Browsing BI Open by Author "Himmelsbach, Till Moritz"
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The impact of fundamental shocks on bond ETF premiums
Himmelsbach, Till Moritz; Drægebø, Tom Einar (Master thesis, 2023)This thesis explores how fundamental shocks in form of surprising changes in the federal funds rate can impact bond exchange-traded fund (ETF) premiums. We utilize a linear model with interaction terms, and ETF fixed ...