Advanced search options

Advanced Search Options 🞨

Browse by author name (“Author name starts with…”).

Find ETDs with:

in
/  
in
/  
in
/  
in

Written in Published in Earliest date Latest date

Sorted by

Results per page:

Sorted by: relevance · author · university · dateNew search

You searched for subject:(Credit default swaps). Showing records 1 – 30 of 63 total matches.

[1] [2] [3]

Search Limiters

Last 2 Years | English Only

Country

▼ Search Limiters


University of Nairobi

1. Ikamari, Cynthia A. Application of credit default swaps to commercial banks .

Degree: 2012, University of Nairobi

 Commercial banks contribute significantly to the growth ofa nation's economy. The profitability of commercial banks is largely attributed to the interest charged on loans they… (more)

Subjects/Keywords: Credit default swaps; Commercial banks

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Ikamari, C. A. (2012). Application of credit default swaps to commercial banks . (Thesis). University of Nairobi. Retrieved from http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/11274

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ikamari, Cynthia A. “Application of credit default swaps to commercial banks .” 2012. Thesis, University of Nairobi. Accessed January 25, 2020. http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/11274.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ikamari, Cynthia A. “Application of credit default swaps to commercial banks .” 2012. Web. 25 Jan 2020.

Vancouver:

Ikamari CA. Application of credit default swaps to commercial banks . [Internet] [Thesis]. University of Nairobi; 2012. [cited 2020 Jan 25]. Available from: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/11274.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ikamari CA. Application of credit default swaps to commercial banks . [Thesis]. University of Nairobi; 2012. Available from: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/11274

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Hong Kong

2. Wang, Qian, Sarah. The real effects of credit default swaps.

Degree: PhD, 2012, University of Hong Kong

In recent years, concerns have been raised about the real effects of credit default swaps (CDS) on the economy. Different from the hitherto accepted view… (more)

Subjects/Keywords: Credit derivatives.; Default (Finance); Swaps (Finance)

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Wang, Qian, S. (2012). The real effects of credit default swaps. (Doctoral Dissertation). University of Hong Kong. Retrieved from Wang, Q. S. [王倩]. (2012). The real effects of credit default swaps. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4832957 ; http://dx.doi.org/10.5353/th_b4832957 ; http://hdl.handle.net/10722/173901

Chicago Manual of Style (16th Edition):

Wang, Qian, Sarah. “The real effects of credit default swaps.” 2012. Doctoral Dissertation, University of Hong Kong. Accessed January 25, 2020. Wang, Q. S. [王倩]. (2012). The real effects of credit default swaps. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4832957 ; http://dx.doi.org/10.5353/th_b4832957 ; http://hdl.handle.net/10722/173901.

MLA Handbook (7th Edition):

Wang, Qian, Sarah. “The real effects of credit default swaps.” 2012. Web. 25 Jan 2020.

Vancouver:

Wang, Qian S. The real effects of credit default swaps. [Internet] [Doctoral dissertation]. University of Hong Kong; 2012. [cited 2020 Jan 25]. Available from: Wang, Q. S. [王倩]. (2012). The real effects of credit default swaps. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4832957 ; http://dx.doi.org/10.5353/th_b4832957 ; http://hdl.handle.net/10722/173901.

Council of Science Editors:

Wang, Qian S. The real effects of credit default swaps. [Doctoral Dissertation]. University of Hong Kong; 2012. Available from: Wang, Q. S. [王倩]. (2012). The real effects of credit default swaps. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4832957 ; http://dx.doi.org/10.5353/th_b4832957 ; http://hdl.handle.net/10722/173901


University of Pennsylvania

3. Plank, Thomas J. Essays in Sovereign Credit Risk.

Degree: 2010, University of Pennsylvania

 This dissertation investigates aspects of sovereign credit risk in advanced and emerging economies. It consists of two chapters. Chapter 1 studies the determinants of sovereign… (more)

Subjects/Keywords: sovereign credit risk; sovereign cds; credit default swaps; Finance

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Plank, T. J. (2010). Essays in Sovereign Credit Risk. (Thesis). University of Pennsylvania. Retrieved from https://repository.upenn.edu/edissertations/238

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Plank, Thomas J. “Essays in Sovereign Credit Risk.” 2010. Thesis, University of Pennsylvania. Accessed January 25, 2020. https://repository.upenn.edu/edissertations/238.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Plank, Thomas J. “Essays in Sovereign Credit Risk.” 2010. Web. 25 Jan 2020.

Vancouver:

Plank TJ. Essays in Sovereign Credit Risk. [Internet] [Thesis]. University of Pennsylvania; 2010. [cited 2020 Jan 25]. Available from: https://repository.upenn.edu/edissertations/238.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Plank TJ. Essays in Sovereign Credit Risk. [Thesis]. University of Pennsylvania; 2010. Available from: https://repository.upenn.edu/edissertations/238

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Queen Mary, University of London

4. Benbouzid, Nadia. Credit risk in the banking sector : international evidence on CDS spread determinants before and during the recent crisis.

Degree: PhD, 2015, Queen Mary, University of London

Credit Default Swaps (CDS) instruments - as an indicator of credit risk - were one of the most prominent innovations in financial engineering. Very limited… (more)

Subjects/Keywords: 332.1; Business and Management; Finance; Banking; Credit risk; Credit Default Swaps

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Benbouzid, N. (2015). Credit risk in the banking sector : international evidence on CDS spread determinants before and during the recent crisis. (Doctoral Dissertation). Queen Mary, University of London. Retrieved from http://qmro.qmul.ac.uk/xmlui/handle/123456789/8912 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.667413

Chicago Manual of Style (16th Edition):

Benbouzid, Nadia. “Credit risk in the banking sector : international evidence on CDS spread determinants before and during the recent crisis.” 2015. Doctoral Dissertation, Queen Mary, University of London. Accessed January 25, 2020. http://qmro.qmul.ac.uk/xmlui/handle/123456789/8912 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.667413.

MLA Handbook (7th Edition):

Benbouzid, Nadia. “Credit risk in the banking sector : international evidence on CDS spread determinants before and during the recent crisis.” 2015. Web. 25 Jan 2020.

