Treasury bond returns and U.S. political cycles

Detalhes bibliográficos
Autor(a) principal: Freixa, Carlos Miguel Silva
Data de Publicação: 2009
Tipo de documento: Dissertação
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10362/9478
Resumo: A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics
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spelling Treasury bond returns and U.S. political cyclesTreasury bond returnsPolitical cyclesPolitical economyA Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and EconomicsThis work-project complements the existing studies on the linkage between financial investments returns and the political cycles, by relating Treasury bond returns and Presidential cycles. Previous research shows that stock market tends to behave better during Democratic presidencies, and in this work it is shown a compatible result, with long-term Treasury bonds having higher absolute, and excess returns during Republican Administrations. This difference is not explained by business cycles and there are no significant differences in risk, as measured by the volatility of returns, between the two political cycles. Empirical evidence is also found showing that there are better economic and financial conditions to invest in T-bonds' markets during Republican than during Democratic Administrations.NSBE - UNLMatos, João Amaro deRUNFreixa, Carlos Miguel Silva2013-05-07T10:49:30Z2009-062009-06-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10362/9478enginfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-03-11T03:42:35Zoai:run.unl.pt:10362/9478Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:18:51.358029Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Treasury bond returns and U.S. political cycles
title Treasury bond returns and U.S. political cycles
spellingShingle Treasury bond returns and U.S. political cycles
Freixa, Carlos Miguel Silva
Treasury bond returns
Political cycles
Political economy
title_short Treasury bond returns and U.S. political cycles
title_full Treasury bond returns and U.S. political cycles
title_fullStr Treasury bond returns and U.S. political cycles
title_full_unstemmed Treasury bond returns and U.S. political cycles
title_sort Treasury bond returns and U.S. political cycles
author Freixa, Carlos Miguel Silva
author_facet Freixa, Carlos Miguel Silva
author_role author
dc.contributor.none.fl_str_mv Matos, João Amaro de
RUN
dc.contributor.author.fl_str_mv Freixa, Carlos Miguel Silva
dc.subject.por.fl_str_mv Treasury bond returns
Political cycles
Political economy
topic Treasury bond returns
Political cycles
Political economy
description A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics
publishDate 2009
dc.date.none.fl_str_mv 2009-06
2009-06-01T00:00:00Z
2013-05-07T10:49:30Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10362/9478
url http://hdl.handle.net/10362/9478
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv NSBE - UNL
publisher.none.fl_str_mv NSBE - UNL
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
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instacron_str RCAAP
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collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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