Blar i NHH Brage på forfatter "Eliassen, Gunnar Winther"
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The determinants of credit default swap spread : an analysis of the CDS market during the financial crisis of 2007-2009
Eliassen, Gunnar Winther (Master thesis, 2010)In this paper the linear relationship between theoretical determinants of default risk and default swap spread is examined and adds to general literature using multivariate regression to explain the development of the CDS ...