Essays about: "Andreas Luczak"

Found 1 essay containing the words Andreas Luczak.

  1. 1. The impact of Credit Rating Announcements on Credit Default Swap Spreads - An empirical study of the North American Credit Default Swap Market before, during and after the global financial crisis of 2008-2009

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Andreas Luczak; Laurynas Ruzgas; [2015]
    Keywords : credit rating announcements; credit default swap spread; CDS spreads; event study; Moody’s; credit rating agencies; financial crisis; recession; Business and Economics;

    Abstract : A Credit Default Swap spread is a reliable measure of credit risk as it is the compensation demanded by a party to bear this risk. Officially, credit risk is denoted as credit ratings announced by credit rating agencies. READ MORE