Sökning: "corporate bond spread"

Visar resultat 1 - 5 av 38 uppsatser innehållade orden corporate bond spread.

1. 1. The Impact of Risk Premium Factors on Cap Rates in Sweden’s Office Market

   Master-uppsats, KTH/Fastighetsföretagande och finansiella system

   Författare :Elias Adolfsson; Jesper Jansson; [2023]
   Nyckelord :Cap rate; yield; risk premium; commercial real estate; office; regression analysis; macroeconomics; Cap rate; yield; riskpremie; kommersiella fastigheter; kontor; regressionsanalys; makroekonomi;

   Sammanfattning : This study examines the impact of risk premium factors on cap rates within Sweden's largest office markets. The research questions address the significance of various micro- and macroeconomic variables on cap rates, as well as the extent of this impact and how it varies across different locations. LÄS MER

3. 2. Financial Frontlines: Assessing the impact of the Russia-Ukraine conflict on the European corporate bond market

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

   Författare :Clemens Lässle; Ragnar Turesson; [2023]
   Nyckelord :Corporate bonds; Credit spreads; Russia-Ukraine war;

   Sammanfattning : This paper investigates how European firms accessed the corporate bond market during the Russia-Ukraine war. Using a comprehensive dataset of European bond issues from 2017-2023, we find that fewer bonds were issued during the war than in previous periods, particularly Russian bonds and those denominated in Rubles. LÄS MER

4. 3. ESG Performance and Corporate Bond Spreads

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Carl Windmar; [2023]
   Nyckelord :ESG; Financial Performance; Z-spread; Bonds; Business and Economics;

   Sammanfattning : This paper examines the impact of ESG performance on corporate bonds spreads. The spreads are determined by the risk factors of the investment and the demand by the capital markets. It is therefore analysed whether ESG affects these determinants. LÄS MER

5. 4. To ESG or Not to ESG? That is The Question for Cost of Debt

   Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Kasper Janols; Zakarias Grönkvist; [2023]
   Nyckelord :Business and Economics;

   Sammanfattning : 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

7. 5. Credit Where Credit's Due: An Empirical Study of Defaults in the Swedish Corporate Bond Market Between 2004 and 2023

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

   Författare :Kristoffer Östlin; Ludvig Sviberg; [2023]
   Nyckelord :Corporate Bonds; Yield Spread; Default; Swedish Bond Market; Logit Regression Model;

   Sammanfattning : This paper studies the relationship between bond defaults and yield spread, and other bond and company variables observable at issuance using a comprehensive dataset of matured and defaulted bonds from non-financial Swedish firms, covering the period 2004-2023. We find that higher yield spreads are correlated with higher default probabilities, particularly in the high-yield (HY) bond segment. LÄS MER