Determinants of CDS spreads empirical analysis over European banks

Sannino, Alberto (A.A. 2018/2019) Determinants of CDS spreads empirical analysis over European banks. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 69. [Master's Degree Thesis]

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Abstract/Index

Overview of credit default swap. CDS and financial crisis. Research design. Empirical results. Impact of crisis.

References

Bibliografia: p. 52.

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: Asset pricing
Thesis Supervisor: Porchia, Paolo
Thesis Co-Supervisor: Pirra, Marco
Academic Year: 2018/2019
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 24 Mar 2020 07:38
Last Modified: 24 Mar 2020 07:38
URI: https://tesi.luiss.it/id/eprint/26053

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