Sökning: "Adam Ottosson"

Hittade 1 uppsats innehållade orden Adam Ottosson.

  1. 1. Illiquidity and Its Threats - A Study of the U.S. Corporate Bond Market

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Adam Löfquist; Erik Ottosson; [2021]
    Nyckelord :Liquidity; price dispersion; Hui-Heubel liquidity ratio; ILLIQ; TRACE; U.S. corporate bonds; Over-the-Counter market; regression analysis; return modelling; stressed market conditions.; Mathematics and Statistics;

    Sammanfattning : In recent times of market turmoil, liquidity risk has become a big talking point. As certain Swedish fixed income funds, which were advertised as safe investment options, closed for a few trading days in March of 2020 due to the extremely high stress on the market, questions about how illiquidity a↵ects risk and return were asked. LÄS MER