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Showing result 6 - 10 of 186 essays matching the above criteria.

  1. 6. 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

  3. 7. Modeling Credit Default Swap Spreads with Transformers : A Thesis in collaboration with Handelsbanken

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Johan Luhr; [2023]
    Keywords : Machine Learning; Transformer; Finance; Credit Default Swap; Credit Valuation Adjustment; Time Series Data; Maskininlärning; Transformer; Finance; Kreditswapp; Kredit Värderings Justering; Tidsserie data;

    Abstract : In the aftermath of the credit crisis in 2007, the importance of Credit Valuation Adjustment (CVA) rose in the Over The Counter (OTC) derivative pricing process. One important part of the pricing process is to determine Probability of Defaults (PDs) of the counterparty in question. READ MORE

  4. 8. Divestiture Dilemmas: The Impact of CEO Organizational Identification on Corporate Divestiture Propensity, Size, and Scope

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Markus Johansson; Sarangua Tsogtoo; [2023]
    Keywords : Divestiture; Organizational Identification; M A; Upper Echelons Theory; Agency Theory;

    Abstract : While previous research has shown that characteristics of CEOs can impact their reluctance towards engaging in divestiture activity, less is known about how CEO organizational identification (OI) influences their divestiture decisions. This study examines how CEO OI impacts a company's propensity to divest business units, the size of divestitures, and the scope of post-divestiture refocusing. READ MORE

  5. 9. Buying carbon neutrality? : Corporate motives for financing carbon offsets

    University essay from Uppsala universitet/Institutionen för geovetenskaper

    Author : Dennis Schmuck; [2023]
    Keywords : Carbon Offsets; Carbon Credits; Climate Change; Sustainable Development;

    Abstract : Carbon offsets are often presented as a multi-beneficial way for companies to mitigate their net climate impact while contributing environmental and social benefits on a global and local scale. Critics argue it is used to avoid more meaningful alterations to a company's own operations. READ MORE

  6. 10. Understanding Green Bonds: An Empirical Study on Shareholder Value of Green Bonds and its Application in Corporations

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Alma Friberg; Alice Ålund; [2023]
    Keywords : Green Bonds; Sustainable Finance; Signaling; Corporate Sustainability;

    Abstract : In this paper, we conduct an event study to understand how equity investors react to the issuance of a corporate green bond. Furthermore, we interview five Swedish public companies that have issued green bonds. Our results from our event study indicate that there is no significant share price reaction concerning the issuance. READ MORE