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Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 465 for “"Spreads"”.
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Soverign lending spreads
… studies the determinants of sovereign lending spreads. The objective of the first chapter is to identify and disentangle various risks embodied in foreign currency denominated sovereign bond spreads. Its empirical approach tries to attribute the explanatory power of country fundamentals in a …
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Futures spreads: theory and praxis
… Most of the literature dedicated to futures spreads was published between the late 1970s and early 1990s, and has partly lost its relevance. This is because of the emergence of new financial instruments, changed relationships and regulations within the financial industry and, furthermore, the …
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Determinants of U.S. corporate credit spreads.
… regarding determinants of US corporate credit spreads. These spreads are estimated as the difference between yields to maturity for corporate bonds and default-free instruments (Treasury bonds) of the same maturity. Corporate credit spreads are considered as measures of default risk. However, …
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Driving swap spreads in South Africa : an investigation into the dominant factors influencing swap spreads in the South African market
The theoretical drivers of interest rate swap spreads identified in studies conducted in the United States and United Kingdom markets were applied to the South African market and were found to be largely consistent with the former. The drivers identified include: liquidity associated with trading …
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Estimating credit default swap spreads from equity data
Corporate bonds are an attractive form of investment as they provide higher returns than government bonds. This increase in returns is usually associated with an increase in risk. These risks include liquidity, market and credit risk. This dissertation will focus on the modelling of a corporate …
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How Does Trust Impact Sovereign Credit Default Swap Spreads?
… unanswered. This thesis seeks to analyse the spreads of SCDS across a wide range of countries and answer the question: how does the level of trust that global investors have in a nation influence these spreads? Through an extensive empirical analysis and novel theoretical discussion, we seek …
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How Does Trust Impact Sovereign Credit Default Swap Spreads?
… unanswered. This thesis seeks to analyse the spreads of SCDS across a wide range of countries and answer the question: how does the level of trust that global investors have in a nation influence these spreads? Through an extensive empirical analysis and novel theoretical discussion, we seek …
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The determinants of banking sector interest rate spreads in Zambia
… of its banking system, interest rate spreads remain absolutely high. When the spread between lending and deposit interest rates is too large, it is generally regarded as a considerable impediment to the expansion and development of financial intermediation, as it discourages potential …
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The determinants of banking sector interest rate spreads in Zambia
… of its banking system, interest rate spreads remain absolutely high. When the spread between lending and deposit interest rates is too large, it is generally regarded as a considerable impediment to the expansion and development of financial intermediation, as it discourages potential …
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A micro founded decomposition of emerging market sovereign bond spreads
Esta tesis solo está en formato papel por lo que se debe consultar en la propia Biblioteca Di Tella. La consulta se hace solo bajo reserva escribiendo a serviciosbiblio@utdt.edu.
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Modelling the Dynamics of Credit Spreads of European Corporate Bond Indices
Credit spreads are important financial tools, since they are used as indicators of economic progression, investment decisions, trading and hedging, as well as pricing credit derivatives. Their role has become more significant for the European fixed income markets since the introduction of the Euro, …
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Analysis of inter-market price spreads for Kansas wheat, 1977-1983
Call number: LD2668 .T4 1984 M335
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Analysis of inter-market price spreads for Kansas wheat, 1977-1983
Call number: LD2668 .T4 1984 M335
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Modelling credit spreads in an illiquid South African corporate debt market
… market prices and stale, unreliable credit spreads. Since the coverage of the South African debt market by credit ratings agencies is poor, meaningful credit spreads become even more important in gauging credit worth. The illiquidity of corporate vanilla bonds traded on the Johannesburg …
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Determinants of credit spreads on U.S. dollar-denominated Asian corporate bonds
This study investigates determinants of credit spreads on U.S. dollar-denominated Asian corporate bonds. Using a country-level unbalanced panel dataset of Asian corporate bond indices, I find that global factors including U.S. corporate bond spreads and the U.S. long-term Treasury yield are main …
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Risk arbitrage trading and the characteristics of arbitrage spreads : the Canadian evidence
… I demonstrate that the average arbitrage spreads of Canadian mergers are significantly higher than those of their American counterparts. The arbitrage spread is defined as the percentage difference between the bid price and market price one day after the initial announcement. I also …
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The Effects of Multiple Listing on Bid-Ask Spreads for Equity Options
… of equity options leads to lower bid-ask spreads because of increased competition. This competition can come in two forms, actual or potential, both of which are theorized to have the same effect on spreads. A model of the determinants of the bid-ask spread was formulated. Separate tests …
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Effect of Starch Substitution and Fermentation Time on Volatile and Sensorial Properties in Vegan Cashew Cheese Spreads
Vegan cheeses today are a work in progress - they are generally more expensive and have less desirable taste, texture, and nutritional value compared to their dairy counterparts. Our in-house cashew-based and fermented vegan cheeses demonstrated good flavor attributes. However, the fact that …
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The Relationship Between the Minimal Rank of a Tree and the Rank-Spreads of the Vertices and Edges
… rank of a tree as the difference of sums of rank-spreads, the first being the sum of the rank-spreads of all the vertices and the second the sum of the rank-spreads of all the edges. We show that this is a special case of a more general inequality for all graphs. In proving the above results we …
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