Show simple item record

dc.contributor.authorMutindi, Mbuvi Chantal
dc.date.accessioned2016-05-05T10:02:44Z
dc.date.available2016-05-05T10:02:44Z
dc.date.issued2014-03-27
dc.identifier.urihttp://hdl.handle.net/11071/4511
dc.descriptionA Research Project submitted in Partial fulfilment for the award of Bachelor of Business Science Actuarial Science.en_US
dc.description.abstractStocks and bonds are the most invested assets in the world. This paper analyzes these two assets in terms of how their returns comove in the U.K. and U.S. Using annual stock and bond returns for the past 27 years (1985-20 12) for both countries, it is concluded that although there is a linear relationship between the two asset returns in both the U.K. and U.S., there exists no long term relationship between the stock and bond returns of both countries. The implication of this is that in the short term, investors of these two assets in the U.S. and the U.K. can use this relationship to hedge their portfolios but there might be need to adjust their portfolio going forward as this linear relationship does not hold in the long term.en_US
dc.language.isoenen_US
dc.publisherStrathmore Universityen_US
dc.subjectStock returnsen_US
dc.subjectBond returnsen_US
dc.subjectCo - movementen_US
dc.subjectU.S.en_US
dc.subjectU.K.en_US
dc.titleThe Co - movement of Stock and Bond Returns - a comparison between the U.S and U.K.en_US
dc.typeOtheren_US


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record