Sökning: "Mehmet Caglar Kaya"

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  1. 1. Stock Liquidity as a Determinant of Credit Default Swap Spreads

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Mehmet Caglar Kaya; Radu-Dragomir Manac; [2013]
    Nyckelord :Turnover Ratio; Amihud Illliquidity; Bid-Ask Spread; Default Risk; Stock Liquidity; Credit Default Swaps; Business and Economics;

    Sammanfattning : This research investigates the effect of stock liquidity on credit default swap spreads. The relationship between stock liquidity and CDS spreads is tested empirically using a panel data of 82 companies spanning a period of 64 months. LÄS MER