Sökning: "high-yield corporate bonds"
Visar resultat 1 - 5 av 16 uppsatser innehållade orden high-yield corporate bonds.
1. An Analysis of the Swedish Real Estate Bond Market: Characteristics, Opportunities, and Risks : A combination of a qualitative and quantitative study
Master-uppsats, KTH/Fastighetsföretagande och finansiella systemSammanfattning : In the aftermath of the 2008 financial crisis, the debt capital market in Sweden experienced rapid growth, resulting in a doubling of its size. In recent years, real estate companies have become increasingly dependent on financing through the capital markets. LÄS MER
2. 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 ekonomiSammanfattning : 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
3. 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/ProduktionsekonomiSammanfattning : 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
4. THE EXPANSION OF THE SWEDISH HIGH YIELD CORPORATE BOND MARKET - An abductive research of the development and nature of the Swedish high yield corporate bond market of the 2010s
Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionenSammanfattning : The time period spanning from 2010-2020 was to the Swedish economy initially characterized as a phase of recovery from the financial crisis of 2007-2008, and furthermore a decade of rather stable economic growth without any major disrupting elements of crises or recessions. In this overall favourable economic environment, the corporate bond market, and more explicitly - the high yield corporate bond market, has stood out with an extraordinary growth of over 1000% during the given time period. LÄS MER
5. Risk Adjusted Performance Analysis of Corporate High-Yield Bonds
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : 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
