Essays about: "Treasury Bond"

Showing result 1 - 5 of 15 essays containing the words Treasury Bond.

  1. 1. Do you want to swap? A study of the liquidity risk in the SEK interest rate swap market

    University essay from Göteborgs universitet/Graduate School

    Author : Viktor Edberg; Carl Hjelmqvist; [2023-06-29]
    Keywords : Bao; Pan; Wang indicator; Determinants; Dimensions of liquidity; Forward Rate Agreement; Fundamental Review of the Trading Book; Generalized least squares; Interest Rate Derivative; Interest Rate Swap; Liquidity horizon; Liquidity risk premium; Market liquidity; SVEN spread; Swap Spread; Swedish Government benchmark bond; Treasury-Eurodollar; Turnover ratio; Turnover-per-day; Volume-adjusted intraday volatility;

    Abstract : Interest rate swaps are one of the world’s most essential interest rate derivatives. It is therefore important to understand the pricing of these agreements, and how the market is functioning. READ MORE

  3. 2. The Impact of Risk Premium Factors on Cap Rates in Sweden’s Office Market

    University essay from KTH/Fastighetsföretagande och finansiella system

    Author : Elias Adolfsson; Jesper Jansson; [2023]
    Keywords : Cap rate; yield; risk premium; commercial real estate; office; regression analysis; macroeconomics; Cap rate; yield; riskpremie; kommersiella fastigheter; kontor; regressionsanalys; makroekonomi;

    Abstract : This study examines the impact of risk premium factors on cap rates within Sweden's largest office markets. The research questions address the significance of various micro- and macroeconomic variables on cap rates, as well as the extent of this impact and how it varies across different locations. READ MORE

  4. 3. Green Bond’s co-movement with the treasury bond, corporate bond, stock, and carbon markets during an economic recession

    University essay from Jönköping University/IHH, Företagsekonomi

    Author : Niousha Karimi; Isac Lago; [2021]
    Keywords : Green Bonds; Conventional Bond Market; Stock Market; Carbon Market; Co-movement; DCC-GARCH; Economic Crisis;

    Abstract : Background: With the tremendous growth of the Green Bond (GB) market, understanding the relationship of the GB market with other financial markets gains importance. The Covid19 pandemic causing a recession in most major economies creates an opportunity to see the co-movements of the GB market with other financial markets under a period of economic crisis. READ MORE

  5. 4. An analysis of the underlying variables on the credit spread of the Swedish corporate bond market

    University essay from KTH/Matematisk statistik

    Author : Markus Olofsgård; Philip Göransson; [2020]
    Keywords : Statistics; applied mathematics credit spread; regression analysis; corporate bonds; Statistik; tillämpad matematik; kreditspread; regressionsanalys; företagsobligationer;

    Abstract : The purpose of this thesis is to define which variables affect the average credit spread on the Swedish bond market. The study is conducted via the help of Enter Fonder, who contributes with data and insight into the Swedish corporate bond market. Earlier research has put a lot of weight on the connection between default risk and credit spread. READ MORE

  6. 5. Optimizing the Nuclear Waste Fund's Profit

    University essay from Stockholms universitet/Företagsekonomiska institutionen

    Author : Zakaria Kazi-tani; André Ramirez Alvarez; [2018]
    Keywords : Nuclear Waste Fund; optimization; the Markowitz portfolio theory; strategic asset allocation; tactical asset allocation; polynomial regression; bonds; disposal; Kärnavfallsfonden; nuclear waste; the Legal; Financial and Administrative Services Agency; MATLAB;

    Abstract : The Nuclear Waste Fund constitutes a financial system that finances future costs of the management of spent nuclear fuel as well as decommissioning of nuclear power plants. The fund invests its capital under strict rules which are stipulated in the investment policy established by the board. READ MORE