Sökning: "JONAS BOND"

Hittade 5 uppsatser innehållade orden JONAS BOND.

  1. 1. The Determinants of Corporate Bond Underpricing in Times of Quantitative Easing - an Analysis of the European Investment Grade Bond Market

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

    Författare :Jonas Schenke; [2020]
    Nyckelord :Corporate Bonds; Corporate Sector Purchase Programme CSPP ; European Central Bank ECB ; Quantitative Easing; Underpricing;

    Sammanfattning : This study examines the determinants of bond underpricing in the EUR corporate investment grade space. Moreover, it assesses whether the European Central Bank (ECB), through its quantitative easing, has caused a structural change in bond underpricing. LÄS MER

  3. 2. Did the Covered Bond Issuance Act decrease the required yield of bonds issued to finance mortgage lending?

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

    Författare :Alejandro Herdin Hallmen; Jonas Sjöman; [2017]
    Nyckelord :Covered bond; Covered Bond Issuance Act; Financing cost; Mortgage bond; Mortgage lending;

    Sammanfattning : This paper examines the impact of the Covered Bond Issuance Act in Sweden. We argue that covered bonds exhibit a lower required yield than conventional mortgage bonds, which can reduce the financing cost of mortgage lending for banks. LÄS MER

  4. 3. Förklarande faktorer bakom statsobligationsspread mellan USA och Tyskland

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Emilie Malmberg; Jonas Sjöberg; [2014]
    Nyckelord :;

    Sammanfattning : Det här kandidatexamensarbetet inom matematisk statistik och industriell ekonomi undersöker förklarande faktorer bakom ränteskillnad, så kallad spread, mellan amerikanska och tyska statsobligationer. De obligationer som undersöks har en löptid på fem respektive tio år. Den huvudsakliga analysen görs genom multipel linjär regression. LÄS MER

  5. 4. 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

  7. 5. Swedish Breakeven Inflation (BEI) - a market based measure of inflation expectations?

    Magister-uppsats, Nationalekonomiska institutionen

    Författare :Jonas Calmvik; [2008]
    Nyckelord :Inflation-Linked Bonds; Index Linked; Swedish Bonds; Carry; CPI Seasonality; Sveriges Riksbank; SNDO; Prospera; Inflation Expectations;

    Sammanfattning : The Fisher Equation suggests that the spread between nominal and real interest rates is equal to the inflation expectations. In Sweden, where both nominal and inflation linked bonds exist the fisher equation implies that the yield spread could provide investors and policymakers with important information about markets inflation expectations. LÄS MER