Sökning: "Christina Hu"

Hittade 1 uppsats innehållade orden Christina Hu.

  1. 1. A study of the determinant factors of the Swedish interest rate swap spread

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

    Författare :Christina Hu; [2019]
    Nyckelord :Interest rate swap contracts; SEK swap spread; slope of the yield curve; credit spread; treasury supply;

    Sammanfattning : This study aims to find the driving determinant factors of the Swedish swap spread by identifying the potential determinants based on previous theoretical and empirical studies. The determinant factors studied in this paper are the slope of the yield curve, volatility, the credit spread, the treasury supply, the business cycle, and the Euro spread. LÄS MER