Essays about: "Sovereign bond yields"

Showing result 1 - 5 of 9 essays containing the words Sovereign bond yields.

1. 1. Environmental performance and sovereign bond yields: Evidence from emerging markets

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Kristin Unga; [2023]
   Keywords : sovereign yields; environmental performance; principal component analysis; Business and Economics;

   Abstract : This thesis analyses if investors price a country’s environmental (E) performance into sovereign bond yields. The sample consists of 17 emerging countries from 2011 to 2020. READ MORE

3. 2. Beyond Credit Ratings: The Role of (E)SG in Sovereign Debt Investments

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Oscar Wollmann; Filip Frisk; [2023]
   Keywords : ESG rating; Sovereign debt investments; Sovereign bond yields; Sustainability;

   Abstract : The study investigates the correlation between ESG performance and sovereign bond yield spreads using regression analysis. The results reveal a significant negative correlation between the Governance and Social indices and bond spreads, emphasising the importance of good governance practices and social stability in reducing the risk of sovereign debt default. READ MORE

4. 3. Macroeconomic Determinants of Sovereign Credit Risk

   University essay from

   Author : Adam Aleb; Rashid Hassan; [2022-07-04]
   Keywords : Macroeconomic Determinants; Credit Risk; Government Bond Yields; Cointegration; Long-run and Short-run Determinants; VECM; ARDL; FEVD;

   Abstract : This report analyzes the macroeconomic determinants of sovereign bond yields in three different economies: the US, a large open economy and a benchmark in the financial markets, Sweden, a small open economy that has successfully dealt with financial crisis, and Italy, a large open economy with a history of financial distress. Cointegration techniques of the VECM and the ARDL model were used to derive the short-run and the long-run determinants of sovereign bond yields. READ MORE

5. 4. Euro Area Sovereign Bond Spreads, Risk Aversion & Monetary Policy

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Johannes Fischer; [2017]
   Keywords : Monetary policy; Risk aversion; Uncertainty; Sovereign bond spreads;

   Abstract : This paper provides a framework to disentangle the effects of uncertainty and risk aversion on Euro area sovereign bond yields vis-à-vis Germany, which were often confounded in previous studies. In a second step, the impact of European monetary policy on spreads through its impact on risk aversion is estimated. READ MORE

6. 5. Solving the Swedish Muni Puzzle - Piece By Piece

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Oscar Küntzel; John-Edward Olingsberg; [2017]
   Keywords : The Muni Puzzle; Bond Yields; Liquidity; Bid-Ask Spreads;

   Abstract : This paper examines whether liquidity premiums can explain the Swedish muni puzzle. The Swedish institutional climate presents a unique setting where default risk and taxes are equivalent in the context of municipal and treasury bonds. READ MORE