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- 2022
-
Mark
The Determinants of CDS Spreads During the COVID-19 Pandemic
- Master (One yr)
- 2018
-
Mark
An Extreme Value Approach To Pricing Credit Risk
- Master (Two yrs)
-
Mark
The Relation Between the Credit Default Swap and Corporate Bond Market
- Master (One yr)
- 2016
-
Mark
On the Determinants of Underpricing in Corporate Bond Offerings
- Master (Two yrs)
- 2015
-
Mark
The conditions and process for triggering CDS contracts - a case study of Greece 2012
- Prof. qual. >4 yrs
- 2013
-
Mark
The behavior of Credit Default Swaps
- Master (One yr)
-
Mark
Merton's Model Explaining CDS Spreads - a panel data study of OMX Stockholm traded firms
- Master (One yr)
- 2012
-
Mark
Bank Opacity - Empirical evidence from the CDS and equity market
- Bach. Degree
- 2011
-
Mark
DETERMINANTS OF CREDIT DEFAULT SWAP SPREADS: A REGIME-SHIFTING APPROACH
- Master (One yr)
- 2010
-
Mark
Determinants of Sovereign Credit Default Swap spreads for PIIGS - A macroeconomic approach
- Bach. Degree