Sökning: "US Corporate bonds"
Visar resultat 1 - 5 av 11 uppsatser innehållade orden US Corporate bonds.
1. Analys av kredit- och ränterisk över konjunkturcykler - En studie av amerikanska företagsobligationerKandidat-uppsats,
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
- Master-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Nationalekonomi
Sammanfattning : In this study, we analyze the quantile dependence for green bond returns and renewable energy stock returns with three major asset classes: corporate bonds, stocks and oil. Furthermore, we control the dependence structure for technology, uncertainties as well as lag structures and time-varying effects. LÄS MER
- Master-uppsats, Lunds universitet/Matematisk statistik
Sammanfattning : This thesis empirically tests the explanatory power of structural models on the European corporate bond market. Using new evaluation methods, including LASSO and gradient boosting regression, we can provide an in-depth assessment of the models’ shortcomings. LÄS MER
- Master-uppsats, Lunds universitet/Nationalekonomiska institutionen
Sammanfattning : Money is often left on the table when corporations issue new securities. Explanations for the underpricing phenomenon are often related to information asymmetry between the investor and the issuer. In this study we investigate factors affecting underpricing on corporate bonds in the Swedish market. LÄS MER
- C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi
Sammanfattning : We investigate whether rating agencies (S&P, Moody's and Fitch) award firms who issue corporate bonds frequently, and thereby contributing substantially to rating agencies' revenues, by providing unjustifiably high rating assessments. We also investigate the same bias for firm size and issue size. LÄS MER