Vancouver:

Benbouzid N. Credit risk in the banking sector : international evidence on CDS spread determinants before and during the recent crisis. [Internet] [Doctoral dissertation]. Queen Mary, University of London; 2015. [cited 2020 Jan 25]. Available from: http://qmro.qmul.ac.uk/xmlui/handle/123456789/8912 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.667413.

Council of Science Editors:

Benbouzid N. Credit risk in the banking sector : international evidence on CDS spread determinants before and during the recent crisis. [Doctoral Dissertation]. Queen Mary, University of London; 2015. Available from: http://qmro.qmul.ac.uk/xmlui/handle/123456789/8912 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.667413


University of Hong Kong

5. Shan, Chenyu. Credit default swaps (CDS) and loan financing.

Degree: PhD, 2013, University of Hong Kong

 As evidenced by its market size, credit default swaps (CDSs) has been the cornerstone product of the credit derivatives market. The central question that I… (more)

Subjects/Keywords: Swaps (Finance); Default (Finance); Bank loans.; Credit derivatives.

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Shan, C. (2013). Credit default swaps (CDS) and loan financing. (Doctoral Dissertation). University of Hong Kong. Retrieved from Shan, C. [陜晨煜]. (2013). Credit default swaps (CDS) and loan financing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5089965 ; http://dx.doi.org/10.5353/th_b5089965 ; http://hdl.handle.net/10722/192820

Chicago Manual of Style (16th Edition):

Shan, Chenyu. “Credit default swaps (CDS) and loan financing.” 2013. Doctoral Dissertation, University of Hong Kong. Accessed January 25, 2020. Shan, C. [陜晨煜]. (2013). Credit default swaps (CDS) and loan financing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5089965 ; http://dx.doi.org/10.5353/th_b5089965 ; http://hdl.handle.net/10722/192820.

MLA Handbook (7th Edition):

Shan, Chenyu. “Credit default swaps (CDS) and loan financing.” 2013. Web. 25 Jan 2020.

Vancouver:

Shan C. Credit default swaps (CDS) and loan financing. [Internet] [Doctoral dissertation]. University of Hong Kong; 2013. [cited 2020 Jan 25]. Available from: Shan, C. [陜晨煜]. (2013). Credit default swaps (CDS) and loan financing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5089965 ; http://dx.doi.org/10.5353/th_b5089965 ; http://hdl.handle.net/10722/192820.

Council of Science Editors:

Shan C. Credit default swaps (CDS) and loan financing. [Doctoral Dissertation]. University of Hong Kong; 2013. Available from: Shan, C. [陜晨煜]. (2013). Credit default swaps (CDS) and loan financing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5089965 ; http://dx.doi.org/10.5353/th_b5089965 ; http://hdl.handle.net/10722/192820


Rice University

6. Balthrop, Justin. Essays on Financial Markets.

Degree: PhD, Business, 2019, Rice University

 This dissertation contains three chapters. In the first chapter, I test whether margin requirements cause asset price volatility. Using novel data on margin requirements and… (more)

Subjects/Keywords: finance; volatility; margin; credit default swaps; financial markets

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Balthrop, J. (2019). Essays on Financial Markets. (Doctoral Dissertation). Rice University. Retrieved from http://hdl.handle.net/1911/105417

Chicago Manual of Style (16th Edition):

Balthrop, Justin. “Essays on Financial Markets.” 2019. Doctoral Dissertation, Rice University. Accessed January 25, 2020. http://hdl.handle.net/1911/105417.

MLA Handbook (7th Edition):

Balthrop, Justin. “Essays on Financial Markets.” 2019. Web. 25 Jan 2020.

Vancouver:

Balthrop J. Essays on Financial Markets. [Internet] [Doctoral dissertation]. Rice University; 2019. [cited 2020 Jan 25]. Available from: http://hdl.handle.net/1911/105417.

Council of Science Editors:

Balthrop J. Essays on Financial Markets. [Doctoral Dissertation]. Rice University; 2019. Available from: http://hdl.handle.net/1911/105417


North-West University

7. Motshabi, Karabo Mirriam. Valuation of credit default swaptions using Finite Difference Method / by Karabo Mirriam Motshabi.

Degree: 2012, North-West University

Credit default swaptions (CDS options) are credit derivatives that are widely used by finan-cial institutions such as banks and hedging companies to manage their credit(more)

Subjects/Keywords: Finite dirrerence methods; Black-Scholes method; Credit default swap spreads; credit default swaps and swaptions; interest rate swaps and swaptions; currency swaps and swaptions

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Motshabi, K. M. (2012). Valuation of credit default swaptions using Finite Difference Method / by Karabo Mirriam Motshabi. (Thesis). North-West University. Retrieved from http://hdl.handle.net/10394/9180

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Motshabi, Karabo Mirriam. “Valuation of credit default swaptions using Finite Difference Method / by Karabo Mirriam Motshabi. ” 2012. Thesis, North-West University. Accessed January 25, 2020. http://hdl.handle.net/10394/9180.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Motshabi, Karabo Mirriam. “Valuation of credit default swaptions using Finite Difference Method / by Karabo Mirriam Motshabi. ” 2012. Web. 25 Jan 2020.

Vancouver:

Motshabi KM. Valuation of credit default swaptions using Finite Difference Method / by Karabo Mirriam Motshabi. [Internet] [Thesis]. North-West University; 2012. [cited 2020 Jan 25]. Available from: http://hdl.handle.net/10394/9180.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Motshabi KM. Valuation of credit default swaptions using Finite Difference Method / by Karabo Mirriam Motshabi. [Thesis]. North-West University; 2012. Available from: http://hdl.handle.net/10394/9180

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Illinois – Urbana-Champaign

8. Kitwiwattanachai, Chanatip. Essays in credit derivatives.

Degree: PhD, 0075, 2012, University of Illinois – Urbana-Champaign

 This thesis consists of three essays that examine various problems in credit derivatives. In the first essay, we propose a novel method to extract asset… (more)

Subjects/Keywords: Asset Pricing; Credit Derivatives; Credit Default Swaps (CDS); Risk Management; Liquidity; Correlation; Recovery Rates

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Kitwiwattanachai, C. (2012). Essays in credit derivatives. (Doctoral Dissertation). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/34470

Chicago Manual of Style (16th Edition):

Kitwiwattanachai, Chanatip. “Essays in credit derivatives.” 2012. Doctoral Dissertation, University of Illinois – Urbana-Champaign. Accessed January 25, 2020. http://hdl.handle.net/2142/34470.

