Sökning: "Sanna Batz"

Hittade 2 uppsatser innehållade orden Sanna Batz.

  1. 1. Does The Investor Get Compensated for Investing in Risky Corporate Bonds?

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Författare :Sanna Batz; Arvid Eriksson; [2013]
    Nyckelord :Corporate Bonds; Default Risk; Expected Return; Yield Spread; Credit Ratings;

    Sammanfattning : This study investigates if the investor in US corporate bonds gets sufficiently compensated for default risk. This is done by examining the expected excess return for corporate bonds across varying levels of default probability. LÄS MER

  2. 2. The Distress Risk Puzzle in Turbulent Times - Default risk during the financial crises

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

    Författare :Sanna Batz; Anders Nordström; [2011]
    Nyckelord :Distress risk puzzle; bankruptcy risk; systematic risk; asset pricing; Altman Z-score;

    Sammanfattning : Studies on whether risk of default is systematic or not have led to the discovery of the distress risk puzzle. It is a rather new anomaly and its implications are that empirical evidence seems to indicate that higher default risk results in lower returns. LÄS MER