European monetary policy shocks and their impact on corporate bond credit spreads: an empirical analysis of cross-market dynamics and sectoral implications

Stasio, Riccardo (A.A. 2023/2024) European monetary policy shocks and their impact on corporate bond credit spreads: an empirical analysis of cross-market dynamics and sectoral implications. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 112. [Master's Degree Thesis]

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Abstract/Index

From crisis to normalization: the economic and financial impact of the Covid-19 pandemic. Resilience in banking: lessons and challenges from global crises. Inflation dynamics post-pandemic: the role of demand, supply and policy responses. Financial markets under pressure: Covid-19 and the shift in central bank policies. Literature review. Redefining credit risk: evolution, challenges and regulatory responses. Credit risk dynamics: ratings, default probabilities and bond spreads. OAS: decoding credit risk and bond market dynamics. Navigating bond market in times of crisis. Corporate bond trends: focus on investment grade and high yield spreads. Research questions and methodology. Empirical and statistical analysis. Sectoral impact of monetary policy. Interest rate impact across credit ratings.

References

Bibliografia: pp. 108-111.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77)
Chair: Risk management
Thesis Supervisor: Penza, Daniele
Thesis Co-Supervisor: Morelli, Giacomo
Academic Year: 2023/2024
Session: Extraordinary
Deposited by: Alessandro Perfetti
Date Deposited: 10 Jul 2025 12:34
Last Modified: 10 Jul 2025 12:34
URI: https://tesi.luiss.it/id/eprint/42878

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