Browsing UiS Brage by Author "Rabanal Sobrino, Jean Paul"
Now showing items 1-5 of 5
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Could Bitcoin Provide Portfolio Benefits for Long-Term Investors?
Aske, Even.; Hetland, Morten. (Master thesis, 2022)In this paper we aim to identify how the volatility from the major U.S. markets affect the volatility of Bitcoin and its diversification potential. To do this we have calculated GARCH volatilities derived into the Generalized ... -
Could Bitcoin Provide Portfolio Benefits for Long-Term Investors?
Aske, Even; Hetland, Morten (Master thesis, 2022)In this paper we aim to identify how the volatility from the major U.S. markets affect the volatility of Bitcoin and its diversification potential. To do this we have calculated GARCH volatilities derived into the Generalized ... -
ESG and Firm Performance: Evidence From Selected Countries in Europe
Hewton, Kweku Enyinful; Aboagy, Eric (Master thesis, 2023)The 2008 financial crisis highlighted the need for ESG disclosure in corporate reporting. Yet there has been inconclusive evidence about its relationship with firm performance. This research investigated the relationships ... -
Macroeconomic Determinants of Green Bond Spreads: Applying conventional bonds' analysis approach
Matuseviciene, Henrika; Poskute, Vaida (Master thesis, 2022)This research focuses on macroeconomic determinants of green bond yield spreads, using Fixed effects panel regression model. We investigate 21 bonds issued by International Bank for Reconstruction and Development (IBRD) ... -
The effect of COVID-19 on volatility and spillover effects between major international stock indices.
Fagervik Jensen, Ole Thomas; Francisxavier, Piriiyanth (Master thesis, 2022)In 2020, COVID-19 was initially seen as an epidemic and evolved into an all-out pandemic. As a result, global economies across the globe were affected. This thesis explores the relationship between market turbulence across ...