Essays about: "US Treasury Yields"

Found 5 essays containing the words US Treasury Yields.

  1. 1. Dancing in the dark: A study over SPAC performance

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jonathan Elofsson; Oliver Lönnberg; [2022]
    Keywords : SPACs; SPAC period returns; Default-free investments; Underwriter ranking; United States;

    Abstract : This paper aims to examine what factors that determine default-free SPAC period returns and explore why the popularity of SPACs has drastically increased in recent years. This is done using a dataset of 345 SPACs listed on the New York Stock Exchange and the NASDAQ. READ MORE

  3. 2. The Rise of Cryptocurrencies as an Investment Hedge. The Shift from Traditional Investment Hedges: Can Cryptocurrencies Replace Bonds as an Investment Hedge?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Nichawan Thamrongsak; Mia Varis; [2021]
    Keywords : Cryptocurrency; Hedging; DCC-GARCH; US Treasury Yields; S P 500; MSCI World Index; Business and Economics;

    Abstract : This thesis uses a dynamic conditional correlation (DCC) model to investigate the correlation between major cryptocurrencies, US government bonds and the S&P 500 and MSCI World indices in order to establish the hedge, safe haven and diversifier properties of cryptocurrencies. While US Treasuries have exhibited negative correlation and hedging properties against equity risk for decades, recent extreme market conditions have caused investors to look for alternative asset classes for hedging. READ MORE

  4. 3. Interest Risk Factors and Stock Returns of US Banks: The Effects of Size and Financial Crisis

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Guo Ma; Bing Fu; [2020]
    Keywords : Interest risk; Bank stock returns; Size effects; Financial crisis; Income structure;

    Abstract : We find that the effects of interest risk factors on US banks' stock returns are affected by banks' size, measured by market equity values, and income structures, measured by the ratios of interest income and interest expense. The effects of interest risk factors have changed after 2008 financial crisis. READ MORE

  5. 4. Duration-Weighted Carbon Footprint Metrics and Carbon Risk Factor for Credit Portfolios

    University essay from KTH/Matematisk statistik

    Author : Erik Hendey Bröte; [2020]
    Keywords : Factor models; carbon footprint; risk factors; carbon risk; Faktormodeller; koldioxidsavtryck; riskfaktorer; kolrisk;

    Abstract : Current standard carbon footprint metrics attribute responsibility for a firm’s green house gas (GHG) emitting activities equally between an entity’s equity and debt. This study introduces a set of novel duration-weighted metrics which take into consideration the length of financing provided. READ MORE

  6. 5. A Tale Of Two Shocks : The Dynamics of Internal and External Shock Vulnerability in Real Estate Markets

    University essay from Linköpings universitet/Nationalekonomi

    Author : Amanda Dahlström; Oskar Ege; [2016]
    Keywords : REIT; Internal Shocks; External Shocks; Push- and Pull; Quantile Regression; Economics; Interna chocker; Externa chocker; kvantilregression; nationalekonomi;

    Abstract : This paper examines the major potential drivers of five international real estate markets with a focus on pushing versus pulling effects. Using a quantile regression approach for the period 2000-2015 we examine the coefficients during three different market conditions: downward (bearish), normal (median) and upward (bullish). READ MORE