Sökning: "Sovereign credit risk"
Hittade 5 avhandlingar innehållade orden Sovereign credit risk.
1. Essays on Sovereign Credit Risk and Credit Default Swap Spreads
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
2. Essays on Debts and Constitutions
Sammanfattning : This thesis includes two essays on sovereign debt and one on subnational governments' debts within a federation. In the two first essays, simple constitutional rules - that define how economic interactions unfold - are found to influence the outcome in important ways. LÄS MER
3. Essays on Currency Risk and Financial Frictions
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
4. Empirical Essays in Financial Economics
Sammanfattning : Competition between High-Frequency Traders, and Market Quality. This is the first empirical evidence on the competition between high-frequency traders (HFTs) and its influence on market quality. My findings suggests what when HFTs compete for traders their liquidity consumption increases. LÄS MER
5. Empirical Essays in Finance
Sammanfattning : Stock Price Elasticity and Control Ownership. Stocks included in the S&P 500 experience abnormal returns. Supporting a demand pressure explanation, this paper documents that the price impact is larger for stock of which a significant fraction is held by controlling shareholders. LÄS MER