Expanding Horizons in Norwegian High-Yield Bond Spread Estimation : A Comparative Analysis of Structural Bond Pricing Models in the Period 2015 to 2023

Investigating the complex dynamics of credit risk pricing in corporate bonds has been a significant area of interest in financial research for many years. This thesis examines the effectiveness of various structural bond pricing models in predicting credit risk premiums for Norwegian high-yield bond...

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Hauptverfasser:	Hebnes, Arne, Bang, Marius Larsen
Format:	Dissertation
Sprache:	eng
Schlagworte:	financial economics
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