Essays about: "Marouane Brahimi"

Found 1 essay containing the words Marouane Brahimi.

  1. 1. The impact of macro-economic indicators on credit spreads

    University essay from KTH/Matematisk statistik

    Author : Marouane Brahimi; [2017]
    Keywords : ;

    Abstract : A model of credit spreads variations, based on macroeconomic and market variables, has been developed and presented in this paper. Credit spreads of speculative and investment grade bonds have been investigated, leading us to a linear relationship between their quarterly variations. READ MORE