Sökning: "Sovereign bond spreads"

Hittade 5 uppsatser innehållade orden Sovereign bond spreads.

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

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

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

    Sammanfattning : 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. LÄS MER

  3. 2. Impact of U.S. Monetary Policy on Bond Spreads in Emerging Market Economies: A Comprehensive Analysis

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Jesus Marquez Rojas; [2023]
    Nyckelord :Unconventional Monetary Policy; Emerging Economies; Sovereign spreads.; Business and Economics;

    Sammanfattning : This paper examines the impact of U.S. monetary policy on sovereign bond spreads in emerging market economies under the period of Unconventional Monetary Policy (UMP). LÄS MER

  4. 3. Euro Area Sovereign Bond Spreads, Risk Aversion & Monetary Policy

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Johannes Fischer; [2017]
    Nyckelord :Monetary policy; Risk aversion; Uncertainty; Sovereign bond spreads;

    Sammanfattning : This paper provides a framework to disentangle the effects of uncertainty and risk aversion on Euro area sovereign bond yields vis-à-vis Germany, which were often confounded in previous studies. In a second step, the impact of European monetary policy on spreads through its impact on risk aversion is estimated. LÄS MER

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

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

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

    Sammanfattning : 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. LÄS MER

  7. 5. The impact of redenomination risk in the European government bond market

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

    Författare :Rasmus Rehn; [2014]
    Nyckelord :sovereign yield spread; government bonds; redenomination risk; euro crisis; EMU;

    Sammanfattning : This paper provides an empirical analysis of European sovereign yield spreads in times when these may be influenced by redenomination risk arising from the possibility that one or several countries may leave the EMU. To test for redenomination risk impact on yield spreads, I estimate one regression model with a country-specific euro break-up risk indicator and one regression model with an event-indicator assumed to display inter-European reduction in this risk through the intervention by the ECB. LÄS MER