Sökning: "US Corporate bonds"

Visar resultat 1 - 5 av 15 uppsatser innehållade orden US Corporate bonds.

  1. 1. Hantering av svenska investerares valutarisk i amerikanska tillgångar : Hur svansrisken i en amerikansk aktie och obligationsportfölj denominerad i SEK påverkas av en optimal valutahedge

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Ivar Hedrén; Henrik Käller Åkesson; [2022]
    Nyckelord :CVaR; tail risk; foreign exchange risk; USD:SEK; hedging; covariation; CVaR; svansrisk; valutarisk; USD:SEK; hedging; samvariation;

    Sammanfattning : För investerare vars portföljer utgörs av internationella investeringar är det i synnerhet viktigt att begrunda beroendestrukturen mellan internationella investeringar och valutakurser. Detta på grund av den valutarisk som investeraren exponerar sig mot utöver de internationella tillgångarnas inneboende risk. LÄS MER

  2. 2. Corporate green bonds in the equity and debt capital markets – a comparative study of Sweden, the US and Europe

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Valentin Eriksson; Ole Heinrichs; [2022]
    Nyckelord :Corporate green bonds; debt capital markets; equity capital markets; country comparison; Sweden; US; Europe; signalling theory; information asymmetry; bond coupons; Price-to-Book; WACC; environmental attitude; investors taste; Business and Economics;

    Sammanfattning : Title: Corporate green bonds in the equity and debt capital markets – a comparative study of Sweden, the US and Europe Seminar Date: June 1st, 2022 Course: BUSN79 Authors: Valentin Eriksson, Ole Heinrichs Advisor: Marco Bianco Keywords: Corporate green bonds, debt capital markets, equity capital markets, country comparison, Sweden, US, Europe, signalling theory, information asymmetry, bond coupons, Price-to-Book, WACC, environmental attitude, investors taste Purpose: This paper aims to explain the differences between green and conventional corporate bond issuers dependent on the country of issuance. In detail, the focus lies on the analysis of the differences within the equity and debt capital markets on the firm level. LÄS MER

  3. 3. Do stock prices react to green bond issuance announcements? An event study and cross-sectional investigation of green bonds on the US market

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering; Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Elin Ashrafi; Nina Källmén; [2021]
    Nyckelord :green bonds; event study; abnormal returns; market model; CAR;

    Sammanfattning : The green bond market has grown rapidly in recent years; however, it has still received little academic exploration. To further understand green bond issuances, this study examines how stock prices react to the announcement of corporate green bond issuances and compares it to the stock market reactions of traditional corporate bond issuance announcements. LÄS MER

  4. 4. Analys av kredit- och ränterisk över konjunkturcykler - En studie av amerikanska företagsobligationer

    Kandidat-uppsats,

    Författare :Simon Boström; Emil Johansson; [2019-07-09]
    Nyckelord :US Corporate bonds; Credit spread; Credit rating; Volatility; Contingent claims pricing model;

    Sammanfattning : In recent years, the market for US corporate bonds has recovered from the financial crisis in 2008. Since the credit spread is of great importance to many stakeholders, this thesis has been written with the purpose to examining the underlying factors that affect the credit spread for US corporate bonds. LÄS MER

  5. 5. Risk Adjusted Performance Analysis of Corporate High-Yield Bonds

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

    Författare :Anton Wahlberg; [2019]
    Nyckelord :High-Yield Bonds; Fama French Factors; Factor Investing; Alpha;

    Sammanfattning : This paper evaluates whether corporate high-yield bond returns can be explained by the Fama French Factors and other accepted factors as commonly used when analyzing equity excess returns. As high yield bonds exhibit a somewhat similar return profile as equities, the hypothesis is furthermore that their excess returns should to a significant extent be explained by the same risk-factors. LÄS MER