Sökning: "Government Bond Yields"

Visar resultat 1 - 5 av 15 uppsatser innehållade orden Government Bond Yields.

  1. 1. Macroeconomic Determinants of Sovereign Credit Risk

    Kandidat-uppsats,

    Författare :Adam Aleb; Rashid Hassan; [2022-07-04]
    Nyckelord :Macroeconomic Determinants; Credit Risk; Government Bond Yields; Cointegration; Long-run and Short-run Determinants; VECM; ARDL; FEVD;

    Sammanfattning : This report analyzes the macroeconomic determinants of sovereign bond yields in three different economies: the US, a large open economy and a benchmark in the financial markets, Sweden, a small open economy that has successfully dealt with financial crisis, and Italy, a large open economy with a history of financial distress. Cointegration techniques of the VECM and the ARDL model were used to derive the short-run and the long-run determinants of sovereign bond yields. LÄS MER

  3. 2. Forward Guidance Through  Newspaper Articles : Explaining Movement in Bond Yields Through Text Analysis

    Magister-uppsats, Umeå universitet/Nationalekonomi

    Författare :Severin Suess; [2022]
    Nyckelord :;

    Sammanfattning : 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

  4. 3. Is the Eurozone an Optimal Currency Area? An investigation from a financial market´s perspective

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Niclas Stafsing; Carl Sandström; [2020]
    Nyckelord :Optimal Currency Area; Eurozone; Event study; Equity indices; 10-year government bond yield; Business and Economics;

    Sammanfattning : The purpose of this study is to examine if the Eurozone is an Optimal Currency Area (OCA) or not. To do this we have examined if the European Central Banks monetary policy announcements have a significant impact on the equity markets and on the 10-year government bond yields in the Eurozone. LÄS MER

  5. 4. Utdelningsbeskattning : Effekterna av investeringssparkontots införande

    Kandidat-uppsats, Södertörns högskola/Företagsekonomi

    Författare :Mattias Mägiste; Anton Winst; [2020]
    Nyckelord :Dividend clientele; Dividend policy; effective capital taxation; stockholder structure; investeringssparkonto; profit distribution; Swedish capital taxation; Utdelningsklientel; utdelningspolicy; effektiv kapitalbeskattning; aktieägarstruktur; investeringssparkonto; utdelad vinst;

    Sammanfattning : The effects of individual income taxation direct the way they choose to receive capital flows. The clientele effect suggests, investor preferences are affected by their individual taxation. LÄS MER

  7. 5. What does it cost to be green? : An empirical investigation of the European green bond market

    Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Gustaf Söderström; Anton Pettersson; [2020]
    Nyckelord :Green bonds; Green bond premium; Liquidity; Non-pecuniary preferences; Socially responsible investing; Capital asset pricing model; Matching method; ESG; CSR; Yield spread; Green Bond Principles; European bond market.;

    Sammanfattning : The green bond market offers investors the opportunity to take an explicit focus on sustainable investment projects. However, it is yet to be determined whether this novel asset class offers attractive yields compared to non-green bonds. LÄS MER