| 書目名稱 | Essays on Risk Premiums derived from Credit Default Swap Spreads |
| 編輯 | Thomas Jopp |
| 視頻video | http://file.papertrans.cn/321/320721/320721.mp4 |
| 叢書名稱 | Finanzwirtschaft und Kapitalm?rkte |
| 圖書封面 |  |
| 描述 | .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 is not entirely new, it has gained particular relevance due to the historically low interest rates until the end of 2021. Risk premiums are derived from sovereign and corporate credit default swap (CDS) spreads. The empirical results suggest a positive relationship...The second research focus is dedicated to effects on the bond and derivatives markets following the ECB‘s monetary policy measures PSPP, CSPP and PEPP as well as the EU‘s fiscal policy measure NGEU. Immediate announcement effects can be observed through the PEPP and the NGEU, but also through the so-called .Lagarde gaffe.. Further investigations point to a .search for yield. behavior in Eurozone countries following the ECB‘s announcements of the PSPP and the CSPP. Additional analyses indicate a fiscally dominated ECB from |
| 出版日期 | Book 2024 |
| 關(guān)鍵詞 | Credit Default Swap (CDS); CDS Spreads; Risk Premium; Credit Risk Premium; Risk Appetite; Risk-Free Inter |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-658-46173-7 |
| isbn_softcover | 978-3-658-46172-0 |
| isbn_ebook | 978-3-658-46173-7Series ISSN 2523-756X Series E-ISSN 2523-7578 |
| issn_series | 2523-756X |
| copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Fachmedien Wies |
|Archiver|手機(jī)版|小黑屋|
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