Advanced

Analys av Företagsobligationens Kreditspread

Robertsson, Philip LU and Carlson, Niklas LU (2015) NEKH01 20151
Department 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:
author
Robertsson, Philip LU and Carlson, Niklas LU
supervisor
organization
alternative title
Analysis of the Credit Spread on Corporate Bonds
course
NEKH01 20151
year
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},
  keyword      = {Corporate bonds,Credit spread,Credit market,Credit rating,Yield},
  language     = {swe},
  note         = {Student Paper},
  title        = {Analys av Företagsobligationens Kreditspread},
  year         = {2015},
}