Essays on credit spreads

This thesis focuses on an empirical analysis of credit spreads from three different perspectives. The first analysis investigates the price discovery process of credit risk by means of single-name credit spreads obtained from four main markets, namely the credit default swap (CDS), the bond, the equ...

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Bibliographic Details
Main Author: Avino, Davide
Published: University of Reading 2013
Subjects:
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.590135