• norsk
    • English
  • norsk 
    • norsk
    • English
  • Logg inn
Vis innførsel 
  •   Hjem
  • Handelshøyskolen BI
  • Student papers
  • Master of Science
  • Vis innførsel
  •   Hjem
  • Handelshøyskolen BI
  • Student papers
  • Master of Science
  • Vis innførsel
JavaScript is disabled for your browser. Some features of this site may not work without it.

Risk Premium in Norwegian Covered Bonds

Dalsegg, Lars Ovesønn; Münster, Fredric
Master thesis
Thumbnail
Åpne
2031012.pdf (1.636Mb)
Preliminary.pdf (1.300Mb)
Permanent lenke
http://hdl.handle.net/11250/2578547
Utgivelsesdato
2018
Metadata
Vis full innførsel
Samlinger
  • Master of Science [1117]
Sammendrag
In this thesis we study the determinants of risk premium in Norwegian covered bonds. Due to

di erences in data quality and bond characteristics we study the market for EUR and NOK

denominated bonds issued by Norwegian credit institutions in separate. In line with theory we

nd that most of the risk premium in the EUR sample is due to liquidity. As for the relationship

between the two samples we see that their strong co-movement is explained by variation in the

cross-currency basis swap. We conclude that the Norwegian market for covered bonds is sound

and prices bonds in a correct manner.
Beskrivelse
Masteroppgave(MSc) in Master of Science in Business, Finance - Handelshøyskolen BI, 2018
Utgiver
Handelshøyskolen BI

Kontakt oss | Gi tilbakemelding

Personvernerklæring
DSpace software copyright © 2002-2019  DuraSpace

Levert av  Unit
 

 

Bla i

Hele arkivetDelarkiv og samlingerUtgivelsesdatoForfattereTitlerEmneordDokumenttyperTidsskrifterDenne samlingenUtgivelsesdatoForfattereTitlerEmneordDokumenttyperTidsskrifter

Min side

Logg inn

Statistikk

Besøksstatistikk

Kontakt oss | Gi tilbakemelding

Personvernerklæring
DSpace software copyright © 2002-2019  DuraSpace

Levert av  Unit