Analys av Företagsobligationens Kreditspread
(2015) NEKH01 20151Department of Economics
- Abstract
- Title: Analysis of the Credit Spread on Corporate Bonds – A Study within the Swedish Credit Market
Seminar Date: 3 June 2015
Course: NEKH01, Financial economics: Bachelor essay
Authors: Philip Robertsson and Niklas Carlson
Advisor: Bujar Huskaj
Keywords: Corporate bonds, Credit spread, Credit market, Credit rating, Yield
Purpose: The purpose is to examine which factors that might be affecting the credit spread of corporate bonds traded on the Swedish market.
Methodology: The study is based on quantitative analysis of cross-sectional data which is contained from 31 corporate bonds emitted on the Swedish credit market. A multiple regression model is used to measure the effects of different variables that potentially have an impact on... (More) - Title: Analysis of the Credit Spread on Corporate Bonds – A Study within the Swedish Credit Market
Seminar Date: 3 June 2015
Course: NEKH01, Financial economics: Bachelor essay
Authors: Philip Robertsson and Niklas Carlson
Advisor: Bujar Huskaj
Keywords: Corporate bonds, Credit spread, Credit market, Credit rating, Yield
Purpose: The purpose is to examine which factors that might be affecting the credit spread of corporate bonds traded on the Swedish market.
Methodology: The study is based on quantitative analysis of cross-sectional data which is contained from 31 corporate bonds emitted on the Swedish credit market. A multiple regression model is used to measure the effects of different variables that potentially have an impact on the credit spread.
Theoretical perspectives: Earlier research considering the credit spread components is the underlying theory of the study. With the guidance of professionals, additional factors that might affect the spread are added to the analysis.
Empirical foundation: The empirical foundation is based on company-specific data gathered from recognized financial databases and financial statements.
Conclusion: The study focuses on companies seeking capital in the Swedish credit market. The independent variables that have been examined are company specific and the analysis determines that three of them account for 63,1 % of the credit spread amongst the observed corporate bonds. (Less)
Please use this url to cite or link to this publication:
http://lup.lub.lu.se/student-papers/record/5463850
- author
- Robertsson, Philip LU and Carlson, Niklas LU
- supervisor
-
- Bujar Huskaj LU
- organization
- alternative title
- Analysis of the Credit Spread on Corporate Bonds
- course
- NEKH01 20151
- year
- 2015
- type
- M2 - Bachelor Degree
- subject
- keywords
- Corporate bonds, Credit spread, Credit market, Credit rating, Yield
- language
- Swedish
- id
- 5463850
- date added to LUP
- 2015-06-30 15:25:16
- date last changed
- 2015-06-30 15:25:16
@misc{5463850, abstract = {{Title: Analysis of the Credit Spread on Corporate Bonds – A Study within the Swedish Credit Market Seminar Date: 3 June 2015 Course: NEKH01, Financial economics: Bachelor essay Authors: Philip Robertsson and Niklas Carlson Advisor: Bujar Huskaj Keywords: Corporate bonds, Credit spread, Credit market, Credit rating, Yield Purpose: The purpose is to examine which factors that might be affecting the credit spread of corporate bonds traded on the Swedish market. Methodology: The study is based on quantitative analysis of cross-sectional data which is contained from 31 corporate bonds emitted on the Swedish credit market. A multiple regression model is used to measure the effects of different variables that potentially have an impact on the credit spread. Theoretical perspectives: Earlier research considering the credit spread components is the underlying theory of the study. With the guidance of professionals, additional factors that might affect the spread are added to the analysis. Empirical foundation: The empirical foundation is based on company-specific data gathered from recognized financial databases and financial statements. Conclusion: The study focuses on companies seeking capital in the Swedish credit market. The independent variables that have been examined are company specific and the analysis determines that three of them account for 63,1 % of the credit spread amongst the observed corporate bonds.}}, author = {{Robertsson, Philip and Carlson, Niklas}}, language = {{swe}}, note = {{Student Paper}}, title = {{Analys av Företagsobligationens Kreditspread}}, year = {{2015}}, }