Sökning: "liquidity bond"

Visar resultat 1 - 5 av 54 uppsatser innehållade orden liquidity bond.

1. 1. Do you want to swap? A study of the liquidity risk in the SEK interest rate swap market

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Viktor Edberg; Carl Hjelmqvist; [2023-06-29]
   Nyckelord :Bao; Pan; Wang indicator; Determinants; Dimensions of liquidity; Forward Rate Agreement; Fundamental Review of the Trading Book; Generalized least squares; Interest Rate Derivative; Interest Rate Swap; Liquidity horizon; Liquidity risk premium; Market liquidity; SVEN spread; Swap Spread; Swedish Government benchmark bond; Treasury-Eurodollar; Turnover ratio; Turnover-per-day; Volume-adjusted intraday volatility;

   Sammanfattning : Interest rate swaps are one of the world’s most essential interest rate derivatives. It is therefore important to understand the pricing of these agreements, and how the market is functioning. LÄS MER

3. 2. Shareholder Advantage and Short-Term Leverage

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

   Författare :Nikola Pajkic; Pratik Kulkarni; [2023]
   Nyckelord :Bargaining; Default; Debt maturity structure; Rollover risk;

   Sammanfattning : We find a correlational relationship between proxies of shareholder bargaining power and liquidation costs (indicating the value extraction ability of shareholders from debtholders in reorganization in default) and short-term leverage. Theoretical literature suggests to us that firms with higher shareholder advantage will reduce their short-term leverage to a greater extent than those with lower shareholder advantage (due to shareholders disliking commitment to rollover risk) in a systemic shock to bond market liquidity, i. LÄS MER

4. 3. 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 system

   Författare :Hanna Landstedt; Mikaela Kulti; [2023]
   Nyckelord :Real Estate Bond; Bond Issuance; Bond Maturities; Credit Risk; Investment Grade; High Yield; Corporate Bond Market; Real Estate Bond Market; Fastighetsobligation; Utställande av obligationer; Obligationslöptid; Kreditrisk; Högränteobligationer; Företagsobligationsmarknaden; Fastighetsobligationsmarknaden;

   Sammanfattning : 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

5. 4. Fragile Market: The impact of mutual funds on the corporate bond market

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

   Författare :Noah Tvelin; [2023]
   Nyckelord :Corporate Bonds; Mutual Funds; Fire Sale; Liquidity; Covid-19;

   Sammanfattning : This master's thesis investigates whether mutual funds can induce fire sales on the Swedish corporate bond market between August 2019 and August 2020 to determine whether mutual funds aggravated the COVID-19 crash, and if their solution to temporarily freeze withdrawals were a viable remedy. Moreover, the thesis addresses this question using a panel-data framework that includes mutual fund-specific variables, control variables suggested by previous literature, entity, and time-fixed effects, allowing the thesis to capture divergences between corporate bonds and months. LÄS MER

7. 5. Impact of U.S. Monetary Policy on Bond Spreads in Emerging Market Economies: A Comprehensive Analysis

   Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Jesus Marquez Rojas; [2023]
   Nyckelord :Unconventional Monetary Policy; Emerging Economies; Sovereign spreads.; Business and Economics;

   Sammanfattning : This paper examines the impact of U.S. monetary policy on sovereign bond spreads in emerging market economies under the period of Unconventional Monetary Policy (UMP). LÄS MER