Primární emise korporátních dluhopisů v Evropě
Název práce: | Primary Corporate Debt Issuance in Europe |
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Autor(ka) práce: | Galetová, Hana |
Typ práce: | Diploma thesis |
Vedoucí práce: | Stádník, Bohumil |
Oponenti práce: | Málek, Jiří |
Jazyk práce: | English |
Abstrakt: | A top-down analysis approach used for over 17 thousand of euro-denominated corporate bond issuances executed in the European primary bond market between 1999 and 2013. The main findings reveal not only the most active corporate issuers in Europe, but they also show the decomposition of issuance by coupon type, rated versus unrated issuance, debut and perpetual issuances, high grade as well as high yield new bond issues split by sector, rating and maturity. I used the opensource statistical package Gretl and applied the ordinary least square technique in order to quantify the association between euro-denominated corporate issuance and credit spreads. |
Klíčová slova: | high grade; high yield; maturity; primary market; corporate bonds; regression; financial crisis; euro-denominated issuance; credit spreads; rating |
Název práce: | Primární emise korporátních dluhopisů v Evropě |
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Autor(ka) práce: | Galetová, Hana |
Typ práce: | Diplomová práce |
Vedoucí práce: | Stádník, Bohumil |
Oponenti práce: | Málek, Jiří |
Jazyk práce: | English |
Abstrakt: | A top-down analysis approach used for over 17 thousand of euro-denominated corporate bond issuances executed in the European primary bond market between 1999 and 2013. The main findings reveal not only the most active corporate issuers in Europe, but they also show the decomposition of issuance by coupon type, rated versus unrated issuance, debut and perpetual issuances, high grade as well as high yield new bond issues split by sector, rating and maturity. I used the opensource statistical package Gretl and applied the ordinary least square technique in order to quantify the association between euro-denominated corporate issuance and credit spreads. |
Klíčová slova: | credit spreads; primary market; financial crisis; high grade; rating; regression; euro-denominated issuance; maturity; high yield; corporate bonds |
Informace o studiu
Studijní program / obor: | Finance and Accounting for Common Europe |
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Typ studijního programu: | Magisterský studijní program |
Přidělovaná hodnost: | Ing. |
Instituce přidělující hodnost: | Vysoká škola ekonomická v Praze |
Fakulta: | Fakulta financí a účetnictví |
Katedra: | Katedra bankovnictví a pojišťovnictví |
Informace o odevzdání a obhajobě
Datum zadání práce: | 11. 3. 2015 |
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Datum podání práce: | 31. 8. 2015 |
Datum obhajoby: | 27. 5. 2015 |
Identifikátor v systému InSIS: | https://insis.vse.cz/zp/52116/podrobnosti |