Essays about: "Spillover index"

Showing result 11 - 15 of 22 essays containing the words Spillover index.

1. 11. Sustainable Bonds and Beyond: A Sustainable Alternative for Portfolio Diversification : An empirical study of sustainable bonds and existing asset classes from a volatility and correlation perspective in Sweden

   University essay from Umeå universitet/Företagsekonomi

   Author : Tung Bui Ba; Javier Jo; [2020]
   Keywords : Responsible Investment; Sustainable Bonds; Swedish Market; Modern Portfolio Theory; Diversification; Volatility; Correlation; Hedging;

   Abstract : Increasing awareness of sustainable issues is just one of the ways how modern society has evolved. Due to the growing challenges faced by climate change and societal issues, our world has grown to be more innovative in the fight and support towards initiatives that will contribute to the long-term of the world we live in. READ MORE

3. 12. How population ageing affects technological innovation in perspective of human capital

   University essay from

   Author : Shirang Wang; [2019]
   Keywords : technological innovation; population ageing; knowledge spillover; factor analysis;

   Abstract : Based on panel data collected from 41 countries over the period 2007-2017, this paper analysis how population ageing affects technological innovation through three aspects from the perspective of human capital: the loss of knowledge and talents; reverse force and knowledge spillover. In this paper, the technological innovation index (TII) is calculated by using the factor analysis method. READ MORE

4. 13. The impact of individual and partner's unemployment : A quantitaive studie on depressive symptoms in Europe

   University essay from Umeå universitet/Sociologiska institutionen

   Author : Amanda Nygaard; Emilia Wikner; [2017]
   Keywords : Crossover effects; Depression; Gender roles; Mental health; Spillover effects; Unemployment;

   Abstract : This thesis aims to see how individual and partner’s unemployment affect self-rated depressive symptoms, both for individuals separately, and for individuals in a relationship within Europe. The research questions were examined by using European Social Survey (ESS) data from 2014. READ MORE

5. 14. Cross-market linkages and the role of speculation in agricultural futures markets

   University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

   Author : Pierre Andreasson; Jonathan Siverskog; [2015]
   Keywords : Spillover index; dynamic conditional correlation; commodity futures; speculation; cross-market linkages;

   Abstract : In this study we analyse the role of speculation in forging cross-market linkages between agriculture, equity and crude oil over the period 1992-2014. The market interdependence of ten U.S. READ MORE

6. 15. The Volatility spillover effect between gold-oil ratio and S&P 500 index

   University essay from Umeå universitet/Handelshögskolan vid Umeå universitet (USBE)

   Author : Muzi Li; Luo Man; [2015]
   Keywords : ;

   Abstract : .... READ MORE