Macroeconomic determinants of corporate CDS spreads: an empirical study
(2019)
Thesis
Wang, X. (2019). Macroeconomic determinants of corporate CDS spreads: an empirical study. (Thesis). Keele University. Retrieved from https://keele-repository.worktribe.com/output/414215
Several theoretical studies suggest the importance of the macroeconomy for credit default swap (CDS) pricing. However, only few studies empirically investigate the effect of macroeconomic variables on CDS spreads. The previous analysis is further lim... Read More about Macroeconomic determinants of corporate CDS spreads: an empirical study.