Sökning: "Mihaela Dor Neagu"

Hittade 1 uppsats innehållade orden Mihaela Dor Neagu.

  1. 1. Analysing Credit Default Swap Spreads of European Banks

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Jovita Latakaite; Mihaela Dor Neagu; [2014]
    Nyckelord :Credit Default Swaps; Credit Risk; European Banks; Structural Models of Credit Risk; Credit Ratings; Liquidity; Market Factors; Business and Economics;

    Sammanfattning : This paper investigates the determinants of the credit default swaps changes of 34 European banks between January 2004 and December 2013. The sample period is further divided into four sub-periods covering both calm and turbulent times (pre-crisis, acute phase and less acute phase of the financial crisis, and the most recent European sovereign debt crisis). LÄS MER