Sökning: "Olov Ryding Hallin"

Hittade 1 uppsats innehållade orden Olov Ryding Hallin.

  1. 1. Economic Policy Uncertainty and Credit Risk - A cross sectional analysis of company specific CDS spreads across nine industries in the U.S market

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Emma Carlsson; Olov Ryding Hallin; [2016]
    Nyckelord :Credit Default Swap; Credit Risk; Policy Uncertainty; EPU; Policy Making;

    Sammanfattning : We analyse the effects political uncertainty has on the credit risk embedded in the term structure of single name credit default swap spreads across nine industries in the United States. After running a set of panel regressions, we find that economic policy uncertainty has a widening effect on the spreads. LÄS MER

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