Sökning: "Bond spread"

Visar resultat 1 - 5 av 87 uppsatser innehållade orden Bond spread.

  1. 1. Do you want to swap? A study of the liquidity risk in the SEK interest rate swap market

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Viktor Edberg; Carl Hjelmqvist; [2023-06-29]
    Nyckelord :Bao; Pan; Wang indicator; Determinants; Dimensions of liquidity; Forward Rate Agreement; Fundamental Review of the Trading Book; Generalized least squares; Interest Rate Derivative; Interest Rate Swap; Liquidity horizon; Liquidity risk premium; Market liquidity; SVEN spread; Swap Spread; Swedish Government benchmark bond; Treasury-Eurodollar; Turnover ratio; Turnover-per-day; Volume-adjusted intraday volatility;

    Sammanfattning : Interest rate swaps are one of the world’s most essential interest rate derivatives. It is therefore important to understand the pricing of these agreements, and how the market is functioning. LÄS MER

  3. 2. The Impact of Risk Premium Factors on Cap Rates in Sweden’s Office Market

    Master-uppsats, KTH/Fastighetsföretagande och finansiella system

    Författare :Elias Adolfsson; Jesper Jansson; [2023]
    Nyckelord :Cap rate; yield; risk premium; commercial real estate; office; regression analysis; macroeconomics; Cap rate; yield; riskpremie; kommersiella fastigheter; kontor; regressionsanalys; makroekonomi;

    Sammanfattning : This study examines the impact of risk premium factors on cap rates within Sweden's largest office markets. The research questions address the significance of various micro- and macroeconomic variables on cap rates, as well as the extent of this impact and how it varies across different locations. LÄS MER

  4. 3. Slasktratt - En kvalitativ studie om kuratorns roll i en medicinsk kontext

    Kandidat-uppsats, Lunds universitet/Socialhögskolan

    Författare :Karla Smoljan; Julia Holmberg; [2023]
    Nyckelord :social work in hospital settings; medical social work; interprofessional teams; counselor in healthcare; hospital; Social Sciences;

    Sammanfattning : The aim of this study was to examine how counselors in hospital settings perceive their own part in an interprofessional team. Additionally, this study aims to shed light on how the counselor's work with the psychosocial perspective is affected by being a part of an interprofessional team. LÄS MER

  5. 4. Financial Frontlines: Assessing the impact of the Russia-Ukraine conflict on the European corporate bond market

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Clemens Lässle; Ragnar Turesson; [2023]
    Nyckelord :Corporate bonds; Credit spreads; Russia-Ukraine war;

    Sammanfattning : This paper investigates how European firms accessed the corporate bond market during the Russia-Ukraine war. Using a comprehensive dataset of European bond issues from 2017-2023, we find that fewer bonds were issued during the war than in previous periods, particularly Russian bonds and those denominated in Rubles. LÄS MER

  7. 5. ESG Performance and Corporate Bond Spreads

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

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

    Sammanfattning : 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. LÄS MER