Essays about: "Carl-Adam von Schéele"

Found 1 essay containing the words Carl-Adam von Schéele.

  1. 1. Wide Spread Trade: Can terms of trade explain sovereign CDS spreads?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Gustaf Folke; Carl-Adam von Schéele; [2011]
    Keywords : Credit risk; Terms of trade; Credit Default Swaps; Emerging markets; Sovereign;

    Abstract : This study reexamines the recent finding that level and volatility of terms of trade has significant explanatory power on spreads of emerging market sovereigns. In contradiction to previous results, we find no significant effect of these variables after controlling for global factors. Specifically, we find that the U.S. READ MORE