Sökning: "Rickard Rehnberg"
Hittade 1 uppsats innehållade orden Rickard Rehnberg.
1. Credit Spread Changes in the Euro Area - An Empirical Study of the Relationship Between Interest Rates and Credit Spreads in the Euro-denominated Corporate Bond Market
Kandidat-uppsats,Sammanfattning : The behaviour of credit spreads is of importance for a wide array of stakeholders. We test the relationship between changes in risk-free interest rates and credit spreads in European bond market by running OLS regressions using weekly European market data for investment grade and non-investment grade bond indices. LÄS MER
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