Sökning: "Yield spreads"
Visar resultat 1 - 5 av 40 uppsatser innehållade orden Yield spreads.
1. At the Sustainable Finance Frontier - Sustainability-Linked Bonds: Targets, Sustainability Profiles and Yield Spreads
Magister-uppsats, Lunds universitet/Företagsekonomiska institutionenSammanfattning : Purpose: To investigate whether the ambitiousness of sustainability performance target and/or issuer sustainability profile have an influence on Sustainability-Linked Bond (SLB) yield spreads. Methodology: The utilized econometric approach is OLS regressions on a cross-sectional data. LÄS MER
2. Credit Index Forecasting: Stability of an Autoregressive Model
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : This thesis investigates the robustness and stability of total return series for credit bond index investments. Dueto the challenges which arise for financial institutes and investors in achieving these objectives, we aim to createa forecasting model which matches the statistical properties of historical data, while remaining robust, stable andeasy to calibrate. LÄS MER
3. Beyond Credit Ratings: The Role of (E)SG in Sovereign Debt Investments
C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : The study investigates the correlation between ESG performance and sovereign bond yield spreads using regression analysis. The results reveal a significant negative correlation between the Governance and Social indices and bond spreads, emphasising the importance of good governance practices and social stability in reducing the risk of sovereign debt default. LÄS MER
4. Exploring the Factors Contributing to Bond Yield Spreads : A Garch Approach
Magister-uppsats, Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)Sammanfattning : The goal of this study is to explore which factors contribute to bond yield spreads. To achieve this goal, this study utilizes a variety of GARCH models to find the best-fitting models to describe our data samples of callable, and non-callable bonds. LÄS MER
5. To ESG or Not to ESG? That is The Question for Cost of Debt
Magister-uppsats, Lunds universitet/Företagsekonomiska institutionenSammanfattning : Purpose and research question: The purpose of this study is to investigate whether an improved ESG performance leads to a lower cost of debt, proxied by the yield spread of newly issued corporate bonds and if this effect is more pronounced for firms operating in a stronger institutional environment. We therefore ask the following two research questions: Does a higher ESG score lead to a lower cost of debt, and is this effect moderated by the institutional environment? Methodology: For our panel data we apply POLS-regression models, random effects models, introduce an interaction term to test for the partial effect of the institutional environment, and an ordered probit model to exchange our dependent variable. LÄS MER