Essays about: "Meike Wiesenfeller"

Found 1 essay containing the words Meike Wiesenfeller.

  1. 1. Yield Curve Dynamics - Exploring Fundamental Factor Sensitivities

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Elvira Eriksson; Meike Wiesenfeller; [2023]
    Keywords : factor investing; global bonds; yield curve spread; macroeconomic fundamentals;

    Abstract : Factor investing has gained popularity in recent decades, but while ample research has been conducted in asset classes such as equities and currencies, comparatively less attention has been devoted to the potential of investing in government bonds. This study explores fundamental factor sensitivities on the yield curve spread prior to and after 2018 making the last five years, that are coined by increased volatility in expected returns for government bonds, volatile growth developments, and heightened inflation, a true out-of-sample period to previous research. READ MORE