The determinants of credit spread in investment grade euro corporate bonds
Del Vecchio, Francesco (A.A. 2018/2019) The determinants of credit spread in investment grade euro corporate bonds. Tesi di Laurea in Fixed income, credit and derivatives, Luiss Guido Carli, relatore Alberto Adolfo Cybo-Ottone, pp. 55. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Theoretical background. CDS market overview. The data universe. Structural model of default risk. Empirical tests. Principal component analysis. Robustness. Selection bias and additional data.
References
Bibliografia e sitografia: pp. 38-40.
| 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: | Fixed income, credit and derivatives |
| Thesis Supervisor: | Cybo-Ottone, Alberto Adolfo |
| Thesis Co-Supervisor: | Langer, Marshall |
| Academic Year: | 2018/2019 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 06 Apr 2020 09:13 |
| Last Modified: | 06 Apr 2020 09:13 |
| URI: | https://tesi.luiss.it/id/eprint/26271 |
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