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dc.contributor.authorEide, Marthe Enger
dc.contributor.authorPhan, Yen Hai
dc.date.accessioned2019-10-22T06:59:42Z
dc.date.available2019-10-22T06:59:42Z
dc.date.issued2019
dc.identifier.urihttp://hdl.handle.net/11250/2623602
dc.descriptionMasteroppgave(MSc) in Master of Science in Business, Economics - Handelshøyskolen BI, 2019nb_NO
dc.description.abstractThis thesis examines the predictability of corporate bond credit spreads on Norwegian business cycles. We provide evidence that credit spreads between investment-grade corporate bonds contain significant predictive information for Norwegian business cycles in the three- and six-month horizon. Further, we examine the forecast performance of corporate bond credit spreads over time and argue that their performance depends on the nature of the recessions. In sum, we confirm our hypothesis that credit spreads can be used as leading predictors for Norwegian business cycles.nb_NO
dc.language.isoengnb_NO
dc.publisherHandelshøyskolen BInb_NO
dc.subjecteconomicsnb_NO
dc.subjectsamfunnsøkonominb_NO
dc.titleCredit Spreads Predictability on Norwegian business cyclesnb_NO
dc.typeMaster thesisnb_NO


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