Sökning: "Sovereign risk premium"

Visar resultat 1 - 5 av 6 uppsatser innehållade orden Sovereign risk premium.

  1. 1. Environmental performance and sovereign bond yields: Evidence from emerging markets

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Kristin Unga; [2023]
    Nyckelord :sovereign yields; environmental performance; principal component analysis; Business and Economics;

    Sammanfattning : This thesis analyses if investors price a country’s environmental (E) performance into sovereign bond yields. The sample consists of 17 emerging countries from 2011 to 2020. LÄS MER

  3. 2. GP stakes in Private Equity: An Empirical Analysis of Minority Stakes in Private Equity Firms

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

    Författare :Jonatan Gustafsson; Erik Fogelström; [2020]
    Nyckelord :GP Stakes; Minority Stakes; Private Equity; Agency Conflicts; Difference-in-Differences;

    Sammanfattning : This study examines the phenomenon of minority stakes in Private Equity firms ("GP stakes") and specifically the motives behind such deals and their fund-level impact on target firms. We use a unique dataset on GP stake deals between 1988-2020 to empirically analyze the motivations behind GP stakes using logit regressions and their fund level impact using a Difference-in- Differences (DiD) approach with fixed effects. LÄS MER

  4. 3. GDP-linked Bonds: The Case for Greece

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Aila Mihr; [2016]
    Nyckelord :GDP-linked bonds; sovereign debt; Greek debt crisis;

    Sammanfattning : This thesis examines the benefits and drawbacks of GDP-linked government bonds as a financing tool for the Greek government related to the Greek debt crisis from 2009-2014. Such bonds are characterised by coupon payments which vary in proportion to the GDP growth of the issuing country. LÄS MER

  5. 4. Sovereign risk premiums in the eurozone: A regime switching analysis

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Gustaf Norrefeldt; [2014]
    Nyckelord :Sovereign risk premium; Government bonds; Yield spread; Markov switching regime model; European sovereign debt crisis; Business and Economics;

    Sammanfattning : This paper provides an empirical analysis of the relationship between economic variables and sovereign risk premiums in the eurozone between the years 1988 and 2013. By using a Markov regime switching model it is possible to prove a nonlinear relationship. LÄS MER

  7. 5. Valuation in High Growth Markets: Capturing Country Risk in the Cost of Equity Capital

    Master-uppsats, IHH, Redovisning och finansiering

    Författare :Gino Thomas Soeriowardojo; [2010]
    Nyckelord :Country Risk; Emerging Markets; Cost of Equity; Valuation; Country Risk Premium; Market Segmentation;

    Sammanfattning : This paper adds to the understanding and transparency of equity pricing in emerging markets. Its novel contribution is that it empirically investigates the pricing of Country Risk in BRIC markets, using a two-factor intertemporal pricing model. LÄS MER