Determinants of Credit Default Swaps for North American Companies

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Determinants of Credit Default Swaps for North American Companies

We investigate the relationship between firm specific and macro variables on credit default spreads. We collect weekly CDS spreads for North American companies, as well as firm specific and macro variables, from July 2011 to July 2016. A panel based model to conduct both fixed effects and OLS regres...

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Bibliographic Details
Main Author:	MEHTA, AAYUSH
Format:	Dissertation (University of Nottingham only)
Published:	2016
Online Access:	https://eprints.nottingham.ac.uk/36269/

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