Essays about: "bond thesis"

Showing result 11 - 15 of 248 essays containing the words bond thesis.

  1. 11. Green or Greed? Examining the Nexus Between Sovereign Green Bonds and National Climate Targets

    University essay from Lunds universitet/Ekonomisk-historiska institutionen

    Author : Pontus Hällgren; [2023]
    Keywords : Business and Economics;

    Abstract : The fight against climate change has reached a critical point, requiring financial flows to align with climate-resilient pathways. This thesis investigates the alignment between sovereign green bonds and national climate targets. READ MORE

  3. 12. Credit Index Forecasting: Stability of an Autoregressive Model

    University essay from KTH/Matematik (Avd.)

    Author : Melker Wallén; Erik Grimlund; [2023]
    Keywords : Credit spreads; Time Series; Credit Risk; Index Modeling; Forecasting; Kreditspreadar; Tidsserier; Kreditrisk; Indexmodellering; Prognoser;

    Abstract : This thesis investigates the robustness and stability of total return series for credit bond index investments. Dueto the challenges which arise for financial institutes and investors in achieving these objectives, we aim to createa forecasting model which matches the statistical properties of historical data, while remaining robust, stable andeasy to calibrate. READ MORE

  4. 13. Equine welfare assessment : assessing equine welfare using positive parameters

    University essay from SLU/Dept. of Biosystems and Technology (from 130101)

    Author : Heidi Nevala; [2023]
    Keywords : human-horse relation; natural living conditions; social bond analysis; time budget;

    Abstract : This thesis examines positive parameters for assessing horse welfare. The purpose of the study was to examine what positive welfare parameters there are, and if they are valid or not. Data has been collected through a literature review. Findings suggest that behavioural indicators like yawning, vacuum chewing and play are not valid. READ MORE

  5. 14. 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

  6. 15. Fragile Market: The impact of mutual funds on the corporate bond market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Noah Tvelin; [2023]
    Keywords : Corporate Bonds; Mutual Funds; Fire Sale; Liquidity; Covid-19;

    Abstract : This master's thesis investigates whether mutual funds can induce fire sales on the Swedish corporate bond market between August 2019 and August 2020 to determine whether mutual funds aggravated the COVID-19 crash, and if their solution to temporarily freeze withdrawals were a viable remedy. Moreover, the thesis addresses this question using a panel-data framework that includes mutual fund-specific variables, control variables suggested by previous literature, entity, and time-fixed effects, allowing the thesis to capture divergences between corporate bonds and months. READ MORE