Sökning: "Svetozar Jargic"

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  1. 1. Credit Spread Determinants : Significance of systematic and idiosyncratic variables

    Magister-uppsats, Högskolan i Jönköping/IHH, Företagsekonomi

    Författare :Svetozar Jargic; [2017]
    Nyckelord :Credit spread puzzle; systematic explanatory variables; idiosyncratic explanatory variables; structural models; credit spread; Eurobond market;

    Sammanfattning : Credit spread is the extra risk-reward that an investor is bearing for investing in corporate bonds instead of government bonds. Structural models, which are simple in their framework, fail to explain the occurring credit spread and underestimate the predicted credit spread. LÄS MER