Browsing Thesis by Author "Nedrebø, Birk Rugland"

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Predicting Credit Spread Dynamics in the Norwegian Corporate Bond Market : An empirical analysis of High Yield and Investment Grade bonds in the Period 2014-2022

Nedrebø, Birk Rugland; Tesfagaber, Michael F. (Master thesis, 2023)

This thesis examines the credit spread dynamics between High Yield (HY) and Investment Grade (IG) bonds in the Norwegian corporate bond market. The sample consists of monthly pricing data for 37 distinct bonds spanning ...