Essays about: "corporate bond spread"

Showing result 11 - 15 of 33 essays containing the words corporate bond spread.

  1. 11. The Smile of Corporate Bonds : Size Risk Premium on the Swedish Corporate Bond Market

    University essay from KTH/Fastigheter och byggande

    Author : Oscar Andersson; [2021]
    Keywords : Real Estate Economics; Corporate bonds; Determinants; Panel Data Regression; Fastighetsekonomi; Företagsobligationer; Determinanter; Paneldataregression;

    Abstract : This paper examines whether the total amount issued of a company has an effect on corporate bonds’ yield spreads on the Swedish debt capital market. With panel data regression of over 150,000 observations from over 20 investment graded companies, it is found that the relationship is smile-like. READ MORE

  3. 12. An analysis of the underlying variables on the credit spread of the Swedish corporate bond market

    University essay from KTH/Matematisk statistik

    Author : Markus Olofsgård; Philip Göransson; [2020]
    Keywords : Statistics; applied mathematics credit spread; regression analysis; corporate bonds; Statistik; tillämpad matematik; kreditspread; regressionsanalys; företagsobligationer;

    Abstract : The purpose of this thesis is to define which variables affect the average credit spread on the Swedish bond market. The study is conducted via the help of Enter Fonder, who contributes with data and insight into the Swedish corporate bond market. Earlier research has put a lot of weight on the connection between default risk and credit spread. READ MORE

  4. 13. A Yield Spread Analysis of the Green Bond Premium and Liquidity in the Swedish Green Bond Market

    University essay from Göteborgs universitet/Graduate School

    Author : Sara Bendrioua; Caroline Jarbratt; [2019-07-02]
    Keywords : ;

    Abstract : This study investigates green bond premium and liquidity in the Swedish SEK green bond market. Through a matching pair’s methodology with 101 green Swedish SEK Green bonds and conventional counterparts, the yield spread is analyzed through a liquidity risk and a green bond premium perspective. READ MORE

  5. 14. ESG Rating and Corporate Bond Performance : An analysis of the effect of ESG rating on yield spread

    University essay from Umeå universitet/Företagsekonomi

    Author : Lovisa Kjerstensson; Hanna Nygren; [2019]
    Keywords : ESG; bond;

    Abstract : This research evaluates the relationship between ESG score of the firm and its effect on the performance of their bonds. The study looks at listed companies on the Nordic countries ’ stock exchanges and tries to establish a relationship between ESG score and corporate bond yield spread. READ MORE

  6. 15. The Relation Between the Credit Default Swap and Corporate Bond Market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Sofia Nilsson; Isabelle Sandahl; [2018]
    Keywords : Credit Default Swap; Corporate Bond Market; Credit Risk; Arbitrage Argument; Credit Ratings; Business and Economics;

    Abstract : The European credit default swap (CDS) market has experienced noticeable changes and remarkably developed over the last decades. Today, the relation between the CDS and corporate bond market is a prominent topic in the financial literature. READ MORE