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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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.


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


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