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dc.contributor.authorMyran, Eivind
dc.contributor.authorSolberg, Torkel Nikolai
dc.date.accessioned2023-11-23T09:22:33Z
dc.date.available2023-11-23T09:22:33Z
dc.date.issued2023
dc.identifier.urihttps://hdl.handle.net/11250/3104259
dc.descriptionMasteroppgave(MSc) in Master of Science in Finance - Handelshøyskolen BI, 2023en_US
dc.description.abstractThis thesis explores the interplay between yield curve inversions, volatility and Momentum trading strategy performance in the US stock market. We test the theory that yield curve dynamics can predict fluctuations in Momentum strategy returns, with significant implications preceding and following economic downturns. Our empirical analysis uncovers patterns suggesting that the yield curve is positively correlated with momentum returns and that yield curve information gradually influences Momentum returns. Moreover, we incorporate market volatility measures to add depth to our investigation. Ultimately, this study seeks to shed light on economic forecasting through market indicators, contributing to more nuanced investment decisions and risk management.en_US
dc.language.isoengen_US
dc.publisherHandelshøyskolen BIen_US
dc.subjectfinansen_US
dc.subjectfinanceen_US
dc.subjectfinacial economicsen_US
dc.titleExploring the Relationship Between the Slope of the Yield Curve, Volatility, and the Profitability of Momentum Trading Strategies in US Stocks: An Empirical Analysisen_US
dc.typeMaster thesisen_US


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