Impact of geopolitical tensions on industry specific CDS spreads in Europe
The purpose of this study is to examine the impact of crises on European industry-level credit default swap (CDS) spreads using linear regression. The two crises analyzed are the COVID-19 pandemic and the Russian invasion and war in Ukraine. Researching geopolitical risk is important because it help...
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| Other Authors: | , , , , , |
| Format: | Master's thesis |
| Language: | eng |
| Published: |
2023
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| Subjects: | |
| Online Access: | https://jyx.jyu.fi/handle/123456789/85414 |