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Showing result 1 - 5 of 28 essays matching the above criteria.

1. 1. Do you want to swap? A study of the liquidity risk in the SEK interest rate swap market

   University essay from Göteborgs universitet/Graduate School

   Author : Viktor Edberg; Carl Hjelmqvist; [2023-06-29]
   Keywords : Bao; Pan; Wang indicator; Determinants; Dimensions of liquidity; Forward Rate Agreement; Fundamental Review of the Trading Book; Generalized least squares; Interest Rate Derivative; Interest Rate Swap; Liquidity horizon; Liquidity risk premium; Market liquidity; SVEN spread; Swap Spread; Swedish Government benchmark bond; Treasury-Eurodollar; Turnover ratio; Turnover-per-day; Volume-adjusted intraday volatility;

   Abstract : Interest rate swaps are one of the world’s most essential interest rate derivatives. It is therefore important to understand the pricing of these agreements, and how the market is functioning. READ MORE

3. 2. Predicting the Movement of the S&P 500 Index using Machine Learning

   University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

   Author : Bakary Bah; [2023]
   Keywords : Machine Learning; S P 500 Index; Random Forest; Logistic Regression; Business and Economics;

   Abstract : Predicting the stock market has been a longstanding topic of interest in financial research. It is regarded as a highly challenging but important task given the vital role the financial markets play in shaping the global economies. In this thesis, the goal is to predict the movement of the S&P 500 Index using machine learning methods. READ MORE

4. 3. Tick-Tock: Time to invest? : A Study of the Investment Performance of Luxury Watches versus Traditional Assets

   University essay from Linköpings universitet/Produktionsekonomi

   Author : Gustav Sjöstedt; Sara Mannerford; [2023]
   Keywords : Veblen goods alternative assets traditional assets luxury watches hedonic pricing method hedonic characteristics regression analysis Sharpe ratio Treynor ratio CAPM Jensen’s alpha;

   Abstract : Background: This study discusses the phenomenon of luxury goods as investment assets,focusing on luxury watches in particular. The rise of globalization and increased wealth,particularly among the middle and high-income groups in developing countries, hascreated a larger potential customer base for luxury items. READ MORE

5. 4. An investigation of Sustainable Assets, Equitiesand the Bond market during the Globalpandemic, COVID-19

   University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

   Author : Vincent Rahm; Frej de la Rosa; [2022]
   Keywords : Conventional bonds; COVID-19; DCC-GARCH; ESG; Green bond; S P500; Portfolio optimization; volatility; MSCI; Sustainable investments; US 10yr; Treasuries; Equities;

   Abstract : ESG investing has been a hot topic during several years and there have been numerousstudies examining the relationship between sustainable assets and non-sustainable assetsincluding green bonds, social bonds, environmental bonds, ESG-bonds and ESG indices;conventional bonds, S&P 500, common stocks and non-ESG indices. During negative marketshocks several ESG stocks and indices have been shown to outperform common stocks andindices. READ MORE

6. 5. The Role of Financial Inclusion in Economic Growth : A quantitative study about financial inclusion & economic growths relationship

   University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

   Author : Viktor Pettersson; Noah Stjernberg; [2022]
   Keywords : Financial inclusion; Economic growth; Proxies; Dickey-fuller unit root; Arellano-bond GMM estimation method;

   Abstract : This study examines the relationship between financial inclusion and economic growth, more specifically if financial inclusion is an important factor for economic growth. A sub question was stated as well, if the six proxies of the financial inclusion measurement respectively have an impact on economic growth. READ MORE