Essays about: "OMXS30"

Showing result 21 - 25 of 167 essays containing the word OMXS30.

  1. 21. Performance of Stochastic Volatility and GARCH Models in Different Market Regimes

    University essay from Lunds universitet/Statistiska institutionen

    Author : Felix Viitanen; Erik Lundgren; [2022]
    Keywords : Mathematics and Statistics;

    Abstract : Reliable methods for estimating financial return volatility are crucial in many areas of trading and investing. Two such frameworks, the GARCH and SV, have been of particular interest to academics and practitioners alike. The GARCH model describes the variance of the current innovation as a function of the actual sizes of the previous innovations. READ MORE

  3. 22. Cryptocurrencies and Market Indices: A Markowitz Portfolio Optimization Problem

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Espen Lever; [2022]
    Keywords : Cryptocurrency; Bitcoin; Ethereum; Sharpe ratio; Market index; Business and Economics;

    Abstract : This thesis will explore the role of cryptocurrencies in a market index portfolio. The portfolios of a mix of Bitcoin, Ether and the market indices S&P 500, OMXS30 and VTI will be examined and optimized to maximize the Sharpe ratio. READ MORE

  4. 23. CAN GOLD SERVE AS A HEDGE AGAINST UNCERTAINTY? : A study on the gold price dynamics and its role as a safe haven asset

    University essay from Umeå universitet/Nationalekonomi

    Author : Nadja Jakobsson; [2022]
    Keywords : ;

    Abstract : Gold’s ability to retain its real value in times of uncertainty and financial turmoil has long been of interest to investors and central banks worldwide. Gold has historically been used as a monetary means due to its store of value and in the early days, gold coins were used as a currency. READ MORE

  5. 24. The impact of macroeconomic variables on the Swedish stock market : A VECM approach

    University essay from Umeå universitet/Nationalekonomi

    Author : Simon Ternbo; [2022]
    Keywords : ;

    Abstract : This paper examines the effects of macroeconomic indicators on the Swedish stock market, during the period from December 2002 until December 2021. The effects are examined through a Vector Error-Correction model (VECM), which is based on Johansen’s test of cointegration. READ MORE

  6. 25. The Influence of the COVID-19 Pandemic on the Swedish Financial Market

    University essay from KTH/Matematisk statistik

    Author : Wilma Berndtsson Svirins; Hanna Ledin; [2022]
    Keywords : COVID-19; applied mathematics; industrial engineering and management; regression analysis; financial market; OMXS30; COVID-19; tillämpad matematik; industriell ekonomi; regressionsanalys; finansmarknaden; OMXS30;

    Abstract : The initial coronavirus disease caught the world by surprise at the end of 2019, as it was soon declared a pandemic. It led to an unexpected global crisis and profound disruption in societies and Sweden was no exception. READ MORE