Sökning: "Aliaksandra Vashkevich"
Hittade 2 uppsatser innehållade orden Aliaksandra Vashkevich.
1. RELATIONSHIP BETWEEN SOVEREIGN CREDIT DEFAULT SWAP AND STOCK MARKETS- The Case of East Asia
Master-uppsats, Företagsekonomi; Handelshögskolan vid Umeå universitet (USBE)Sammanfattning : When adjusted to sovereign entities, the structural credit risk model assumes a negative (positive) relationship between sovereign CDS spreads and stock prices (volatilities). In theory both markets are supposed to incorporate new information simultaneously. LÄS MER
2. Credit Default Swap in a financial portfolio: angel or devil? : A study of the diversification effect of CDS during 2005-2010.
Master-uppsats, Handelshögskolan vid Umeå universitetSammanfattning : Credit derivative market has experienced an exponential growth during the last 10 years with credit default swap (CDS) as an undoubted leader within this group. CDS contract is a bilateral agreement where the seller of the financial instrument provides the buyer the right to get reimbursed in case of the default in exchange for a continuous payment expressed as a CDS spread multiplied by the notional amount of the underlying debt. LÄS MER