| dc.contributor.author | Frisvoll, Oliver Collargol | |
| dc.contributor.author | Dolvik, Ole Jakob | |
| dc.date.accessioned | 2023-10-16T11:41:33Z | |
| dc.date.available | 2023-10-16T11:41:33Z | |
| dc.date.issued | 2023 | |
| dc.identifier.uri | https://hdl.handle.net/11250/3096723 | |
| dc.description | Masteroppgave(MSc) in Master of Science in Business, Finance - Handelshøyskolen BI, 2023 | en_US |
| dc.description.abstract | This study seeks to discover time-series reversals in interest rate swap
spread changes. We document significant abnormal returns on strategies
exploiting these trends, with persistent returns across holding
periods. A regression of hedge fund returns on these strategies shows
some evidence of utilisation in the market. | en_US |
| dc.language.iso | eng | en_US |
| dc.publisher | Handelshøyskolen BI | en_US |
| dc.subject | finans | en_US |
| dc.subject | finance | en_US |
| dc.title | Return predictability for interest rate swap spreads | en_US |
| dc.type | Master thesis | en_US |
