Sökning: "Patrick Augustin"

Hittade 2 avhandlingar innehållade orden Patrick Augustin.

1. 1. Essays on Sovereign Credit Risk and Credit Default Swap Spreads

   Författare :Patrick Augustin; Handelshögskolan i Stockholm; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Sammanfattning : 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 and Sovereign Credit Risk. LÄS MER

3. 2. Essays on Currency Risk and Financial Frictions

   Författare :Valeri Sokolovski; Handelshögskolan i Stockholm; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Sammanfattning : This doctoral thesis consists of four independent empirical papers in financial economics.Although my work analyses three different financial markets (currencies, credit defaultswaps and exchange traded funds) the common thread is financial frictions. LÄS MER