dc.contributor.author | Eide, Marthe Enger | |
dc.contributor.author | Phan, Yen Hai | |
dc.date.accessioned | 2019-10-22T06:59:42Z | |
dc.date.available | 2019-10-22T06:59:42Z | |
dc.date.issued | 2019 | |
dc.identifier.uri | http://hdl.handle.net/11250/2623602 | |
dc.description | Masteroppgave(MSc) in Master of Science in Business, Economics - Handelshøyskolen BI, 2019 | nb_NO |
dc.description.abstract | This 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.iso | eng | nb_NO |
dc.publisher | Handelshøyskolen BI | nb_NO |
dc.subject | economics | nb_NO |
dc.subject | samfunnsøkonomi | nb_NO |
dc.title | Credit Spreads Predictability on Norwegian business cycles | nb_NO |
dc.type | Master thesis | nb_NO |