish Equities.

  1. 6. The Pre-Monetary Policy Announcement Drift on the Stockholm Stock Exchange

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jakob Fager; Max Leijon; [2017]
    Keywords : Monetary Policy; Macroeconomic Announcement; Pre-Announcement Drift; Abnormal Returns; Efficient Markets;

    Abstract : This thesis investigates the existence and properties of pre-monetary policy announcement drifts on the Stockholm Stock Exchange. While previous literature has mainly focused on U.S. READ MORE

  3. 7. Swedish Equity Sectors Risk Management with Commodities : Revisiting dynamic conditional correlations and hedge ratios

    University essay from Linköpings universitet/Nationalekonomi

    Author : Daniel Engström; Niklas Gustafsson; [2017]
    Keywords : Hedging; hedge; commodities; futures; hedge ratio; conditional correlation; DCC; GO-GARCH; DCC-GARCH; GARCH; Dynamic conditional correlation; oil; GSCI; copper; gold; safe haven; optimal hedge ratio; finance; economics; markets; risk; risk management; hedge effectiveness; Risk; riskhantering; råvaror; terminer; futures; hedging; hedge; GARCH;

    Abstract : The purpose of this study is to investigate changes in dynamic conditional correlations between Swedish equity sector indices and commodities using oil, gold, copper and a general commodity index. Additionally the purpose is to evaluate which of the two methods, DCC- GARCH or GO-GARCH that is more efficient in estimating correlation for hedge ratio calculation. READ MORE

  4. 8. The Role of Gold in an Investment Portfolio : An empirical study on diversification benefits of gold from the perspective of Swedish investors

    University essay from Umeå universitet/Företagsekonomi

    Author : Nelly Fernando; [2017]
    Keywords : Gold; Investment Portfolio;

    Abstract : Human interaction with gold can be traced far back in history, and throughout history, the metal has been both worshipped and fought for. People almost intuitively place a high value on this yellow metal and gold has always had a special place in the human heart. READ MORE

  5. 9. Multiple factor models for equities : An empirical study of the performance of factor mimicking portfolios

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Christoffer Forssén; Gustav Åhs; [2017]
    Keywords : ;

    Abstract : The trade-off between risk and return for equities has long been a challenge for portfolio and risk managers in order to create financial success and stability. This issue has led to several researchers trying to explain equity returns through various factor models. READ MORE

  6. 10. Abnormal returns in insider trading - A study on the efficiency of the Swedish stock market and insider trading legislation

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Michael Bose; Sebastian di Zazzo; [2017]
    Keywords : Insider trading; Equities; Market efficiency; Event study; Sweden;

    Abstract : The purpose of this paper is to study the efficiency of the Swedish stock market and its insider trading legislation. This is done by measuring both the occurrence and timing of abnormal returns among corporate insiders. READ MORE