Vis enkel innførsel

dc.contributor.authorDalsegg, Lars Ovesønn
dc.contributor.authorMünster, Fredric
dc.date.accessioned2018-12-20T13:57:25Z
dc.date.available2018-12-20T13:57:25Z
dc.date.issued2018
dc.identifier.urihttp://hdl.handle.net/11250/2578547
dc.descriptionMasteroppgave(MSc) in Master of Science in Business, Finance - Handelshøyskolen BI, 2018
dc.description.abstractIn 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.nb_NO
dc.language.isoengnb_NO
dc.publisherHandelshøyskolen BInb_NO
dc.subjectfinans
dc.subjectfinance
dc.titleRisk Premium in Norwegian Covered Bondsnb_NO
dc.typeMaster thesisnb_NO


Tilhørende fil(er)

Thumbnail
Thumbnail

Denne innførselen finnes i følgende samling(er)

Vis enkel innførsel