The balance sheet determinants of bank CDS spreads
La Bella, Maria Luigia (A.A. 2015/2016) The balance sheet determinants of bank CDS spreads. Tesi di Laurea in Financial and credit derivatives, LUISS Guido Carli, relatore Federico Calogero Nucera, pp. 62. [Master's Degree Thesis]
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Abstract/Index
What CDSs are? CDS spread and financial market stability. Data description. Dependent variable: CDS spread. Construction of the model. Results. Do balance sheet variables predict CDS spread? Limitation of the study.
References
Bibliografia e sitografia: pp. 44-46.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Financial and credit derivatives |
| Thesis Supervisor: | Nucera, Federico Calogero |
| Thesis Co-Supervisor: | Borri, Nicola |
| Academic Year: | 2015/2016 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 01 Jun 2017 09:12 |
| Last Modified: | 01 Jun 2017 09:12 |
| URI: | https://tesi.luiss.it/id/eprint/18796 |
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