Blar i Institutt for samfunnsøkonomi på forfatter "Theimann, Odd-Martin"
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Analyzing the difference in excess returns between senior and covered bond pairs using a factor model approach - An empirical study
Theimann, Odd-Martin; Røed, Fritjof Erling (Master thesis, 2018)Covered bonds are investment grade bonds that are backed up by collateral. Senior bonds are unsecured, but have the highest seniority among creditors should the issuer default. Collateral is the main separator of covered ...