Essays about: "Charlotte Breitz"

Found 2 essays containing the words Charlotte Breitz.

1. 1. How is ESG Affecting Stock Returns? A Portfolio- and Panel Data Analysis of US Firms in the S&P 500

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Per Jonas Partapuoli; Charlotte Breitz; [2020]
   Keywords : ESG; HML; S P 500; Momentum; Fama-French Five-factor Model; Portfolio Analysis; Panel Data Analysis; Sustainable Investing; Great Financial Crisis; Business and Economics;

   Abstract : The last two decades, socially responsible investing has emerged such that there is a value in itself to invest responsibly. This paper analyzes the relationship between Environmental, Social, Governance (ESG) and stock returns, and investigate if any of these three individual pillars have a more significant impact during the period 2005 – 2018. READ MORE

3. 2. Global Inflation in Forecasting - A model comparison

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Carl Billing; Charlotte Breitz; [2019]
   Keywords : Global Inflation; Forecasting Inflation; GVAR; Estimation Window; Business and Economics;

   Abstract : An essential input to monetary policymaking is inflation forecasting, and one important factor regarding inflation forecasting debated by researchers is the use of a global component. This thesis builds upon Ciccarelli and Mojon (2005, 2010) as well as Gillitzer and McCarthy (2019), who investigate the performance of a global component when forecasting domestic inflation. READ MORE