Essays about: "bonds market"

Showing result 1 - 5 of 261 essays containing the words bonds market.

  1. 1. Beyond the Crisis: A Safe Haven Analysis : Empirical Insights into the Divergence of Gold and Bonds for Portfolio Hedging

    University essay from Umeå universitet/Företagsekonomi

    Author : Anthony Baugi; Eugene Zhang; [2024]
    Keywords : Gold; Bonds; Safe Haven; Hedging; US Treasury; Volatility; Covid; Portfolio Theory; Asset Dynamics; Fiscal Policy; Monetary Policy; Financial Crisis; Asset Management; Risk Management; Portfolio Risk;

    Abstract : Purpose: This thesis investigates the relationship concerning traditional safe haven assets, gold and US 10-year treasury bonds during periods of market instability, specifically during the economic concerns raised by the COVID-19 pandemic. It assesses the hedging and safe haven properties of these assets and their dynamic nature throughout two periods of unconventional monetary and fiscal policy measures by the Federal Reserve & US Congress respectively. READ MORE

  2. 2. Evaluating probability weighting among lottery bond investors: an observational study on Cumulative Prospect Theory

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Anton Eriksson Nyberg; Olof de Blanche; [2024]
    Keywords : Cumulative Prospect Theory; CPT; observational study; field study; lottery bonds;

    Abstract : Cumulative Prospect Theory is a leading descriptive theory of decisions under uncertainty, backed up by a plethora of experimental evidence. This paper is one of the first to apply it to observational data. Risk attitudes in the bond market have not been studied in a CPT framework. We fill this research gap. READ MORE

  3. 3. Modelling the Exchange Rate: Evidence from the Impacts of Quantitative Easing in Sweden

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Anny Eklund; Markus Sallkvist; [2024]
    Keywords : Quantitative easing; Exchange rate; Bayesian VAR model; Small open economy; Triangular factorisation;

    Abstract : Quantitative easing, the unconventional monetary policy measure used by many central banks to combat low inflation when interest rates are at the lower bound, has shown to be an effective tool for depreciating the domestic currency. Although the exchange rate is of particular importance in a small open economy as it directly impacts inflation dynamics,trade competitiveness and plays a substantial role in shaping monetary policy, few papers have investigated how the depreciating effect of QE to the exchange rate works. READ MORE

  4. 4. Buy the Rumor - Sell the News? A study on Swedish corporate green bond announcements

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Simon Gustafsson; Anton Ingesson; William Peterson; [2023-09-01]
    Keywords : ;

    Abstract : The utilization of corporate green bonds as a means of financing that promotes sustainable practices and environmentally-conscious investments has grown in its scope across the world. By issuing green bonds, firms commit to future contractual obligations while simultaneously communicating a dedication to sustainable growth. READ MORE

  5. 5. Does it pay to be transparent? - An empirical study on the relationship between yield and transparency for EU corporate green bonds

    University essay from Göteborgs universitet/Graduate School

    Author : Nestor Stenson; Unurjargal Chuluunjav; [2023-07-03]
    Keywords : corporate green bonds; yield; transparency; information asymmetry; CBI aligned; CBI certified; self-labeled;

    Abstract : This thesis uses OLS methodology to investigate the relationship between yields and transparency on green bonds. Transparency is divided into three categories: Self-labeled green bonds following the voluntary GBP framework, CBI aligned green bonds following CBI taxonomy with external verification and CBI certified green bonds following the CBI framework with mandatory external verification by the independent body Climate Bonds Standards Board. READ MORE