Essays on Risk Premiums derived from Credit Default Swap Spreads
The book provides comprehensive empirical analyses on two overarching research topics with a focus on Europe, covering the period from the global financial crisis to the end of 2021, with a special emphasis on the post-European sovereign debt crisis era.
The first research focus addresses the direction of the relationship between the risk premium and the risk-free interest rate. Although this issue...
The book provides comprehensive empirical analyses on two overarching research topics with a focus on Europe, covering the period from the global financial crisis to the end of 2021, with a special emphasis on the post-European sovereign debt crisis era.
The first research focus addresses the direction of the relationship between the risk premium and the risk-free interest rate. Although this issue...