MLA Handbook (7th Edition):

Kitwiwattanachai, Chanatip. “Essays in credit derivatives.” 2012. Web. 25 Jan 2020.

Vancouver:

Kitwiwattanachai C. Essays in credit derivatives. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2012. [cited 2020 Jan 25]. Available from: http://hdl.handle.net/2142/34470.

Council of Science Editors:

Kitwiwattanachai C. Essays in credit derivatives. [Doctoral Dissertation]. University of Illinois – Urbana-Champaign; 2012. Available from: http://hdl.handle.net/2142/34470


UCLA

9. Gandhi, Priyank. Systemic Risks, Financial Intermediaries, and Asset Markets.

Degree: Management (MS/PHD), 2012, UCLA

 The credit crisis of 2007-2009 has sparked an enormous interest in the role that financial intermediaries play in our economy. Recent literature examines how financial… (more)

Subjects/Keywords: Management; Finance; Asset pricing; Bailouts; Bank Equity Returns; Credit Default Swaps; Credit Growth; Financial Institutions

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Gandhi, P. (2012). Systemic Risks, Financial Intermediaries, and Asset Markets. (Thesis). UCLA. Retrieved from http://www.escholarship.org/uc/item/9795q6xb

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Gandhi, Priyank. “Systemic Risks, Financial Intermediaries, and Asset Markets.” 2012. Thesis, UCLA. Accessed January 25, 2020. http://www.escholarship.org/uc/item/9795q6xb.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Gandhi, Priyank. “Systemic Risks, Financial Intermediaries, and Asset Markets.” 2012. Web. 25 Jan 2020.

Vancouver:

Gandhi P. Systemic Risks, Financial Intermediaries, and Asset Markets. [Internet] [Thesis]. UCLA; 2012. [cited 2020 Jan 25]. Available from: http://www.escholarship.org/uc/item/9795q6xb.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Gandhi P. Systemic Risks, Financial Intermediaries, and Asset Markets. [Thesis]. UCLA; 2012. Available from: http://www.escholarship.org/uc/item/9795q6xb

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Washington

10. Pereira, Javier Marcelo. Essays in Financial Intermediation and Credit Risk.

Degree: PhD, 2015, University of Washington

 This dissertation focuses on issues in financial intermediation and sovereign credit risk. With the enactment of the Gramm-Leach-Bliley Act (GLBA) in 1999, the long-standing barriers… (more)

Subjects/Keywords: Credit Default Swaps; Credit Ratings; Exchange Rates; Global Games; Reputation; Underwriters; Economics; Finance; Banking; economics

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Pereira, J. M. (2015). Essays in Financial Intermediation and Credit Risk. (Doctoral Dissertation). University of Washington. Retrieved from http://hdl.handle.net/1773/33719

Chicago Manual of Style (16th Edition):

Pereira, Javier Marcelo. “Essays in Financial Intermediation and Credit Risk.” 2015. Doctoral Dissertation, University of Washington. Accessed January 25, 2020. http://hdl.handle.net/1773/33719.

MLA Handbook (7th Edition):

Pereira, Javier Marcelo. “Essays in Financial Intermediation and Credit Risk.” 2015. Web. 25 Jan 2020.

Vancouver:

Pereira JM. Essays in Financial Intermediation and Credit Risk. [Internet] [Doctoral dissertation]. University of Washington; 2015. [cited 2020 Jan 25]. Available from: http://hdl.handle.net/1773/33719.

Council of Science Editors:

Pereira JM. Essays in Financial Intermediation and Credit Risk. [Doctoral Dissertation]. University of Washington; 2015. Available from: http://hdl.handle.net/1773/33719


Université de Grenoble

11. Gex, Mathieu. Le marché des credit default swaps : effets de contagion et processus de découverte des prix durant les crises. : The credit default swap market : contagion effects and price discovery process during crises.

Degree: Docteur es, Sciences de gestion, 2011, Université de Grenoble

Cette thèse étudie la dynamique du marché des credit default swaps (CDS), instruments financiers de transfert du risque du crédit, et de ses relations avec… (more)

Subjects/Keywords: Credit default swaps; Dérivés de crédit; Transfert de risque; Crises financières; Contagion; Causalité; Credit default swaps; Credit derivatives; Risk transfert; Financial crises; Contagion; Causality

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Gex, M. (2011). Le marché des credit default swaps : effets de contagion et processus de découverte des prix durant les crises. : The credit default swap market : contagion effects and price discovery process during crises. (Doctoral Dissertation). Université de Grenoble. Retrieved from http://www.theses.fr/2011GRENG003

Chicago Manual of Style (16th Edition):

Gex, Mathieu. “Le marché des credit default swaps : effets de contagion et processus de découverte des prix durant les crises. : The credit default swap market : contagion effects and price discovery process during crises.” 2011. Doctoral Dissertation, Université de Grenoble. Accessed January 25, 2020. http://www.theses.fr/2011GRENG003.

MLA Handbook (7th Edition):

Gex, Mathieu. “Le marché des credit default swaps : effets de contagion et processus de découverte des prix durant les crises. : The credit default swap market : contagion effects and price discovery process during crises.” 2011. Web. 25 Jan 2020.

Vancouver:

Gex M. Le marché des credit default swaps : effets de contagion et processus de découverte des prix durant les crises. : The credit default swap market : contagion effects and price discovery process during crises. [Internet] [Doctoral dissertation]. Université de Grenoble; 2011. [cited 2020 Jan 25]. Available from: http://www.theses.fr/2011GRENG003.

