Essays about: "Stamatoula Pappa"

Found 1 essay containing the words Stamatoula Pappa.

  1. 1. Evaluating Credit Default Swap spreads using the CreditGrades model - A study on European non-financial firms

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jakob Melin; Stamatoula Pappa; [2015]
    Keywords : GARCH; trading strategies.; CreditGrades Model; credit default swap CDS ; credit risk; Business and Economics;

    Abstract : In our paper, we analyse Credit Default Swaps (CDSs) for 67 European non-financial companies between December 2004 and December 2014, focusing on the five-year maturity corporate CDS spreads. The period of analysis is divided into three sub-periods; before the financial crisis, during the global financial crisis and the European sovereign debt crisis. READ MORE