Sökning: "Filip Bond"

Visar resultat 1 - 5 av 6 uppsatser innehållade orden Filip Bond.

  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 ESG performance and carbon emissions on cost of debt : A study of the Nordic markets

    Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Filip Larsson; Henrik Larsson; [2023]
    Nyckelord :ESG performance; carbon intensity; cost of debt; spreads; Refinitiv; ESG scores; CSR; sustainability; Nordics;

    Sammanfattning : The study examines the link between the Environmental, Social and Governance (ESG) performance of a company and its cost of debt, measured as credit spreads between corresponding corporate and risk-free government bonds, in Nordic countries between 2020 and 2022. No previous studies look at ESG effects on bond spreads in the Nordic markets, although their stakeholder-oriented nature could make them attentive to ESG issues. LÄS MER

  4. 3. Green Debt Financing : Examining Investors’ Reactions to Green Bond Announcements in Europe

    Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Lena Hussmann; Filip Simonsson; [2022]
    Nyckelord :Green Bond; ESG; Socially Responsible Investments; Climate Bond Initiative; European Green Bond Market; Signalling Theory;

    Sammanfattning : This paper examines what effects announcements of green bond issuances have on publicly traded firms’ stock prices in Europe. Signalling theory is used in line with suggestions from previous research to investigate potential abnormal returns. LÄS MER

  5. 4. Kinetic Monte-Carlo studies of island shape evolution on weakly-interacting substrates

    Master-uppsats, Linköpings universitet/Institutionen för fysik, kemi och biologi

    Författare :Filip Thunström; [2018]
    Nyckelord :Kinetic Monte Carlo; thin film; metal; weakly interacting substrates;

    Sammanfattning : Metal thin films deposited on weakly-interacting substrates constitute an essential element of numerous microelectronic, catalytic, and optical devices. However, the natural tendency of metal atoms to agglomerate, upon condensation on a weakly-interacting surface, in dispersed three-dimensional (3D) islands affects negatively the performance of the above-mentioned devices. LÄS MER

  7. 5. Internal model for spread risk under Solvency II

    Master-uppsats, KTH/Matematisk statistik

    Författare :Filip Ahlin; [2017]
    Nyckelord :;

    Sammanfattning : In May 2009 the European Commission decided on new regulations regarding solvency among insurance firms, the Solvency II Directive. The directive aims to strengthen the connection between the requirement of solvency and risks for insurance firms. The directive partly consists of a market risk module, in which a credit spread risk is a sub category. LÄS MER