Essays about: "performance of bonds"

Showing result 1 - 5 of 77 essays containing the words performance of bonds.

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

3. 2. At the Sustainable Finance Frontier - Sustainability-Linked Bonds: Targets, Sustainability Profiles and Yield Spreads

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Mikko Ala-Porkkunen; Rasmus Roth; [2023]
   Keywords : Sustainability-Linked Bonds; Yield Spreads; Sustainability Performance Target; Corporate Social Responsibility; Efficient Market Hypothesis; Business and Economics;

   Abstract : Purpose: To investigate whether the ambitiousness of sustainability performance target and/or issuer sustainability profile have an influence on Sustainability-Linked Bond (SLB) yield spreads. Methodology: The utilized econometric approach is OLS regressions on a cross-sectional data. READ MORE

4. 3. Volatility Modelling in the Swedish and US Fixed Income Market : A comparative study of GARCH, ARCH, E-GARCH and GJR-GARCH Models on Government Bonds

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

   Author : Sebastian Mortimore; William Sturehed; [2023]
   Keywords : GARCH; ARCH; GJR-GARCH; E-GARCH; ARMA; Government Bonds; Volatility; Loss functions; Fixed Income Market and realized volatility.; ARCH; GARCH; GJR-GARCH; E-GARCH; Statsobligationer och Volatilitet;

   Abstract : Volatility is an important variable in financial markets, risk management and making investment decisions. Different volatility models are beneficial tools to use when predicting future volatility. The purpose of this study is to compare the accuracy of various volatility models, including ARCH, GARCH and extensions of the GARCH framework. READ MORE

5. 4. Investigation of Milled Wood Lignin Extraction Using Enzymatic Hydrolysis for Application in Hydrophobic Barriers in the Food Packaging Industry

   University essay from Lunds universitet/Kemiteknik (CI)

   Author : Anna Wagne; [2023]
   Keywords : Lignin; extraction; hydrophobicity; chemical engineering; Technology and Engineering;

   Abstract : The objective of this report is twofold: to optimise the extraction method of lignin from spruce altering a few process parameters and to investigate the use of lignin as a hydrophobic barrier in food applications. The process used was STEX (steam explosion) pretreatment followed by enzymatic hydrolysis and MWL (milled wood lignin) extraction using a mixture of dioxane-water. READ MORE

6. 5. Reprocessing and Characterization of Polybenzimidazole for High-Temperature Polymer Electrolyte Membrane Fuel Cells

   University essay from Lunds universitet/Centrum för analys och syntes

   Author : Douglas Björkengren; [2023]
   Keywords : polymer electrolyte membrane fuel cells; PEMFC; HTPEMFC; polymer technology; polymer characterization; reprocessing; recycling; polybenzimidazole; PBI; Technology and Engineering;

   Abstract : A reprocessing method of poly(2,2’-(m-phenylene)-5,5’-bibenzimidazole) (PBI) membranes recovered from the production line of High-Temperature Polymer Electrolyte Membrane Fuel Cells (HT-PEMFC) at Blue World Technologies (BWT) has been developed in order to reduce material loss in the production. Redissolution of scrap PBI membranes in poly(phosphoric acid) (PPA) and phosphoric acid (PA) was successful and the subsequent washing procedure produced PBI that could be redissolved in N,N-dimethyl acetamide (DMAc) and suitable for solution casting of new membranes. READ MORE