Blar i BI Open på forfatter "Gromsrud, Gromsrud"
-
On the relationship between sovereign CDS and equity markets : evidence from the European debt crisis
Gromsrud, Gromsrud; Burgt, Morten van den (Master thesis, 2013-02-11)This paper examines the price equilibrium and dynamic relationship between credit default swap (CDS) and equity markets for European sovereign issuers in a time period which encompasses the ongoing European debt crisis. ...