Essays about: "US Treasury Notes"

Showing result 1 - 5 of 15 essays containing the words US Treasury Notes.

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. Dancing in the dark: A study over SPAC performance

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Jonathan Elofsson; Oliver Lönnberg; [2022]
   Keywords : SPACs; SPAC period returns; Default-free investments; Underwriter ranking; United States;

   Abstract : This paper aims to examine what factors that determine default-free SPAC period returns and explore why the popularity of SPACs has drastically increased in recent years. This is done using a dataset of 345 SPACs listed on the New York Stock Exchange and the NASDAQ. READ MORE

4. 3. The Rise of Cryptocurrencies as an Investment Hedge. The Shift from Traditional Investment Hedges: Can Cryptocurrencies Replace Bonds as an Investment Hedge?

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Nichawan Thamrongsak; Mia Varis; [2021]
   Keywords : Cryptocurrency; Hedging; DCC-GARCH; US Treasury Yields; S P 500; MSCI World Index; Business and Economics;

   Abstract : This thesis uses a dynamic conditional correlation (DCC) model to investigate the correlation between major cryptocurrencies, US government bonds and the S&P 500 and MSCI World indices in order to establish the hedge, safe haven and diversifier properties of cryptocurrencies. While US Treasuries have exhibited negative correlation and hedging properties against equity risk for decades, recent extreme market conditions have caused investors to look for alternative asset classes for hedging. READ MORE

5. 4. Interest Risk Factors and Stock Returns of US Banks: The Effects of Size and Financial Crisis

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Guo Ma; Bing Fu; [2020]
   Keywords : Interest risk; Bank stock returns; Size effects; Financial crisis; Income structure;

   Abstract : We find that the effects of interest risk factors on US banks' stock returns are affected by banks' size, measured by market equity values, and income structures, measured by the ratios of interest income and interest expense. The effects of interest risk factors have changed after 2008 financial crisis. READ MORE

6. 5. A Close Look at the Transient Sky in a Neighbouring Galaxy

   University essay from Luleå tekniska universitet/Rymdteknik

   Author : Kiran Tikare; [2020]
   Keywords : Astrophysical Transients; Optical Transients; Microlensing; Variable Stars; Andromeda Galaxy; Forced Aperture Photometry; Time Domain Astronomy; Sky Survey; Zwicky Transient Facility; Machine Learning; Big Data Science;

   Abstract : Study of the time variable sources and phenomena in Astrophysics provides us with important insights into the stellar evolution, galactic evolution, stellar population studies and cosmological studies such as number density of dark massive objects. Study of these sources and phenomena forms the basis of Time Domain surveys, where the telescopes while scanning the sky regularly for a period of time provides us with positional and temporal data of various Astrophysical sources and phenomena happening in the Universe. READ MORE