Sökning: "Johanna Nederberg"

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  1. 1. Earnings Announcements In The Credit Default Swap Market - An Event Study

    Master-uppsats, Uppsala universitet/Företagsekonomiska institutionen; Uppsala universitet/Företagsekonomiska institutionen

    Författare :Martin Johansson; Johanna Nederberg; [2014]
    Nyckelord :Credit default swaps; European CDS market; Earnings announcements; Earnings surprises; Event study; Market efficiency;

    Sammanfattning : This paper investigates the European CDS markets response to earnings announcements between the years 2011-2013. Through the use of event study methodology, we investigate if the CDS market reacts to earnings news in terms of abnormal spread changes. LÄS MER