Sökning: "Stock-bond correlation"

Hittade 2 avhandlingar innehållade orden Stock-bond correlation.

1. 1. Essays on Corporate Finance and Asset Pricing

   Författare :Jon Frank; Mikael Bask; Lars Forsberg; Dušan Isakov; Uppsala universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Corporate Finance; Asset Pricing; Founding family firms; Firm performance; Firm financing; Firm investments; Stock returns; Stock-bond correlation;

   Sammanfattning : Essay 1 (with Mattias Hamberg): We study the performance of family firms with large controlling owners using unique hand-collected Swedish data; and consistent with previous studies, we find that founding family firms perform significantly better than other firms. The data allows us to also identify firms with long term non-founding owners (LTNFOs). LÄS MER

3. 2. Essays on currency markets

   Författare :Duc-Hoang Hoang; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; currency market; central bank communication; sentiment; carry trade; momentum;

   Sammanfattning : This doctoral dissertation comprises three independent essays which cover different aspects of the currency market.The first paper, Long-run and short-run risk premium in currency market, investigates the risk premium of the long-run and short-run volatility component of exchange rate returns in the currency market. LÄS MER