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Found 2 essays matching the above criteria.

1. 1. Linkages between the Chinese stock market and the macroeconomic climate in the U.S. and EU

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Gabriel Ekman; Petter Månsby; [2018]
   Keywords : VECM; Impulse Responses; Variance Decomposition; Chinese stock market; macroeconomic linkages; finacial integration; Business and Economics;

   Abstract : The purpose of this paper is to examine the relationship between investments in the Chinese stock market and shocks to the macroeconomic climate in the U.S. and in the EU. READ MORE

3. 2. Risk Aversion & Asset Allocation in a Low Repo Rate Climate

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Christoffer Clarin; Gabriel Ekman; [2017]
   Keywords : Repo Rate; Asset allocation; Risk aversion; Business and Economics;

   Abstract : This paper addresses the issue of risk aversion and asset allocation for investors under the current globally low repo rate climate, as we try to examine how the low rate affects investor decisions. As a proxy for investors we have sampled data from several mutual funds, consisting of 50 balanced mutual funds and 15 pension targeting funds, all registered in the United States. READ MORE