Impact of Government Bonds Spreads on Credit Derivatives - Berger - Books - Springer - 9783658202187 - December 13, 2017
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Impact of Government Bonds Spreads on Credit Derivatives 1st ed. 2018 edition

Berger

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Impact of Government Bonds Spreads on Credit Derivatives 1st ed. 2018 edition

Verena Anna Berger investigates the question to what extent credit default swap spreads are impacted by an increase of government bond yields within the European area. The main findings which are calculated by using the Fontana-Scheicher model show that a negative impact on credit default swap spreads is observed based on the analysed data.


85 pages, 5 Tables, color; 4 Illustrations, black and white; XVII, 85 p. 4 illus.

Media Books     Book
Released December 13, 2017
ISBN13 9783658202187
Publishers Springer
Pages 85
Dimensions 131 g
Language German  

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