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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