Essays on Risk Premiums derived from Credit Default Swap Spreads by Thomas Jopp

Description: Essays on Risk Premiums derived from Credit Default Swap Spreads by Thomas Jopp Estimated delivery 3-12 business days Format Paperback Condition Brand New Description 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 ECBs monetary policy measures PSPP, CSPP and PEPP as well as the EUs 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 ECBs announcements of the PSPP and the CSPP. Additional analyses indicate a fiscally dominated ECB from 2015 to 2021. Author Biography Dr. Thomas Jopp studied Industrial Engineering and Business Management and earned his doctorate under the supervision of Prof. Dr. Daniela Lorenz at the Chair of Business Management and Corporate Finance at Julius-Maximilians-Universität WÜrzburg, Germany. Details ISBN 3658461721 ISBN-13 9783658461720 Title Essays on Risk Premiums derived from Credit Default Swap Spreads Author Thomas Jopp Format Paperback Year 2024 Pages 207 Edition 2024th Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG GE_Item_ID:168397424; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys

Price: 145.19 USD

Location: Fairfield, Ohio

End Time: 2024-11-30T01:03:59.000Z

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