Sökning: "Andreas Möllerström"
Hittade 1 uppsats innehållade orden Andreas Möllerström.
1. Relationship Crisis?: - An Empirical Study of the Theoretical Equivalence Relationship between CDS and Bond Markets in a Time-Varying Context
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : This paper compares prices of traded European corporate credit risk in the CDS and bond market in a time-varying context. Theory predicts that the two markets would price credit risk equally in the long-run. However, our empirical findings between the two time periods chosen for this study contradict this theory. LÄS MER
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