Sökning: "Carl-Adam von Schéele"

Hittade 1 uppsats innehållade orden Carl-Adam von Schéele.

  1. 1. Wide Spread Trade: Can terms of trade explain sovereign CDS spreads?

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

    Författare :Gustaf Folke; Carl-Adam von Schéele; [2011]
    Nyckelord :Credit risk; Terms of trade; Credit Default Swaps; Emerging markets; Sovereign;

    Sammanfattning : This study reexamines the recent finding that level and volatility of terms of trade has significant explanatory power on spreads of emerging market sovereigns. In contradiction to previous results, we find no significant effect of these variables after controlling for global factors. Specifically, we find that the U.S. LÄS MER