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Showing result 1 - 5 of 7 essays matching the above criteria.

  1. 1. Fixed Income Securities as a Hedge against Equity Market Downside

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Timmie Bengtsson; [2022]
    Keywords : Fixed Income; Financial Markets; Hedge; Portfolio; Downside Risk; Value-at-Risk; Expected Shortfall; Extreme Value Theory; Kernel Density Estimation; Business and Economics;

    Abstract : Investors are constantly searching for ways to protect their wealth, ideally without losing out on long-term returns. To achieve this, some investors choose to diversify their equity portfolios with fixed income assets, believing they can protect their portfolios from drawdowns. READ MORE

  3. 2. Signaling Green - The Effects of the ECB’s Asset Purchase Programme on the Green Bond Market

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Kevin Malte Stukenborg; Lukas Olin; [2020]
    Keywords : Green Bonds; Fixed Income Securities; ECB Asset Purchase Programme; Instrumental Variable; Signaling; Business and Economics;

    Abstract : Purpose: The purpose of this study is to investigate whether the ECB’s Asset Purchase Programme has affected the yield spread of eligible green bonds. One further aim is to investigate if the partial effect of bond liquidity on the yield spread among these green bonds is associated with their eligibility for purchase by the ECB Asset Purchase Programme. READ MORE

  4. 3. What to own when it all crashes

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jesper Wijk; [2018]
    Keywords : risk-adjusted returns; financial crash; Sharpe ratio; interest rates; safe haven; Business and Economics;

    Abstract : This paper examines which asset classes that has given the highest risk-adjusted returns during the period of 1914-2013, with a focus on financial crises. The portfolios have been produced by calculation and optimization of the Sharpe ratio as a measure of risk-adjusted returns. The analysis included Sweden, the U. READ MORE

  5. 4. Skogen som alternativ till privat pensionssparande

    University essay from SLU/School for Forest Management

    Author : Andreas Werner; [2016]
    Keywords : avkastning; skogsfastighet; investering;

    Abstract : The possibilities of saving money for retirement in banks and insurance companies are plenty. Possibilities of making tax deductions for private retirement savings are from year 2016 gone, which leads common people to look for other ways of saving or invest their money. READ MORE

  6. 5. The relationship between carry trade currencies and equity markets, during the 2003-2012 time period

    University essay from Företagsekonomi

    Author : Andrei Dumitrescu; Antti Tuovila; [2013]
    Keywords : carry trade; correlation; currency; equity indexes; financial crisis; foreign exchange; risk premia; uncovered interest parity; volatility; S P 500; FTSE All-World; VIX;

    Abstract : One of the most popular investment and trading strategies over the last decade, has been the currency carry trade, which allows traders and investors to buy high-yielding currencies in the Foreign Exchange spot market by borrowing, low or zero interest rate currencies in the form of pairs, such as the Australian Dollar/Japanese Yen (AUD/JPY), with the purpose of investing the proceeds afterwards into fixed-income securities.To be able to determine the causality between the returns of equity markets and the foreign exchange market, we choose to observe the sensitivity and influence of two equity indexes on several pairs involved in carry trading. READ MORE