Essays about: "flight-to-quality"

Showing result 1 - 5 of 8 essays containing the word flight-to-quality.

  1. 1. The effect of covid-19 announcement on sustainable investment portfolios : Observation of the flight-to-quality phenomenon

    University essay from Jönköping University/Internationella Handelshögskolan

    Author : Vladislovas Urbonavicius; Iulia Chirita; [2023]
    Keywords : Sustainable investment portfolio; ESG; Covid-19; Flight-to-quality; Market Shock; Cryptocurrency; Proof-of-stake; proof-of-work.;

    Abstract : The economic impact of the COVID-19 pandemic is still an ongoing topic, broadly analysed and discussed in many studies. Recent articles state that sustainable assets can offer return volatility resilience during demand shock events and, in some cases, provide higher returns than their unsustainable counterparts. READ MORE

  3. 2. How did the financial investment behavior of Swedish retail investors change after the outbreak of COVID-19?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jakob Erlandsson; [2021]
    Keywords : Financial behavior; COVID-19; Sweden; retail investors; survey.; Business and Economics;

    Abstract : The aim of this thesis is to investigate how the financial investment behavior of retail investors in Sweden has changed after the outbreak of the COVID-19 pandemic. The first part of the method used to investigate this consists of collecting data using a survey that was filled out by investors. READ MORE

  4. 3. Price is What You Pay, Value is What You Get - Dissecting the Quality Anomaly in US Equity Returns

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Filip Düsing; Erik Ivarsson; [2017]
    Keywords : Factor Investing; Quality Factor; Quality Screen; Cross Sectional Regression; Conditional Beta Analysis; Selection Bias; Business and Economics;

    Abstract : The purpose of the thesis relates to the Quality anomaly observed in the US equity market, where stocks with Quality characteristics tend to outperform and have higher risk adjusted returns. By dissecting the Quality anomaly, the thesis aims to analyze the drivers of the over performance of Quality and investigate the presence of a systematic Quality premium. READ MORE

  5. 4. Macroeconomic determinants of the time-varying correlation between stock and bond returns: A study of the Swedish market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Oskar Wilhelmsson; Jakob Mårtensson; [2017]
    Keywords : Time-varying correlation; stock-bond correlation; macroeconomic determinants; flight-to-quality; currency value;

    Abstract : This paper investigates how and to what extent realized fundamental macroeconomic factors affect the time-varying correlation between stock and bond returns on the Swedish financial market. We use daily return data of the OMXS30 and Swedish government bonds, and monthly or quarterly data of macroeconomic factors. READ MORE

  6. 5. A Conditional Analysis of Liquidity on Quality in the U.S. Corporate Bond Universe

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Arwed Ebner; Paul Schempp; [2014]
    Keywords : Liquidity; Corporate Bonds; Markov Regime-Switching Models; Flight-to-Quality; Credit Quality;

    Abstract : Why are high-yield bonds more severely hit by large liquidity dry outs than investment grade bonds? This study investigates the effects of liquidity shocks on returns in the U.S. corporate bond market during times of heightened liquidity stress, using a comprehensive data set of 13,500 bonds between October 2004 and September 2013. READ MORE