Essays about: "ronald kromer"

Found 1 essay containing the words ronald kromer.

  1. 1. Determinants of corporate CDS spreads in the Eurozone - Is there a spillover effect from sovereign to corporate credit risk?

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Ronald Kromer; Etrit Vllasalija; [2014]
    Keywords : CDS determinants; spillover effect; corporate credit risk; sovereign credit risk; credit default swaps; Eurozone; Business and Economics;

    Abstract : We study the determinants of corporate CDS spreads for 125 companies headquartered in the Eurozone, with an emphasis on sovereign CDS spreads as a main determinant of corporate CDS spreads in levels and changes. This is done by analyzing financial companies, as well as non-financial companies. READ MORE