Sökning: "Valeria Collu"

Hittade 1 uppsats innehållade orden Valeria Collu.

  1. 1. A Value-at-Risk Analysis of Credit Default Swaps and Stocks: Evidence from the European and North American Market

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

    Författare :Valeria Collu; Denise Bretlaender; [2014]
    Nyckelord :Value-at-Risk; credit risk; equity risk; historical simulation; credit default swaps;

    Sammanfattning : This thesis analyzes credit and equity risk during the period from September 2006 to September 2014. The sample includes pairs of credit default swap (CDS) spreads and stock prices for 113 European and 93 North American companies. LÄS MER