Sökning: "Government Bond Yield"
Visar resultat 1 - 5 av 23 uppsatser innehållade orden Government Bond Yield.
1. INTEREST EXPENSES & FIXED CAPITAL FORMATION : A panel data study on 6 European countries under 3 different interest rate regimes
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/NationalekonomiSammanfattning : This study aims to add analysis and discussion to how rising interest expenses affect fixed capital formation in different sectors in 6 heavy manufacturing European countries. To do this, firm-specific investment ratios are evaluated on firms with different financial stabilities and capital intensities in relation to firm-specific implied interest rates experienced from Q1 2017 to Q4 2022. LÄS MER
2. To ESG or Not to ESG? That is The Question for Cost of Debt
Magister-uppsats, Lunds universitet/Företagsekonomiska institutionenSammanfattning : Purpose and research question: The purpose of this study is to investigate whether an improved ESG performance leads to a lower cost of debt, proxied by the yield spread of newly issued corporate bonds and if this effect is more pronounced for firms operating in a stronger institutional environment. We therefore ask the following two research questions: Does a higher ESG score lead to a lower cost of debt, and is this effect moderated by the institutional environment? Methodology: For our panel data we apply POLS-regression models, random effects models, introduce an interaction term to test for the partial effect of the institutional environment, and an ordered probit model to exchange our dependent variable. LÄS MER
3. Forecasting gold returns using principal component analysis from a large number of predictors
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionenSammanfattning : Gold is known in the financial world to be an important asset in unstable periods, especially as a hedge against inflation. If the gold price can be forecasted, it will be possible to strategically invest in gold rather than acquire it as a last-minute hedge against economic downturns. LÄS MER
4. Forward Guidance Through Newspaper Articles : Explaining Movement in Bond Yields Through Text Analysis
Magister-uppsats, Umeå universitet/NationalekonomiSammanfattning : Forward guidance policies are necessarily difficult to asses through their nature as verbal publishing. This thesis aims at estimating a forward guidance indicator through measuring public perception of the central bank’s interest rate policy. LÄS MER
5. Forecasting gold returns using principal component analysis from a large number of predictors
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : Gold is known in the financial world to be an important asset in unstable periods, especially as a hedge against inflation. If the gold price can be forecasted, it will be possible to strategically invest in gold rather than acquire it as a last-minute hedge against economic downturns. LÄS MER