Sökning: "Xiaoan Zhou"

Hittade 1 uppsats innehållade orden Xiaoan Zhou.

  1. 1. Credit rating impact on the CDS market: the case of PIIGS countries coving European debt crisis period

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

    Författare :Xiaoan Zhou; [2018]
    Nyckelord :Sovereign Credit Rating; Credit Rating Agencies; CDS market; Sovereign CDS spread; European debt crisis;

    Sammanfattning : In this paper, I analyze the impact of sovereign debt rating to CDS market under PIIGS (Portugal, Italy, Ireland, Greece and Spain) context during the European Debt Crisis. Via panel regression, I find country's sovereign rating and outlook have significant impact on the CDS market during the pre-crisis period. LÄS MER