Sökning: "Credit Default Swap"
Visar resultat 6 - 10 av 65 uppsatser innehållade orden Credit Default Swap.
6. Do CSR pillars have an effect on credit risk? An empirical comparison between Canadian and Mexican firms
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : This paper aims to empirically examine the effect, if any, of each Corporate Social Responsibility dimension (i.e., Environmental, Social, and Governance activities) on firms’ credit risk for two countries with a different CSR culture, Canada and Mexico. LÄS MER
7. The Determinants of CDS Spreads During the COVID-19 Pandemic
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : This paper investigates the determinants of CDS spreads in the US, following the spread of the COVID-19 pandemic in early 2020. The pandemic led to an increased volatility and credit risk, as supply and demand suffered. By introducing measures related to COVID-19 we try to explain changes in CDS spreads in the US during the pandemic. LÄS MER
8. An Efficient Market Study of European CDS and Equity Markets
Master-uppsats, Umeå universitet/FöretagsekonomiSammanfattning : This thesis investigates the price discovery process between the stock and the credit default swap market (CDS). We link the financial theory of efficient markets and the underlying models and conditions involved in CDSs, the stock market and financial crashes. LÄS MER
9. Credit Default Swap Bond Basis Trading Opportunities in Times of Economic Uncertainty in European Financial Market
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : We investigated CDS-bond basis trading strategies during five different events, which possibly have caused market uncertainty on the European market. Those events include the peak of the Greek debt crisis (2015), Brexit announcement (2016), French presidential elections (2017), Tariffs on European Union (2018) and COVID-19 crisis (2020). LÄS MER
10. The impact of ESG score on firm's cost of capital and riskiness
Kandidat-uppsats,Sammanfattning : This paper investigates the relationship between a firm´s Thomson Reuters ESG score and its weighted average cost of capital & implied credit default swap spread. The research is conducted on the Swedish stock exchanges and uses all available firms with an available ESG score. The effect is measured from 2017 to 2019. LÄS MER