Council of Science Editors:

Gex M. Le marché des credit default swaps : effets de contagion et processus de découverte des prix durant les crises. : The credit default swap market : contagion effects and price discovery process during crises. [Doctoral Dissertation]. Université de Grenoble; 2011. Available from: http://www.theses.fr/2011GRENG003

12. Pereira, Sofia Carvalhais Leite. Corporate governance : a influência e responsabilização do empty creditor.

Degree: 2017, RCAAP

A presente dissertação terá como principal objetivo desenvolver o tema do empty creditor. Tendo em conta que o direito comercial se encontra em constante mutação… (more)

Subjects/Keywords: Credor vazio; financiamento das sociedades; credit default swaps; empty creditor; financing of companies; credit default swaps; Domínio/Área Científica::Ciências Sociais::Direito

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Pereira, S. C. L. (2017). Corporate governance : a influência e responsabilização do empty creditor. (Thesis). RCAAP. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/23777

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Pereira, Sofia Carvalhais Leite. “Corporate governance : a influência e responsabilização do empty creditor.” 2017. Thesis, RCAAP. Accessed January 25, 2020. https://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/23777.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Pereira, Sofia Carvalhais Leite. “Corporate governance : a influência e responsabilização do empty creditor.” 2017. Web. 25 Jan 2020.

Vancouver:

Pereira SCL. Corporate governance : a influência e responsabilização do empty creditor. [Internet] [Thesis]. RCAAP; 2017. [cited 2020 Jan 25]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/23777.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Pereira SCL. Corporate governance : a influência e responsabilização do empty creditor. [Thesis]. RCAAP; 2017. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/23777

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

13. Silva, Paulo Miguel Pereira da. Essays on the informational efficiency of credit default swaps.

Degree: 2017, Universidade de Évora

 This thesis contributes to the strand of the financial literature on credit derivatives, in particular the credit default swaps (CDS) market. We present four inter-connected… (more)

Subjects/Keywords: Credit default swaps; CDS; Market efficiency; Open interest; Price discovery; Credit default swaps; CDS; Eficiência de mercado; Posições em aberto; Formação de preços

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Silva, P. M. P. d. (2017). Essays on the informational efficiency of credit default swaps. (Thesis). Universidade de Évora. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:dspace.uevora.pt:10174/21092

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Silva, Paulo Miguel Pereira da. “Essays on the informational efficiency of credit default swaps.” 2017. Thesis, Universidade de Évora. Accessed January 25, 2020. https://www.rcaap.pt/detail.jsp?id=oai:dspace.uevora.pt:10174/21092.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Silva, Paulo Miguel Pereira da. “Essays on the informational efficiency of credit default swaps.” 2017. Web. 25 Jan 2020.

Vancouver:

Silva PMPd. Essays on the informational efficiency of credit default swaps. [Internet] [Thesis]. Universidade de Évora; 2017. [cited 2020 Jan 25]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:dspace.uevora.pt:10174/21092.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Silva PMPd. Essays on the informational efficiency of credit default swaps. [Thesis]. Universidade de Évora; 2017. Available from: https://www.rcaap.pt/detail.jsp?id=oai:dspace.uevora.pt:10174/21092

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

14. Fraichot, Jean-Pierre. Impact du projet européen de taxation des transactions financières sur les marchés de capitaux : Study of the impact of a financial transaction tax on capital markets and the economy.

Degree: Docteur es, Sciences économiques, 2018, Paris Sciences et Lettres

La thèse étudie les effets du projet européen de taxation des transactions financières. Elle en analyse les conséquences sur la volatilité, la liquidité, les volumes… (more)

Subjects/Keywords: Taxation; Volatilité; Spreads; Options; Effet de levier; Transactions financières; Credit Default Swaps; Tax; Volatility; Spread; Option; Leverage; Financial Transaction; Credit Default Swaps; 332.64

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Fraichot, J. (2018). Impact du projet européen de taxation des transactions financières sur les marchés de capitaux : Study of the impact of a financial transaction tax on capital markets and the economy. (Doctoral Dissertation). Paris Sciences et Lettres. Retrieved from http://www.theses.fr/2018PSLED036

Chicago Manual of Style (16th Edition):

Fraichot, Jean-Pierre. “Impact du projet européen de taxation des transactions financières sur les marchés de capitaux : Study of the impact of a financial transaction tax on capital markets and the economy.” 2018. Doctoral Dissertation, Paris Sciences et Lettres. Accessed January 25, 2020. http://www.theses.fr/2018PSLED036.

MLA Handbook (7th Edition):

Fraichot, Jean-Pierre. “Impact du projet européen de taxation des transactions financières sur les marchés de capitaux : Study of the impact of a financial transaction tax on capital markets and the economy.” 2018. Web. 25 Jan 2020.

Vancouver:

Fraichot J. Impact du projet européen de taxation des transactions financières sur les marchés de capitaux : Study of the impact of a financial transaction tax on capital markets and the economy. [Internet] [Doctoral dissertation]. Paris Sciences et Lettres; 2018. [cited 2020 Jan 25]. Available from: http://www.theses.fr/2018PSLED036.

Council of Science Editors:

Fraichot J. Impact du projet européen de taxation des transactions financières sur les marchés de capitaux : Study of the impact of a financial transaction tax on capital markets and the economy. [Doctoral Dissertation]. Paris Sciences et Lettres; 2018. Available from: http://www.theses.fr/2018PSLED036

15. Oliveira, José Luís Domingues Almeida. Trading of credit indices : behaviour analysis.

Degree: 2016, RCAAP

Este documento foi realizado com o âmbito de analisar o comportamento do mercado dos Credit Default Swaps, com especial atenção para o trading de Índices… (more)

Subjects/Keywords: Credit Default Swaps; Índices de Crédito; Qualidade de Crédito; Credit Indices; Credit Quality; Domínio/Área Científica::Ciências Sociais::Economia e Gestão

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Oliveira, J. L. D. A. (2016). Trading of credit indices : behaviour analysis. (Thesis). RCAAP. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/21704

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Oliveira, José Luís Domingues Almeida. “Trading of credit indices : behaviour analysis.” 2016. Thesis, RCAAP. Accessed January 25, 2020. http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/21704.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Oliveira, José Luís Domingues Almeida. “Trading of credit indices : behaviour analysis.” 2016. Web. 25 Jan 2020.

Vancouver:

Oliveira JLDA. Trading of credit indices : behaviour analysis. [Internet] [Thesis]. RCAAP; 2016. [cited 2020 Jan 25]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/21704.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Oliveira JLDA. Trading of credit indices : behaviour analysis. [Thesis]. RCAAP; 2016. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/21704

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

16. Vaz, José Alberto Reis. A crise bancária de Chipre e o Bail-in : estudo de caso, com recurso ao mercado de Credit Default Swaps um ano depois.

