Essays about: "z-spread"

Found 2 essays containing the word z-spread.

  1. 1. ESG Performance and Corporate Bond Spreads

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Carl Windmar; [2023]
    Keywords : ESG; Financial Performance; Z-spread; Bonds; Business and Economics;

    Abstract : This paper examines the impact of ESG performance on corporate bonds spreads. The spreads are determined by the risk factors of the investment and the demand by the capital markets. It is therefore analysed whether ESG affects these determinants. READ MORE

  3. 2. Brown and Green – What’s the Yield in Between?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Eric Werleus; Emil Höckerfelt; [2021]
    Keywords : green bond premium; matching method; z-spread; bid-ask spread; Business and Economics;

    Abstract : The growing need for green investments has contributed to the increased issuance of green bonds. This research investigates if green bonds are priced differently from conventional bonds by measuring yield spread discrepancies. READ MORE