Impact of geopolitical tensions on industry specific CDS spreads in Europe

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...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: Härkönen, Elisa
Muut tekijät: Jyväskylä University School of Business and Economics, Jyväskylän yliopiston kauppakorkeakoulu, Taloustieteet, Business and Economics, Jyväskylän yliopisto, University of Jyväskylä
Aineistotyyppi: Pro gradu
Kieli:eng
Julkaistu: 2023
Aiheet:
CDS
CDS spread
CDS index
geopolitical tensions
Taloustiede
Economics
2041
rahoitusmarkkinat
riskit
luotot
COVID-19
kriisit
financial markets
risks
credits
crises
Linkit: https://jyx.jyu.fi/handle/123456789/85414

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