Essays about: "Bond market Thesis"
Showing result 1 - 5 of 106 essays containing the words Bond market Thesis.
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1. Navigating Capital Structure during Times of Increasing Interest Rates: Insights from the Real Estate Industry in Sweden
University essay from Göteborgs universitet/Företagsekonomiska institutionenAbstract : This thesis aims to investigate, problematize, and discuss how listed Real Estate firms in Sweden alter their capital structure in times of increasing interest rates such as presently experienced, if they brought some valuable lessons from previous crises, and how they adapt their financing choices to today’s environment. The navigation these firms’ management needs to master in this aspect is directly affecting the firms’ costs. READ MORE
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2. Does it pay to be transparent? - An empirical study on the relationship between yield and transparency for EU corporate green bonds
University essay from Göteborgs universitet/Graduate SchoolAbstract : This thesis uses OLS methodology to investigate the relationship between yields and transparency on green bonds. Transparency is divided into three categories: Self-labeled green bonds following the voluntary GBP framework, CBI aligned green bonds following CBI taxonomy with external verification and CBI certified green bonds following the CBI framework with mandatory external verification by the independent body Climate Bonds Standards Board. READ MORE
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3. An Attempt at Pricing Zero-Coupon Bonds under the Vasicek Model with a Mean Reverting Stochastic Volatility Factor
University essay from KTH/Matematik (Avd.)Abstract : Empirical evidence indicates that the volatility in asset prices is not constant, but varies over time. However, many simple models for asset pricing rest on an assumption of constancy. READ MORE
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4. The Green Premium : a study of the pricing of green bonds on the Swedish bond market
University essay from Uppsala universitet/Företagsekonomiska institutionenAbstract : Issuing environmentally aligned green bonds has become an increasingly popular way to raise capital for green investments during the last decade. This thesis explores potential pricing differences between green and conventional bonds, known as the green premium, on the Swedish secondary bond market. READ MORE
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5. Predicting the Movement of the S&P 500 Index using Machine Learning
University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionenAbstract : Predicting the stock market has been a longstanding topic of interest in financial research. It is regarded as a highly challenging but important task given the vital role the financial markets play in shaping the global economies. In this thesis, the goal is to predict the movement of the S&P 500 Index using machine learning methods. READ MORE