Essays about: "sovereign debt yields"

Showing result 1 - 5 of 6 essays containing the words sovereign debt yields.

1. 1. Beyond Credit Ratings: The Role of (E)SG in Sovereign Debt Investments

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Oscar Wollmann; Filip Frisk; [2023]
   Keywords : ESG rating; Sovereign debt investments; Sovereign bond yields; Sustainability;

   Abstract : The study investigates the correlation between ESG performance and sovereign bond yield spreads using regression analysis. The results reveal a significant negative correlation between the Governance and Social indices and bond spreads, emphasising the importance of good governance practices and social stability in reducing the risk of sovereign debt default. READ MORE

3. 2. Macroeconomic Determinants of Sovereign Credit Risk

   University essay from

   Author : Adam Aleb; Rashid Hassan; [2022-07-04]
   Keywords : Macroeconomic Determinants; Credit Risk; Government Bond Yields; Cointegration; Long-run and Short-run Determinants; VECM; ARDL; FEVD;

   Abstract : This report analyzes the macroeconomic determinants of sovereign bond yields in three different economies: the US, a large open economy and a benchmark in the financial markets, Sweden, a small open economy that has successfully dealt with financial crisis, and Italy, a large open economy with a history of financial distress. Cointegration techniques of the VECM and the ARDL model were used to derive the short-run and the long-run determinants of sovereign bond yields. READ MORE

4. 3. Solving the Swedish Muni Puzzle - Piece By Piece

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Oscar Küntzel; John-Edward Olingsberg; [2017]
   Keywords : The Muni Puzzle; Bond Yields; Liquidity; Bid-Ask Spreads;

   Abstract : This paper examines whether liquidity premiums can explain the Swedish muni puzzle. The Swedish institutional climate presents a unique setting where default risk and taxes are equivalent in the context of municipal and treasury bonds. READ MORE

5. 4. Long-term Government Bond Yields and Macroeconomic Variables

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Oscar Andersson; Nils Ekman; [2014]
   Keywords : Government bond; sovereign bond; 10-year bond; yield; macroeconomic variable; G7; OECD; USA.; Business and Economics;

   Abstract : This article investigates the relationship between the economic influences a country has and how the market has observed by 10-year government bond yields through a set of macroeconomic variables. It examines a set of OECD countries between 1980 and 2013 dividing them into two groups namely the G7 group and small countries, even though the specific effect of the USA is investigated as well. READ MORE

6. 5. Government's effect on too big to fail guarantees

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Magnus Arén; Anton Dahlberg; [2013]
   Keywords : Banking; government; Credit rating; too big to fail; too big to save;

   Abstract : After a period of bank crises around Europe, it is now the government's around Europe that are facing financial and economical difficulties. Coming from a period where bank bailouts became common practice, the European debt crisis now raises doubts about ability of governments to rescue failing banks. READ MORE