Sökning: "Ronald Kromer"

Hittade 1 uppsats innehållade orden Ronald Kromer.

  1. 1. Determinants of corporate CDS spreads in the Eurozone - Is there a spillover effect from sovereign to corporate credit risk?

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Ronald Kromer; Etrit Vllasalija; [2014]
    Nyckelord :CDS determinants; spillover effect; corporate credit risk; sovereign credit risk; credit default swaps; Eurozone; Business and Economics;

    Sammanfattning : We study the determinants of corporate CDS spreads for 125 companies headquartered in the Eurozone, with an emphasis on sovereign CDS spreads as a main determinant of corporate CDS spreads in levels and changes. This is done by analyzing financial companies, as well as non-financial companies. LÄS MER