Degree: 2015, RCAAP

O bail-in cipriota, ocorrido em 2013, constituiu uma inovação relativa aos moldes de intervenção em instituições do sector bancário. Quase dois anos volvidos, é importante… (more)

Subjects/Keywords: Bail-in; Chipre; Credit Default Swaps; Cyprus; Domínio/Área Científica::Ciências Sociais::Economia e Gestão

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Vaz, J. A. R. (2015). A crise bancária de Chipre e o Bail-in : estudo de caso, com recurso ao mercado de Credit Default Swaps um ano depois. (Thesis). RCAAP. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/19330

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Vaz, José Alberto Reis. “A crise bancária de Chipre e o Bail-in : estudo de caso, com recurso ao mercado de Credit Default Swaps um ano depois.” 2015. Thesis, RCAAP. Accessed January 25, 2020. http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/19330.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Vaz, José Alberto Reis. “A crise bancária de Chipre e o Bail-in : estudo de caso, com recurso ao mercado de Credit Default Swaps um ano depois.” 2015. Web. 25 Jan 2020.

Vancouver:

Vaz JAR. A crise bancária de Chipre e o Bail-in : estudo de caso, com recurso ao mercado de Credit Default Swaps um ano depois. [Internet] [Thesis]. RCAAP; 2015. [cited 2020 Jan 25]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/19330.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Vaz JAR. A crise bancária de Chipre e o Bail-in : estudo de caso, com recurso ao mercado de Credit Default Swaps um ano depois. [Thesis]. RCAAP; 2015. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/19330

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Technical University of Lisbon

17. Gomes, Rui Miguel Campos. O papel dos CDS na (in)estabilidade do mercado financeiro.

Degree: 2013, Technical University of Lisbon

Mestrado em Finanças

O mercado de credit default swaps (CDS) tem crescido exponencialmente nos últimos tempos até à crise de 2008-2010, tendo encontrado aí um… (more)

Subjects/Keywords: CDS; Risco de Contraparte; Transparência; Base; Credit Default Swaps; Basis; Counterparty Risk; Transparency

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Gomes, R. M. C. (2013). O papel dos CDS na (in)estabilidade do mercado financeiro. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/11118

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Gomes, Rui Miguel Campos. “O papel dos CDS na (in)estabilidade do mercado financeiro.” 2013. Thesis, Technical University of Lisbon. Accessed January 25, 2020. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/11118.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Gomes, Rui Miguel Campos. “O papel dos CDS na (in)estabilidade do mercado financeiro.” 2013. Web. 25 Jan 2020.

Vancouver:

Gomes RMC. O papel dos CDS na (in)estabilidade do mercado financeiro. [Internet] [Thesis]. Technical University of Lisbon; 2013. [cited 2020 Jan 25]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/11118.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Gomes RMC. O papel dos CDS na (in)estabilidade do mercado financeiro. [Thesis]. Technical University of Lisbon; 2013. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/11118

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Harvard University

18. Spamann, Holger. Essays in Applied Microeconomics.

Degree: PhD, Economics, 2012, Harvard University

Chapter 1 develops a model of parallel trading of corporate securities (shares, bonds) and derivatives in which a large trader can sometimes profitably acquire securities… (more)

Subjects/Keywords: credit default swaps; crime and punishment; derivatives; empty voting; trading; economics; legal origins

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Spamann, H. (2012). Essays in Applied Microeconomics. (Doctoral Dissertation). Harvard University. Retrieved from http://nrs.harvard.edu/urn-3:HUL.InstRepos:9393267

Chicago Manual of Style (16th Edition):

Spamann, Holger. “Essays in Applied Microeconomics.” 2012. Doctoral Dissertation, Harvard University. Accessed January 25, 2020. http://nrs.harvard.edu/urn-3:HUL.InstRepos:9393267.

MLA Handbook (7th Edition):

Spamann, Holger. “Essays in Applied Microeconomics.” 2012. Web. 25 Jan 2020.

Vancouver:

Spamann H. Essays in Applied Microeconomics. [Internet] [Doctoral dissertation]. Harvard University; 2012. [cited 2020 Jan 25]. Available from: http://nrs.harvard.edu/urn-3:HUL.InstRepos:9393267.

Council of Science Editors:

Spamann H. Essays in Applied Microeconomics. [Doctoral Dissertation]. Harvard University; 2012. Available from: http://nrs.harvard.edu/urn-3:HUL.InstRepos:9393267

19. Dimitropoulos, Vasileios. Forecasting the spreads of bond yields using the credit default swaps during the financial crisis.

Degree: 2019, University of Patras; Πανεπιστήμιο Πατρών

This thesis copes with the main factors of credit risk and its relation to investors’ expectations, as well as the possible existence of investors' expectations… (more)

Subjects/Keywords: Προβλέψεις των αποδόσεων των ομολόγων; Ομόλογα; Χρηματοπιστωτικής κρίσης; Forecasting; Credit default swaps; Financial crisis

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Dimitropoulos, V. (2019). Forecasting the spreads of bond yields using the credit default swaps during the financial crisis. (Thesis). University of Patras; Πανεπιστήμιο Πατρών. Retrieved from http://hdl.handle.net/10442/hedi/45360

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Dimitropoulos, Vasileios. “Forecasting the spreads of bond yields using the credit default swaps during the financial crisis.” 2019. Thesis, University of Patras; Πανεπιστήμιο Πατρών. Accessed January 25, 2020. http://hdl.handle.net/10442/hedi/45360.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Dimitropoulos, Vasileios. “Forecasting the spreads of bond yields using the credit default swaps during the financial crisis.” 2019. Web. 25 Jan 2020.

