Essays about: "Stamatoula Pappa"
Found 1 essay containing the words Stamatoula Pappa.
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1. Evaluating Credit Default Swap spreads using the CreditGrades model - A study on European non-financial firms
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : 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
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