Essays about: "country Risk and returns"

Showing result 6 - 10 of 27 essays containing the words country Risk and returns.

  1. 6. Determinants of the relationship between government shutdowns and real stock returns

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Ruta Zemaityte; [2020]
    Keywords : Government shutdowns; Financial markets; Granger causality; Government funding; Risk;

    Abstract : PART I: The effects of government shutdowns on financial markets in the US are still unclear to this day, as they have not garnered enough attention from researchers. The aim of this thesis is to expand the current knowledge on these effects by analyzing how the real returns on the utilities market in the US are Granger caused by government shutdowns. READ MORE

  3. 7. ESG Performance in Exchange Traded Funds (ETFs) and Fixed Income in the Context of Home Bias

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jasper Chan; Min Chan Kim; [2020]
    Keywords : Home Bias · ESG · ETF · ESG Equities · Fixed Income; Business and Economics;

    Abstract : This paper explores home bias and the performance of exchange traded funds (ETFs) and bonds under the context of Environmental, Social and Governance (ESG). It analyzes investment strategies led by non-financial variables such as sustainable and responsible investment and how it affects the expected returns and risk and if the home bias phenomenon is weaker when following the said strategy. READ MORE

  4. 8. Factor Investing and Macroeconomic Risk

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Pascal Buehrig; [2018]
    Keywords : Factor Investing; Macroeconomic Risk; APT; CAPM; Fama French;

    Abstract : This thesis examines the influence of macroeconomic risk on simple investment strategies related to the well-known risk factors size, value and momentum. Based on a sample of 25,224 stocks from ten different countries, quarterly returns between 1999 and 2016 have been analyzed with fixed-effect regression models. READ MORE

  5. 9. Upholding Moral Responsibilities: a normative analysis of the Joint Way Forward on migration issues between Afghanistan and the EU

    University essay from Lunds universitet/Statsvetenskapliga institutionen

    Author : Hanna Jeppsson; [2017]
    Keywords : Afghanistan; deportation; responsibilities; global justice; migration and development; Social Sciences;

    Abstract : Strict deportation policies have emerged as an increasingly popular way for more developed countries to tackle the issue of irregular migration. Estimations tell us that more that 3 million Afghan refugees will be deported in 2017 and it is argued that such massive returns to Afghanistan, despite the ongoing and escalated conflict, will risk contributing to severe human right violations as well as risk worsening the economic, social and political instability that the country is struggling with. READ MORE

  6. 10. The First Time Assurance on Sustainability Reports and Risk Premiums

    University essay from Umeå universitet/Företagsekonomi

    Author : Nawras Akkam; Bih Norberter Andusa Ambele; [2016]
    Keywords : Sustainability; Assurance; Cost of Equity; Reporting; Risk; Environment; Sweden.;

    Abstract : The economic utility of sustainability has been a recent domain under scrutiny by several academicians. More specifically, researchers have investigated the positive effects of sustainability reporting on firms from different angles. READ MORE