Essays about: "diagonal BEKK-GARCH"
Found 3 essays containing the words diagonal BEKK-GARCH.
-
1. The search for safe haven assets in the time of a global pandemic
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The global pandemic has initially negatively influenced the financial markets all over the world. As a consequence, the volatility in the stock markets increased and investors have experienced great monetary losses. READ MORE
-
2. Relationship between Currency Carry Trades and Gold Returns : A quantitative study of G-10 currencies: correlation and spillover effects for the last two decades.
University essay from Umeå universitet/FöretagsekonomiAbstract : Currency carry trade is an investment strategy that recently started gaining a lot of interest not only among investors and financial institutions but also academically. One of the underlying theoretical assumptions regarding the mechanisms of the foreign exchange market, the Uncovered Interest Parity has frequently been disproved in practice which has led to the conclusion that carry trade is profitable in practice. READ MORE
-
3. Relationship between Gold and Stock Returns: Empirical evidence from BRICs
University essay from Handelshögskolan vid Umeå universitet (USBE)Abstract : The purpose of this study was to investigate the relationship between gold and stock returns with evidence from BRIC countries during 2001-2010. The importance of this topic is caused by instability in the world economy and stock markets, and due to this instability, there is a growing interest in gold from investors and the current bull market of gold. READ MORE