Sökning: "Ludvig Sviberg"

Hittade 2 uppsatser innehållade orden Ludvig Sviberg.

1. 1. Credit Where Credit's Due: An Empirical Study of Defaults in the Swedish Corporate Bond Market Between 2004 and 2023

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

   Författare :Kristoffer Östlin; Ludvig Sviberg; [2023]
   Nyckelord :Corporate Bonds; Yield Spread; Default; Swedish Bond Market; Logit Regression Model;

   Sammanfattning : This paper studies the relationship between bond defaults and yield spread, and other bond and company variables observable at issuance using a comprehensive dataset of matured and defaulted bonds from non-financial Swedish firms, covering the period 2004-2023. We find that higher yield spreads are correlated with higher default probabilities, particularly in the high-yield (HY) bond segment. LÄS MER

3. 2. Bank Stock Returns and Monetary Policy Surprises: Before and After the Financial Crisis

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

   Författare :Jean-Philippe Chakbazof; Ludvig Sviberg; [2020]
   Nyckelord :Monetary Policy; FOMC Announcements; Interest Rate Surprises; Maturity Mismatch;

   Sammanfattning : Using daily bank stock data and quarterly balance sheet data, we estimate the reaction of bank stock returns and maturity mismatches to surprise changes in the federal funds rate and the slope of the yield curve on FOMC dates, before and after the financial crisis of 2008. We find that the reaction of U.S. LÄS MER