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 reg...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2016
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| Online Access: | https://eprints.nottingham.ac.uk/36277/ |