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Financial Market Dissertations

C/F/90. Dissertation. Credit spreads on sterling corporate bonds and the term structure of UK interest rates

WORDS:
6200
DATE:
2005
PRICE:
69.99 GBP

The dissertation is related to the bond pricing topic and analyzes the relationship between sterling corporate bond credit spread and changes in UK interest rate as well as FTSE index together with GDP rate. The wide analysis of related literature has been done in the paper and useful literature review can be helpful as for any other dissertation related to the bond credits spread analysis as for just curious people. The deep research also is an advantage of the paper. As the data sample we implement the average daily Moody's Aa and A rated bond spreads for the period of 1999-2004 as well as the related data about 3-month Libor, FTSE index and quarterly UK GDP growth. In the analysis we use OLS (ordinary least square) regression to examine the relationship between the factors mentioned above. The regression analysis has been performed using ordinary Office Excel tools. The results of the regression show that the relationship is very weak and getting weaker from interest rate toward GDP changes. The paper is a good support for all needing additional theoretical or practical help in related dissertation writing. It is a nice guideline for those who are writing on the similar topic and even can be used as a basis for similar research since the analysis may be followed by extending the data sample or the period of time observed.

 

KEYWORDS: f, dissertation, credit, spreads, sterling, corporate, bonds, term, structure, uk, rates,

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