Vancouver:

Dimitropoulos V. Forecasting the spreads of bond yields using the credit default swaps during the financial crisis. [Internet] [Thesis]. University of Patras; Πανεπιστήμιο Πατρών; 2019. [cited 2020 Jan 25]. Available from: http://hdl.handle.net/10442/hedi/45360.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Dimitropoulos V. Forecasting the spreads of bond yields using the credit default swaps during the financial crisis. [Thesis]. University of Patras; Πανεπιστήμιο Πατρών; 2019. Available from: http://hdl.handle.net/10442/hedi/45360

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Melbourne

20. Li, Chao. Institutional changes and dividends.

Degree: 2015, University of Melbourne

 Prior research suggests that dividends can curb agency costs between insiders (managers and/or controlling shareholders) and outside shareholders, and thus are an important corporate governance… (more)

Subjects/Keywords: dividend regulation; implicit contract; contract failure; stock price reaction; emerging markets; credit default swaps

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Li, C. (2015). Institutional changes and dividends. (Doctoral Dissertation). University of Melbourne. Retrieved from http://hdl.handle.net/11343/57300

Chicago Manual of Style (16th Edition):

Li, Chao. “Institutional changes and dividends.” 2015. Doctoral Dissertation, University of Melbourne. Accessed January 25, 2020. http://hdl.handle.net/11343/57300.

MLA Handbook (7th Edition):

Li, Chao. “Institutional changes and dividends.” 2015. Web. 25 Jan 2020.

Vancouver:

Li C. Institutional changes and dividends. [Internet] [Doctoral dissertation]. University of Melbourne; 2015. [cited 2020 Jan 25]. Available from: http://hdl.handle.net/11343/57300.

Council of Science Editors:

Li C. Institutional changes and dividends. [Doctoral Dissertation]. University of Melbourne; 2015. Available from: http://hdl.handle.net/11343/57300


Universidade Nova

21. Ricciardi, Andrea. Exploiting the cointrgration between vix and CDS in a credit market timing model.

Degree: 2016, Universidade Nova

 We investigate the cointegration between VIX and CDS indices, and the possibility of exploiting it in an existing credit market timing investment model. We find… (more)

Subjects/Keywords: Cointegration; VIX; Credit default swaps; Pairs trading; Domínio/Área Científica::Ciências Sociais::Economia e Gestão

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Ricciardi, A. (2016). Exploiting the cointrgration between vix and CDS in a credit market timing model. (Thesis). Universidade Nova. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/16869

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ricciardi, Andrea. “Exploiting the cointrgration between vix and CDS in a credit market timing model.” 2016. Thesis, Universidade Nova. Accessed January 25, 2020. https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/16869.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ricciardi, Andrea. “Exploiting the cointrgration between vix and CDS in a credit market timing model.” 2016. Web. 25 Jan 2020.

Vancouver:

Ricciardi A. Exploiting the cointrgration between vix and CDS in a credit market timing model. [Internet] [Thesis]. Universidade Nova; 2016. [cited 2020 Jan 25]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/16869.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ricciardi A. Exploiting the cointrgration between vix and CDS in a credit market timing model. [Thesis]. Universidade Nova; 2016. Available from: https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/16869

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

22. JITENDRA DATTATRAY BHANAP. Analysis of Equity Default Swaps Pricing.

Degree: 2009, National University of Singapore

Subjects/Keywords: credit; derivatives; equity; default; swaps; pricing

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

BHANAP, J. D. (2009). Analysis of Equity Default Swaps Pricing. (Thesis). National University of Singapore. Retrieved from http://scholarbank.nus.edu.sg/handle/10635/17989

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

BHANAP, JITENDRA DATTATRAY. “Analysis of Equity Default Swaps Pricing.” 2009. Thesis, National University of Singapore. Accessed January 25, 2020. http://scholarbank.nus.edu.sg/handle/10635/17989.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

BHANAP, JITENDRA DATTATRAY. “Analysis of Equity Default Swaps Pricing.” 2009. Web. 25 Jan 2020.

Vancouver:

BHANAP JD. Analysis of Equity Default Swaps Pricing. [Internet] [Thesis]. National University of Singapore; 2009. [cited 2020 Jan 25]. Available from: http://scholarbank.nus.edu.sg/handle/10635/17989.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

BHANAP JD. Analysis of Equity Default Swaps Pricing. [Thesis]. National University of Singapore; 2009. Available from: http://scholarbank.nus.edu.sg/handle/10635/17989

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

23. Qi, Ziqiong. Credit risk under normal and extreme condition : empirical investigation on European CDS spread changes : Risque de Crédit en période de calme et de stress : études empiriques sur le marché de CDS européens.

Degree: Docteur es, Sciences de gestion, 2014, Rennes 1

Cette thèse de doctorat s’articule en trois chapitres. Le premier chapitre s’attache à trouver les déterminants principaux des variations hebdomadaires des marges de CDS, en… (more)

Subjects/Keywords: Finance; Risque; Marchés; Produits dérivés; Credit Default SWAPS; Finance; Risk; Market; Derivative products; Cds

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Qi, Z. (2014). Credit risk under normal and extreme condition : empirical investigation on European CDS spread changes : Risque de Crédit en période de calme et de stress : études empiriques sur le marché de CDS européens. (Doctoral Dissertation). Rennes 1. Retrieved from http://www.theses.fr/2014REN1G025

Chicago Manual of Style (16th Edition):

Qi, Ziqiong. “Credit risk under normal and extreme condition : empirical investigation on European CDS spread changes : Risque de Crédit en période de calme et de stress : études empiriques sur le marché de CDS européens.” 2014. Doctoral Dissertation, Rennes 1. Accessed January 25, 2020. http://www.theses.fr/2014REN1G025.

MLA Handbook (7th Edition):

Qi, Ziqiong. “Credit risk under normal and extreme condition : empirical investigation on European CDS spread changes : Risque de Crédit en période de calme et de stress : études empiriques sur le marché de CDS européens.” 2014. Web. 25 Jan 2020.

Vancouver:

Qi Z. Credit risk under normal and extreme condition : empirical investigation on European CDS spread changes : Risque de Crédit en période de calme et de stress : études empiriques sur le marché de CDS européens. [Internet] [Doctoral dissertation]. Rennes 1; 2014. [cited 2020 Jan 25]. Available from: http://www.theses.fr/2014REN1G025.

