Essays about: "safe haven"

Showing result 16 - 20 of 60 essays containing the words safe haven.

  1. 16. CAN GOLD SERVE AS A HEDGE AGAINST UNCERTAINTY? : A study on the gold price dynamics and its role as a safe haven asset

    University essay from Umeå universitet/Nationalekonomi

    Author : Nadja Jakobsson; [2022]
    Keywords : ;

    Abstract : Gold’s ability to retain its real value in times of uncertainty and financial turmoil has long been of interest to investors and central banks worldwide. Gold has historically been used as a monetary means due to its store of value and in the early days, gold coins were used as a currency. READ MORE

  3. 17. Establishing the nature of Bitcoin : A DCC-GARCH analysis

    University essay from Umeå universitet/Företagsekonomi

    Author : Amanda Ekstrand; Mateusz Musial; [2022]
    Keywords : ;

    Abstract : Since its start in 2008 up until the date of this study, Bitcoin has steadily gained considerablyin popularity. However, the digital cryptocurrency still seems to be surrounded by asubstantial amount of mystery as to whether it deserves a spot in anyone's portfolio. READ MORE

  4. 18. Safe Haven Assets During the COVID-19 Pandemic : a study of safe haven aspects of gold and Bitcoin in U.S. financial markets

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

    Author : Erik Melin; Albert Pettersson; [2022]
    Keywords : TGARCH; GARCH; ARCH-LM; COVID-19; Gold; Bitcoin; Safe Haven; Hedge; Diversifier;

    Abstract : This paper explores the possibility of gold and Bitcoin acting as safe haven investments during the Corona pandemic. To answer the research question the authors use OLS-, GARCH-, and TGARCH-models. The S&P 500 stock- and S&P U.S. READ MORE

  5. 19. The Impact of COVID-19 on the European Commercial Banking Sector: A Cross-country Empirical Analysis

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Marc Connerth; Annabel Fastje; [2021]
    Keywords : COVID-19; Pandemic; Bank lending; Depositing; Loan loss provisions;

    Abstract : This paper investigates the impact of COVID-19 on the European commercial banking sector. Using panel data, we study the effect of the severity of the pandemic on bank lending, customer depositing behavior, and the provisioning for credit losses. READ MORE

  6. 20. Green Finance and its Relation to Asset Classes : Analyzing the dependency structure with a DCC-GARCH and a cross-quantilogram approach

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

    Author : Mona Ebadian; Linda Ivarsson; [2021]
    Keywords : ;

    Abstract : In this master thesis, we present the first empirical study that investigates the correlation- and dependence structure of green finance with major asset classes such as cryptocurrency, commodities, equity and currency on a global level. Over the years, green finance and sustainability questions have become more and more central in the literature. READ MORE