Essays about: "Domantas Lubys"

Found 1 essay containing the words Domantas Lubys.

  1. 1. Inflation Risk Premium in the Swedish Bond Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Viktor Berggren; Domantas Lubys; [2016]
    Keywords : inflation risk premium; liquidity risk premium; expected inflation; inflation-linked bonds;

    Abstract : The purpose of this study is to investigate the dynamics of the inflation risk premium in the Swedish bond market using nominal and inflation-linked bond yields. We apply a no-arbitrage method extracting real yields from nominal and inflation-linked yields taking the three-month indexation lag inherent in Swedish bond yields into account. READ MORE