Council of Science Editors:

Qi Z. Credit risk under normal and extreme condition : empirical investigation on European CDS spread changes : Risque de Crédit en période de calme et de stress : études empiriques sur le marché de CDS européens. [Doctoral Dissertation]. Rennes 1; 2014. Available from: http://www.theses.fr/2014REN1G025


Hong Kong University of Science and Technology

24. Li, Chunhong. Essays on CDS trading, CVA and FVA with gap risk, and a post-crisis dual-curve affine model.

Degree: 2014, Hong Kong University of Science and Technology

 This thesis consists of three parts and focuses on issues of financial market after the financial crisis. In the first part, we propose two models… (more)

Subjects/Keywords: Credit derivatives ; Mathematical models ; Swaps (Finance) ; Default (Finance) ; Financial risk ; Risk management

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Li, C. (2014). Essays on CDS trading, CVA and FVA with gap risk, and a post-crisis dual-curve affine model. (Thesis). Hong Kong University of Science and Technology. Retrieved from http://repository.ust.hk/ir/Record/1783.1-65676 ; https://doi.org/10.14711/thesis-b1302301 ; http://repository.ust.hk/ir/bitstream/1783.1-65676/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Li, Chunhong. “Essays on CDS trading, CVA and FVA with gap risk, and a post-crisis dual-curve affine model.” 2014. Thesis, Hong Kong University of Science and Technology. Accessed January 25, 2020. http://repository.ust.hk/ir/Record/1783.1-65676 ; https://doi.org/10.14711/thesis-b1302301 ; http://repository.ust.hk/ir/bitstream/1783.1-65676/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Li, Chunhong. “Essays on CDS trading, CVA and FVA with gap risk, and a post-crisis dual-curve affine model.” 2014. Web. 25 Jan 2020.

Vancouver:

Li C. Essays on CDS trading, CVA and FVA with gap risk, and a post-crisis dual-curve affine model. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2014. [cited 2020 Jan 25]. Available from: http://repository.ust.hk/ir/Record/1783.1-65676 ; https://doi.org/10.14711/thesis-b1302301 ; http://repository.ust.hk/ir/bitstream/1783.1-65676/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Li C. Essays on CDS trading, CVA and FVA with gap risk, and a post-crisis dual-curve affine model. [Thesis]. Hong Kong University of Science and Technology; 2014. Available from: http://repository.ust.hk/ir/Record/1783.1-65676 ; https://doi.org/10.14711/thesis-b1302301 ; http://repository.ust.hk/ir/bitstream/1783.1-65676/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Louisiana State University

25. Uzmanoglu, Cihan. Essays on credit default swaps and debtor-creditor relationships.

Degree: PhD, Finance and Financial Management, 2013, Louisiana State University

 Over the last decade, markets for credit insurance have developed dramatically and credit default swaps (CDS) have become the instrument of choice when it comes… (more)

Subjects/Keywords: debt restructuring; financial distress; debt renegotiation; distressed exchanges; debtor-creditor relationship; credit default swaps; empty creditors; credit spreads

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Uzmanoglu, C. (2013). Essays on credit default swaps and debtor-creditor relationships. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-04122013-131617 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1739

Chicago Manual of Style (16th Edition):

Uzmanoglu, Cihan. “Essays on credit default swaps and debtor-creditor relationships.” 2013. Doctoral Dissertation, Louisiana State University. Accessed January 25, 2020. etd-04122013-131617 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1739.

MLA Handbook (7th Edition):

Uzmanoglu, Cihan. “Essays on credit default swaps and debtor-creditor relationships.” 2013. Web. 25 Jan 2020.

Vancouver:

Uzmanoglu C. Essays on credit default swaps and debtor-creditor relationships. [Internet] [Doctoral dissertation]. Louisiana State University; 2013. [cited 2020 Jan 25]. Available from: etd-04122013-131617 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1739.

Council of Science Editors:

Uzmanoglu C. Essays on credit default swaps and debtor-creditor relationships. [Doctoral Dissertation]. Louisiana State University; 2013. Available from: etd-04122013-131617 ; https://digitalcommons.lsu.edu/gradschool_dissertations/1739

26. Correia, Cláudia Pereira. A relação entre os mercados de obrigações e de credit default swaps: o impacto da liquidez e do risco de crédito da contraparte nos preços dos CDs e da dívida pública emitida por países de mercados emergentes.

Degree: 2010, RCAAP

G12; G15

O presente trabalho analisa a relação de equivalência entre os prémios dos Credit Default Swaps (CDS) e os yield spreads das obrigações para… (more)

Subjects/Keywords: Credit Default Swaps; Liquidez; Risco de crédito da contraparte; Mercados emergentes; Liquidity; Counterparty credit risk; Emerging markets

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Correia, C. P. (2010). A relação entre os mercados de obrigações e de credit default swaps: o impacto da liquidez e do risco de crédito da contraparte nos preços dos CDs e da dívida pública emitida por países de mercados emergentes. (Thesis). RCAAP. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/4465

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Correia, Cláudia Pereira. “A relação entre os mercados de obrigações e de credit default swaps: o impacto da liquidez e do risco de crédito da contraparte nos preços dos CDs e da dívida pública emitida por países de mercados emergentes.” 2010. Thesis, RCAAP. Accessed January 25, 2020. https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/4465.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Correia, Cláudia Pereira. “A relação entre os mercados de obrigações e de credit default swaps: o impacto da liquidez e do risco de crédito da contraparte nos preços dos CDs e da dívida pública emitida por países de mercados emergentes.” 2010. Web. 25 Jan 2020.

Vancouver:

Correia CP. A relação entre os mercados de obrigações e de credit default swaps: o impacto da liquidez e do risco de crédito da contraparte nos preços dos CDs e da dívida pública emitida por países de mercados emergentes. [Internet] [Thesis]. RCAAP; 2010. [cited 2020 Jan 25]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/4465.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Correia CP. A relação entre os mercados de obrigações e de credit default swaps: o impacto da liquidez e do risco de crédito da contraparte nos preços dos CDs e da dívida pública emitida por países de mercados emergentes. [Thesis]. RCAAP; 2010. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/4465

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Technical University of Lisbon

27. Pereira, Gonçalo André Nunes. Modelling sovereign debt with Lévy Processes.

Degree: 2014, Technical University of Lisbon

Mestrado em Ciências Actuariais

Propomos modelizar o risco de crédito soberano de cinco países da zona Euro (Portugal, Irlanda, Itália, Grécia e Espanha) seguindo uma… (more)

Subjects/Keywords: Risco de crédito; Processos de Lévy; Dívida soberana; Credit Default Swaps; Probabilidade de incumprimento; Expansão em série de Fourier de cossenos; Movimento Browniano modificado temporalmente; Credit risk; Lévy processes; Sovereign debt; Credit Default Swaps; Default probability; Fourier-cosine expansion; Time-changed Brownian motion

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Pereira, G. A. N. (2014). Modelling sovereign debt with Lévy Processes. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7611

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Pereira, Gonçalo André Nunes. “Modelling sovereign debt with Lévy Processes.” 2014. Thesis, Technical University of Lisbon. Accessed January 25, 2020. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7611.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Pereira, Gonçalo André Nunes. “Modelling sovereign debt with Lévy Processes.” 2014. Web. 25 Jan 2020.

