Predicting spreads in the Nordic high yield bond market : a study of credit pricing in the years 2000-2012

The Norwegian Investment Grade Corporate Bond Index and the Sovereign Bond Index are used as risk factor proxies for the entire market and the low-risk market, respectively..

Table 14 - Regressing the Roll measure, Imputed Round Trip cost, Corwin & Schultz's High- Low Spread Estimator, Amihud measure, and the two Price Dispersion measures on trading

It turns out that the correlation between the 5 year EURNOK basis swap spread and the spread on 5 year Norwegian senior financial bonds in the period shown in figure 8.1 (January

He also stated that when the bond market is facing high vola lity and the stock market is in a low vola lity regime, the es mated values of bond-stock correla on in both high and

We then use this liquidity measure to estimate the spread contribution from illiquidity for both investment grade and high-yield bonds in the Norwegian corporate bond

112 Examples are the Russian Press Freedom Support Group, made up of six Western press-freedom advocacy groups; the International Federation of Journalists; the New York-based

In Chapter 5, Norway’s role in previous international arms reduction processes is discussed, leading to an outline of a possible role for Norway as an NNWS in a future

This paper analyzes the Syrian involvement in Lebanon following the end of the Lebanese civil war in 1989/90 and until the death of Syrian President Hafiz al-Asad, which marked the