Essays on sovereign credit risk and credit default swap spreads

Essays on sovereign credit risk and credit default swap spreads

This doctoral thesis consists of 4 self-contained chapters: Sovereign Credit Default Swap Premia. This comprehensive review of the literature on sovereign CDS spreads highlights current academic debates and contrasts them with contradictory statements from the popular press.  Real Economic Shocks an...

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Bibliographic Details
Main Author: Augustin, Patrick
Format: Doctoral Thesis
Language:English
Published: Handelshögskolan i Stockholm, Institutionen för Finansiell ekonomi 2013
Subjects:
Arbitrage
Basis
Credit default swaps
Corporate bonds
Credit risk
Generalized disappointment aversion
Liquidity
Literature review
Sovereign risk
Term structure
Economics
Nationalekonomi
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-2131
http://nbn-resolving.de/urn:isbn:978-91-7258-902-5 (pdf)
http://nbn-resolving.de/urn:isbn:9789172589018 (print)

Internet

http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-2131
http://nbn-resolving.de/urn:isbn:978-91-7258-902-5 (pdf)
http://nbn-resolving.de/urn:isbn:9789172589018 (print)

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