Essays about: "Bond Spread"

Showing result 1 - 5 of 72 essays containing the words Bond Spread.

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. Financial Frontlines: Assessing the impact of the Russia-Ukraine conflict on the European corporate bond market

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Clemens Lässle; Ragnar Turesson; [2023]
   Keywords : Corporate bonds; Credit spreads; Russia-Ukraine war;

   Abstract : This paper investigates how European firms accessed the corporate bond market during the Russia-Ukraine war. Using a comprehensive dataset of European bond issues from 2017-2023, we find that fewer bonds were issued during the war than in previous periods, particularly Russian bonds and those denominated in Rubles. READ MORE

5. 4. ESG Performance and Corporate Bond Spreads

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Carl Windmar; [2023]
   Keywords : ESG; Financial Performance; Z-spread; Bonds; Business and Economics;

   Abstract : This paper examines the impact of ESG performance on corporate bonds spreads. The spreads are determined by the risk factors of the investment and the demand by the capital markets. It is therefore analysed whether ESG affects these determinants. READ MORE

6. 5. To ESG or Not to ESG? That is The Question for Cost of Debt

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Kasper Janols; Zakarias Grönkvist; [2023]
   Keywords : Business and Economics;

   Abstract : Purpose and research question: The purpose of this study is to investigate whether an improved ESG performance leads to a lower cost of debt, proxied by the yield spread of newly issued corporate bonds and if this effect is more pronounced for firms operating in a stronger institutional environment. We therefore ask the following two research questions: Does a higher ESG score lead to a lower cost of debt, and is this effect moderated by the institutional environment? Methodology: For our panel data we apply POLS-regression models, random effects models, introduce an interaction term to test for the partial effect of the institutional environment, and an ordered probit model to exchange our dependent variable. READ MORE