Sökning: "Erik Jonas Andrén"

Hittade 1 uppsats innehållade orden Erik Jonas Andrén.

1. 1. The Double Covered Question - Do Swedish Covered Bonds Adhere to the Covered Interest Parity

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

   Författare :Erik Andrén; Jonas Lind; [2013]
   Nyckelord :Covered Bond; Covered Interest Parity; Interest Parity; Cross-Currency Swap; Liquidity;

   Sammanfattning : This thesis looks at the adherence of Swedish covered bonds to the Covered Interest Parity theorem by performing an original data study. In the study real trading data from the Royal Bank of Scotland with matched swaps from ICAP are used. LÄS MER