Essays about: "income bond"

Showing result 16 - 20 of 28 essays containing the words income bond.

  1. 16. The Greenium : A study of pricing on the fixed income market

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Frans Larsson; [2019]
    Keywords : green bonds; green premium; greenium; investors preferences; SRI;

    Abstract : This thesis studies the yield differential between green bonds and conventional bonds, the so called green premium or "greenium". By deriving a theoretical model that includes investors' preferences for green assets, two hypothesis are formulated: There exists a negative green bond premium and The negative premium is larger in absolute terms in countries with high environmental performance. READ MORE

  3. 17. Bidding models for bond market auctions

    University essay from KTH/Matematisk statistik

    Author : Kristofer Engman; [2019]
    Keywords : Auction; winner s curse; request for quote; RFQ; statistics; applied mathematics; financial mathematics; bond; e-auction; fixed income; skew exponential power; mifid II; pricing; Budgivning; winner s curse; request for quote; RFQ; statistik; tillämpad matematik; finansiell matematik; obligation; e-auktion; fixed income; skew exponential power; mifid II; prissättning;

    Abstract : In this study, we explore models for optimal bidding in auctions on the bond market using data gathered from the Bloomberg Fixed Income Trading platform and MIFID II reporting. We define models that aim to fulfill two purposes. The first is to hit the best competitor price, such that a dealer can win the trade with the lowest possible margin. READ MORE

  4. 18. Diversification possibilities in the Swedish financial markets - A correlation analysis of the returns of stock, bonds and real estate

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Navid Haddad; Jacob Wergeland; [2018-07-09]
    Keywords : ;

    Abstract : The purpose of this study is to analyse the risk-adjusted returns of Swedish stocks, Swedish fixed income gov.- bonds and real estate return over the last 8 years in combination with the time-varying aspects of the correlation between the asset classes. The method used is a time-series analysis of OMXS30, SWEGOVT115, and SX8600PI. READ MORE

  5. 19. Greenhouse Gas Footprint Minimization of Credit Default Swap Baskets

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Oscar Britse; Johan Jarnmo; [2018]
    Keywords : credit default swap; CDS; CDS basket; greenhouse gas; emission; iTraxx; CDX; portfolio optimization; ECOBAR; Markowitz;

    Abstract : Global bond market capitalization amounts to approximately $100 trillion, compared to $60 trillion in the equity markets. Despite debt financing being a large part of the global financial market, the measurements and greenhouse gas reduction investment strategies to date are not nearly as thorough as for equity financing. READ MORE

  6. 20. How did the Expanded Asset Purchase Program Ease Firms Financial Constraints

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Chunjie Wang; Yihui Feng; [2018]
    Keywords : The EAPP; long-term debt dependence; asymmetrical effect; reach for yield;

    Abstract : This paper investigates whether the Expanded Asset Purchase Program (the EAPP), an unconventional monetary policy by the ECB has asymmetrical effects on non-financial firms in the eurozone. We note that the intervention of the ECB flattened the term structure and therefore conjecture that the EAPP has been more beneficial to firms that issue more long-term debts. READ MORE