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What are the drivers of the corporate bonds’ spread?

Riat, Andy
(2015)

Files

Riat_24281000_2015.pdf
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  • Adobe PDF
  • 1.76 MB
Riat_24281000_2015_Annexe1.pdf
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  • Adobe PDF
  • 6.09 MB

Details

Supervisors
Iania, Leonardo
Faculty
Louvain School of Management
Degree label
Master [120] en Ingénieur de gestion
Abstract
What are the drivers of the corporate bonds’ spread? This is the question we will try to answer in this thesis. Moreover, not only are we going to identify the key drivers of the spread of corporate bonds but also their contribution to it. We will therefore use a regression based on the four factors we selected: the rating, the industry, the outlook and the remaining maturity. In view of our results, we will exclude the industry factor and keep the three others for our adjusted model which explains until 92.53% of the corporate bonds’ spread.