Essays about: "Rickard Rehnberg"
Found 1 essay containing the words Rickard Rehnberg.
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1. Credit Spread Changes in the Euro Area - An Empirical Study of the Relationship Between Interest Rates and Credit Spreads in the Euro-denominated Corporate Bond Market
University essay fromAbstract : The behaviour of credit spreads is of importance for a wide array of stakeholders. We test the relationship between changes in risk-free interest rates and credit spreads in European bond market by running OLS regressions using weekly European market data for investment grade and non-investment grade bond indices. READ MORE
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