Essays about: "Rickard Rehnberg"

Found 1 essay containing the words Rickard Rehnberg.

  1. 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 from

    Author : Hampus Johansson; Rickard Rehnberg; [2017-07-07]
    Keywords : ;

    Abstract : 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