Essays about: "bond yield"

Showing result 1 - 5 of 107 essays containing the words bond yield.

  1. 1. Does it pay to be transparent? - An empirical study on the relationship between yield and transparency for EU corporate green bonds

    University essay from Göteborgs universitet/Graduate School

    Author : Nestor Stenson; Unurjargal Chuluunjav; [2023-07-03]
    Keywords : corporate green bonds; yield; transparency; information asymmetry; CBI aligned; CBI certified; self-labeled;

    Abstract : This thesis uses OLS methodology to investigate the relationship between yields and transparency on green bonds. Transparency is divided into three categories: Self-labeled green bonds following the voluntary GBP framework, CBI aligned green bonds following CBI taxonomy with external verification and CBI certified green bonds following the CBI framework with mandatory external verification by the independent body Climate Bonds Standards Board. READ MORE

  3. 2. Are European Green Bond Yields Lower Than the Yields of Their Conventional Counterparts?

    University essay from Göteborgs universitet/Graduate School

    Author : Caroline Lundberg; Olle Enelund; [2023-06-29]
    Keywords : Green bonds; Greenium; Sustainable investment; Principal Component Analysis PCA ; Nelson-Siegel NS ;

    Abstract : In this paper, we contribute to the growing literature on sustainable finance by investigating whether European green bonds provide a lower issue yield compared to their conventional counterparts, i.e. if there exists a greenium in the primary market. READ MORE

  4. 3. An Attempt at Pricing Zero-Coupon Bonds under the Vasicek Model with a Mean Reverting Stochastic Volatility Factor

    University essay from KTH/Matematik (Avd.)

    Author : Benjamin Neander; Victor Mattson; [2023]
    Keywords : Zero-coupon bond; Vasicek model; Two-factor interest rate model; Stochastic volatility.; Nollkupongobligation; Vasicek model; Räntemodell med två faktorer; Stokastisk volatilitet.;

    Abstract : Empirical evidence indicates that the volatility in asset prices is not constant, but varies over time. However, many simple models for asset pricing rest on an assumption of constancy. READ MORE

  5. 4. At the Sustainable Finance Frontier - Sustainability-Linked Bonds: Targets, Sustainability Profiles and Yield Spreads

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Mikko Ala-Porkkunen; Rasmus Roth; [2023]
    Keywords : Sustainability-Linked Bonds; Yield Spreads; Sustainability Performance Target; Corporate Social Responsibility; Efficient Market Hypothesis; Business and Economics;

    Abstract : Purpose: To investigate whether the ambitiousness of sustainability performance target and/or issuer sustainability profile have an influence on Sustainability-Linked Bond (SLB) yield spreads. Methodology: The utilized econometric approach is OLS regressions on a cross-sectional data. READ MORE

  6. 5. An Analysis of the Swedish Real  Estate Bond Market:  Characteristics, Opportunities, and  Risks : A combination of a qualitative and quantitative study

    University essay from KTH/Fastighetsföretagande och finansiella system

    Author : Hanna Landstedt; Mikaela Kulti; [2023]
    Keywords : Real Estate Bond; Bond Issuance; Bond Maturities; Credit Risk; Investment Grade; High Yield; Corporate Bond Market; Real Estate Bond Market; Fastighetsobligation; Utställande av obligationer; Obligationslöptid; Kreditrisk; Högränteobligationer; Företagsobligationsmarknaden; Fastighetsobligationsmarknaden;

    Abstract : In the aftermath of the 2008 financial crisis, the debt capital market in Sweden experienced rapid growth, resulting in a doubling of its size. In recent years, real estate companies have become increasingly dependent on financing through the capital markets. READ MORE