Essays about: "Flight-to-Quality"
Showing result 1 - 5 of 8 essays containing the word Flight-to-Quality.
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1. The effect of covid-19 announcement on sustainable investment portfolios : Observation of the flight-to-quality phenomenon
University essay from Jönköping University/Internationella HandelshögskolanAbstract : The economic impact of the COVID-19 pandemic is still an ongoing topic, broadly analysed and discussed in many studies. Recent articles state that sustainable assets can offer return volatility resilience during demand shock events and, in some cases, provide higher returns than their unsustainable counterparts. READ MORE
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2. How did the financial investment behavior of Swedish retail investors change after the outbreak of COVID-19?
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The aim of this thesis is to investigate how the financial investment behavior of retail investors in Sweden has changed after the outbreak of the COVID-19 pandemic. The first part of the method used to investigate this consists of collecting data using a survey that was filled out by investors. READ MORE
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3. Price is What You Pay, Value is What You Get - Dissecting the Quality Anomaly in US Equity Returns
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The purpose of the thesis relates to the Quality anomaly observed in the US equity market, where stocks with Quality characteristics tend to outperform and have higher risk adjusted returns. By dissecting the Quality anomaly, the thesis aims to analyze the drivers of the over performance of Quality and investigate the presence of a systematic Quality premium. READ MORE
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4. Macroeconomic determinants of the time-varying correlation between stock and bond returns: A study of the Swedish market
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper investigates how and to what extent realized fundamental macroeconomic factors affect the time-varying correlation between stock and bond returns on the Swedish financial market. We use daily return data of the OMXS30 and Swedish government bonds, and monthly or quarterly data of macroeconomic factors. READ MORE
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5. A Conditional Analysis of Liquidity on Quality in the U.S. Corporate Bond Universe
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : Why are high-yield bonds more severely hit by large liquidity dry outs than investment grade bonds? This study investigates the effects of liquidity shocks on returns in the U.S. corporate bond market during times of heightened liquidity stress, using a comprehensive data set of 13,500 bonds between October 2004 and September 2013. READ MORE