Essays about: "Annemarie Troeger"

Found 1 essay containing the words Annemarie Troeger.

  1. 1. Credit Default Swap Bond Basis Trading Opportunities in Times of Economic Uncertainty in European Financial Market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Annemarie Troeger; Anne-Mari Kaur; [2020]
    Keywords : CDS-bond spread; Basis Trading; Volatility triggered exit; economic uncertainty; Business and Economics;

    Abstract : We investigated CDS-bond basis trading strategies during five different events, which possibly have caused market uncertainty on the European market. Those events include the peak of the Greek debt crisis (2015), Brexit announcement (2016), French presidential elections (2017), Tariffs on European Union (2018) and COVID-19 crisis (2020). READ MORE