Essays about: "stock-bond correlation"
Found 2 essays containing the words stock-bond correlation.
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1. 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 ekonomiAbstract : 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
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2. The Role of Gold in a Portfolio in Different Market Conditions-Is gold still an attractive investment after the financial crisis in 2008?
University essay from Lunds universitet/Företagsekonomiska institutionenAbstract : This thesis examines whether gold is still attractive to be invested as one of the portfolio component after the financial crisis in 2008. Besides, the study suggests the appropriate weight of gold in the portfolio investment during the normal and crisis periods. This paper uses the U.S. READ MORE