Essays about: "safe-haven"

Showing result 1 - 5 of 59 essays containing the word safe-haven.

  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. Empirical Analysis of Dependence Structure Between Assets: A Study of the Impact of Infation on Dependence Between Stock Portfolios and Gold

    University essay from Göteborgs universitet/Graduate School

    Author : Tim Baldesten Pajunen; Filip Steussloff; [2023-06-29]
    Keywords : Infation;

    Abstract : In this paper, we study the impact of inflation on the dependence and volatilities of gold and stock portfolios constructed by Fama and French. To model the dependence structure, we propose a copula probability model. READ MORE

  4. 3. Is Bitcoin a Safe Haven?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : William Stockfors; [2023]
    Keywords : Cointegration Bitcoin S P 500 Safe Haven; Business and Economics;

    Abstract : The objective of this bachelor thesis is to assess the safe haven property of Bitcoin by conducting an augmented Dickey-Fuller test and Engle and Granger cointegration test with price data from the COVID-19 crash. The analysis revealed a cointegration relationship between Bitcoin and the S&P 500, indicating a long-run equilibrium between the two and thus providing evidence against the safe haven property. READ MORE

  5. 4. Exchange Rate and Equity Market Dependence under Shifts in Volatility Expectations

    University essay from Lunds universitet/Matematisk statistik

    Author : Vilhelm Samuelsson; [2023]
    Keywords : Exchange rates; Equity markets; Volatility; ARMA-GARCH; Copula; Exchange rate determination; Safe-haven; Portfolio rebalancing; Return chasing; Mathematics and Statistics;

    Abstract : Exchange rate movements have important implications for both policy makers and investors, as they can have large effects on the real economy and the return on investments. Lately, their relation to capital flows have attracted growing interest due to the failure of macroeconomic fundamentals to explain them. READ MORE

  6. 5. THE PARTNERSHIP AGREEMENTBETWEEN THE UNITEDKINGDOM AND RWANDA INTHE CONTEXT OFPOSTCOLONIALISM ANDEXTERNALIZATION : Critical discourse analysis of GOV.UK documents about thepartnership agreement between the UK and Rwanda

    University essay from Linköpings universitet/Institutionen för ekonomisk och industriell utveckling

    Author : Parviainen Parviainen; [2023]
    Keywords : Rwanda; United Kingdom; Refugee externalization; Migration and Economic Development Partnership; Refugee policy;

    Abstract : Externalization agreements have become more common in Europe after 2015, and one of the mostrecent ones is the Migration and Economic Development Partnership agreement between the UnitedKingdom (UK) and Rwanda. According to that agreement people who are seeking safety from theUK are going to be transferred to Rwanda where their asylum claim is assessed and if they are grantedrefugee status they are going to be settled in Rwanda. READ MORE