Essays about: "Flight-To-Safety"
Found 3 essays containing the word Flight-To-Safety.
-
1. Run to the -sustainable- hills? An exploration of ESG fund flows in the US market in response to Flight-To-Safety periods
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Funds flowing into Environmental, Social, and Governance (ESG), Non-ESG, and Precious Metal funds (as a proxy to a safe haven asset) are analyzed for 440 such funds in the United States during Flight-To-Safety (FTS) episodes to determine if investors perceive safe-haven-like properties in ESG funds by shifting funds into this group. FTS episodes represent brief rotations of funds into safer assets to preserve capital during burst of market volatility. READ MORE
-
2. How Good Are Analysts at Handling Crisis? - A Study of Analyst Recommendations on the Nordic Stock Exchanges during the Great Recession
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : The purpose of this thesis is to gain better understanding of the value of analyst recommendations. We show, by studying analyst consensus recommendations on four Nordic stock exchanges that during the Great Recession analysts' ability to generate profitable stock recommendations declined. READ MORE
-
3. Examining exchange rate return factors before and after the Lehman bankruptcy
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : This thesis examines exchange rate return factors of holding USD before and after Lehman Brothers Bankruptcy on September 15th 2008, by analysing the relationship with multiple regressions and correlation to trace any significant influence by applying the framework provided by the Arbitrage Pricing Theory, spearheaded by Chen, Roll and Ross, 1986. Thus, regressions on the exchange rate return were computed on the historical macroeconomic data. READ MORE
