Search for dissertations about: "sovereign credit risk"

Found 5 swedish dissertations containing the words sovereign credit risk.

  2. 1. Essays on Sovereign Credit Risk and Credit Default Swap Spreads

    Author : Patrick Augustin; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : This doctoral thesis consists of 4 self-contained chapters: Sovereign Credit Default Swap Premia. This comprehensive review of the literature on sovereign CDS spreads highlights current academic debates and contrasts them with contradictory statements from the popular press.  Real Economic Shocks and Sovereign Credit Risk. READ MORE

  4. 2. Essays on Debts and Constitutions

    Author : Emanuel Kohlscheen; Torsten Persson; Jonathan Eaton; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; debt; constitution; sovereign risk; federalism; credibility; political institutions; renegotiation; trade credit; international reserves; bailout; revenue sharing; soft budget; Business and economics; Ekonomi;

    Abstract : This thesis includes two essays on sovereign debt and one on subnational governments' debts within a federation. In the two first essays, simple constitutional rules - that define how economic interactions unfold - are found to influence the outcome in important ways. READ MORE

  5. 3. Essays on Currency Risk and Financial Frictions

    Author : Valeri Sokolovski; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : This doctoral thesis consists of four independent empirical papers in financial economics.Although my work analyses three different financial markets (currencies, credit defaultswaps and exchange traded funds) the common thread is financial frictions. READ MORE

  6. 4. Empirical Essays in Financial Economics

    Author : Holger-Johannes Breckenfelder; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : Competition between High-Frequency Traders, and Market Quality. This is the first empirical evidence on the competition between high-frequency traders (HFTs) and its influence on market quality. My findings suggests what when HFTs compete for traders their liquidity consumption increases. READ MORE

  7. 5. Empirical Essays in Finance

    Author : Jan Schnitzler; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : Stock Price Elasticity and Control Ownership. Stocks included in the S&P 500 experience abnormal returns. Supporting a demand pressure explanation, this paper documents that the price impact is larger for stock of which a significant fraction is held by controlling shareholders. READ MORE