Essays about: "Sanna Batz"

Found 2 essays containing the words Sanna Batz.

  1. 1. Does The Investor Get Compensated for Investing in Risky Corporate Bonds?

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Sanna Batz; Arvid Eriksson; [2012]
    Keywords : Corporate Bonds; Default Risk; Expected Return; Yield Spread; Credit Ratings;

    Abstract : This study investigates if the investor in US corporate bonds gets sufficiently compensated for default risk. This is done by examining the expected excess return for corporate bonds across varying levels of default probability. READ MORE

  3. 2. The Distress Risk Puzzle in Turbulent Times - Default risk during the financial crises

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Sanna Batz; Anders Nordström; [2011]
    Keywords : Distress risk puzzle; bankruptcy risk; systematic risk; asset pricing; Altman Z-score;

    Abstract : Studies on whether risk of default is systematic or not have led to the discovery of the distress risk puzzle. It is a rather new anomaly and its implications are that empirical evidence seems to indicate that higher default risk results in lower returns. READ MORE