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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Main Author: Härkönen, Elisa
Other Authors: Kauppakorkeakoulu, School of Business and Economics, Taloustieteet, Business and Economics, Jyväskylän yliopisto, University of Jyväskylä
Format: Master's thesis
Language:eng
Published: 2023
Subjects:
Online Access: https://jyx.jyu.fi/handle/123456789/85414
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author Härkönen, Elisa
author2 Kauppakorkeakoulu School of Business and Economics Taloustieteet Business and Economics Jyväskylän yliopisto University of Jyväskylä
author_facet Härkönen, Elisa Kauppakorkeakoulu School of Business and Economics Taloustieteet Business and Economics Jyväskylän yliopisto University of Jyväskylä Härkönen, Elisa Kauppakorkeakoulu School of Business and Economics Taloustieteet Business and Economics Jyväskylän yliopisto University of Jyväskylä
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description 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 helps to identify and understand the potential impacts of political and territorial conflicts on financial markets, allowing for informed decision-making and risk management. By analyzing data from the two crises and using linear regres-sion, this study aims to identify how industry-level CDS spreads are affected by these crises. This information can be valuable for policymakers and industry professionals in understanding the potential financial risks associated with different types of crises. The results of this study may also help to inform future research on the relationship between crises and financial market indicators.
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spellingShingle Härkönen, Elisa Impact of geopolitical tensions on industry specific CDS spreads in Europe CDS CDS spread CDS index geopolitical tensions Taloustiede Economics 2041 rahoitusmarkkinat riskit luotot COVID-19 kriisit financial markets risks credits crises
title Impact of geopolitical tensions on industry specific CDS spreads in Europe
title_full Impact of geopolitical tensions on industry specific CDS spreads in Europe
title_fullStr Impact of geopolitical tensions on industry specific CDS spreads in Europe Impact of geopolitical tensions on industry specific CDS spreads in Europe
title_full_unstemmed Impact of geopolitical tensions on industry specific CDS spreads in Europe Impact of geopolitical tensions on industry specific CDS spreads in Europe
title_short Impact of geopolitical tensions on industry specific CDS spreads in Europe
title_sort impact of geopolitical tensions on industry specific cds spreads in europe
title_txtP Impact of geopolitical tensions on industry specific CDS spreads in Europe
topic CDS CDS spread CDS index geopolitical tensions Taloustiede Economics 2041 rahoitusmarkkinat riskit luotot COVID-19 kriisit financial markets risks credits crises
topic_facet 2041 CDS CDS index CDS spread COVID-19 Economics Taloustiede credits crises financial markets geopolitical tensions kriisit luotot rahoitusmarkkinat riskit risks
url https://jyx.jyu.fi/handle/123456789/85414 http://www.urn.fi/URN:NBN:fi:jyu-202302091691
work_keys_str_mv AT härkönenelisa impactofgeopoliticaltensionsonindustryspecificcdsspreadsineurope