Essays about: "Sovereign spreads."

Showing result 1 - 5 of 19 essays containing the words Sovereign spreads..

  1. 1. 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

  3. 2. Impact of U.S. Monetary Policy on Bond Spreads in Emerging Market Economies: A Comprehensive Analysis

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jesus Marquez Rojas; [2023]
    Keywords : Unconventional Monetary Policy; Emerging Economies; Sovereign spreads.; Business and Economics;

    Abstract : This paper examines the impact of U.S. monetary policy on sovereign bond spreads in emerging market economies under the period of Unconventional Monetary Policy (UMP). READ MORE

  4. 3. Investing in Emerging Markets: Environmental Performance and its Effect on Risk Profile

    University essay from Lunds universitet/Ekonomisk-historiska institutionen

    Author : Felicity Jaarnek; [2023]
    Keywords : CDS spread; sovereign debt; ESG; environment; emerging economies; Business and Economics;

    Abstract : Debt has gained paramount importance for policy makers, stakeholders, and investors due to its far-reaching implications on economic stability, growth prospects, and financial resilience. Meanwhile, environmental conditions are increasing in importance when assessing credit risk. READ MORE

  5. 4. Sovereign Default, Risk-Averse Investors and the World Interest Rate

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Martina Dosser; [2021]
    Keywords : Sovereign Default; International Lending; Government Bonds; International Contagion; Risk Premia;

    Abstract : Empirical evidence suggests that global factors, such as the world interest rate and the degree of risk-aversion of international investors, are key drivers of sovereign spreads in emerging economies. Building on this evidence, this paper extends a model of strategic sovereign default to account for both a time-varying world interest rate and risk-averse international investors, in order to study the impact of these factors on sovereign debt prices and default incentives. READ MORE

  6. 5. Political Risk in Asset Pricing - Evidence from Latin America: An Empirical Study of Brazil, Chile, Colombia, Mexico, and Peru

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Henry Chen; Maximilian Stärk; [2021]
    Keywords : Country risk; Emerging markets; Fama-French; International valuation; Political risk;

    Abstract : Project valuation in emerging markets is an important issue in international business. Practitioners and academics usually suggest adjusting the discount rate with the sovereign yield spread to capture political risk in the valuation. READ MORE