Vancouver:

Pereira GAN. Modelling sovereign debt with Lévy Processes. [Internet] [Thesis]. Technical University of Lisbon; 2014. [cited 2020 Jan 25]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7611.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Pereira GAN. Modelling sovereign debt with Lévy Processes. [Thesis]. Technical University of Lisbon; 2014. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7611

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Louisiana State University

28. Brannan, Tyler. A Conditioned Gaussian-Poisson Model for Default Phenomena.

Degree: PhD, Applied Mathematics, 2016, Louisiana State University

  We introduce a new model to study the behavior of a portfolio of defaultable assets. We refer to this model as the Gaussian-Poisson model.… (more)

Subjects/Keywords: Conditional Probability; Credit Default Swaps; Gaussian Copula; Stochastic Process; Default Intensity; Poisson; Cox Process; Short Rate; CDO; Collateralized Debt Obligations; CDS; Default Behavior; Market Pricing Measure

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Brannan, T. (2016). A Conditioned Gaussian-Poisson Model for Default Phenomena. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-07062016-113754 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3532

Chicago Manual of Style (16th Edition):

Brannan, Tyler. “A Conditioned Gaussian-Poisson Model for Default Phenomena.” 2016. Doctoral Dissertation, Louisiana State University. Accessed January 25, 2020. etd-07062016-113754 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3532.

MLA Handbook (7th Edition):

Brannan, Tyler. “A Conditioned Gaussian-Poisson Model for Default Phenomena.” 2016. Web. 25 Jan 2020.

Vancouver:

Brannan T. A Conditioned Gaussian-Poisson Model for Default Phenomena. [Internet] [Doctoral dissertation]. Louisiana State University; 2016. [cited 2020 Jan 25]. Available from: etd-07062016-113754 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3532.

Council of Science Editors:

Brannan T. A Conditioned Gaussian-Poisson Model for Default Phenomena. [Doctoral Dissertation]. Louisiana State University; 2016. Available from: etd-07062016-113754 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3532

29. Costa, Filipe Duarte Pereira Mesquita da. A validade dos ratings implícitos no mercado de Credit Default Swapssobre dívida soberana.

Degree: 2013, RCAAP

Este trabalho de investigação tem o objetivo de aferir se são os fundamentos económicos os responsáveis pelas diferenças das classificações de crédito de uma amostra… (more)

Subjects/Keywords: Ratings de Crédito; Credit Default Swaps; Probit Ordenado; Crise de Crédito Soberano; Credit Spread Puzzle; Credit Ratings; Ordered Probit; Sovereign Credit Crisis

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Costa, F. D. P. M. d. (2013). A validade dos ratings implícitos no mercado de Credit Default Swapssobre dívida soberana. (Thesis). RCAAP. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/15738

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Costa, Filipe Duarte Pereira Mesquita da. “A validade dos ratings implícitos no mercado de Credit Default Swapssobre dívida soberana.” 2013. Thesis, RCAAP. Accessed January 25, 2020. http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/15738.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Costa, Filipe Duarte Pereira Mesquita da. “A validade dos ratings implícitos no mercado de Credit Default Swapssobre dívida soberana.” 2013. Web. 25 Jan 2020.

Vancouver:

Costa FDPMd. A validade dos ratings implícitos no mercado de Credit Default Swapssobre dívida soberana. [Internet] [Thesis]. RCAAP; 2013. [cited 2020 Jan 25]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/15738.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Costa FDPMd. A validade dos ratings implícitos no mercado de Credit Default Swapssobre dívida soberana. [Thesis]. RCAAP; 2013. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/15738

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

30. Nobre, Nísia Raquel da Silva. Reação dos mercados de CDS e de cotações bolsistas a anúncios de rating: o caso dos maiores bancos portugueses.

Degree: 2015, Instituto Politécnico do Porto

A presente dissertação tem como principal objetivo avaliar a capacidade que os mercados de Credit Default Swaps (CDS) e acionista apresentam de antecipar alterações nas… (more)

Subjects/Keywords: Credit Default Swaps; Rating; Agências; Ações; Rating agencies; Stock prices; Domínio/Área Científica::Ciências Sociais::Economia e Gestão

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Nobre, N. R. d. S. (2015). Reação dos mercados de CDS e de cotações bolsistas a anúncios de rating: o caso dos maiores bancos portugueses. (Thesis). Instituto Politécnico do Porto. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:recipp.ipp.pt:10400.22/5760

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Nobre, Nísia Raquel da Silva. “Reação dos mercados de CDS e de cotações bolsistas a anúncios de rating: o caso dos maiores bancos portugueses.” 2015. Thesis, Instituto Politécnico do Porto. Accessed January 25, 2020. http://www.rcaap.pt/detail.jsp?id=oai:recipp.ipp.pt:10400.22/5760.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Nobre, Nísia Raquel da Silva. “Reação dos mercados de CDS e de cotações bolsistas a anúncios de rating: o caso dos maiores bancos portugueses.” 2015. Web. 25 Jan 2020.

Vancouver:

Nobre NRdS. Reação dos mercados de CDS e de cotações bolsistas a anúncios de rating: o caso dos maiores bancos portugueses. [Internet] [Thesis]. Instituto Politécnico do Porto; 2015. [cited 2020 Jan 25]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:recipp.ipp.pt:10400.22/5760.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Nobre NRdS. Reação dos mercados de CDS e de cotações bolsistas a anúncios de rating: o caso dos maiores bancos portugueses. [Thesis]. Instituto Politécnico do Porto; 2015. Available from: http://www.rcaap.pt/detail.jsp?id=oai:recipp.ipp.pt:10400.22/5760

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

[1] [2] [3]

.