All Outputs (2)

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.

The relationship between monetary growth and inflation: an application of the infinite hidden Markov model to the United Kingdom (2018)
Thesis
Yu, Z. (2018). The relationship between monetary growth and inflation: an application of the infinite hidden Markov model to the United Kingdom. (Thesis). Keele University. Retrieved from https://keele-repository.worktribe.com/output/410394

The analysis is undertaken through exploration of a reduced form relationship. Two questions are central to the study. The first involves the role of structural breaks in the relationship between inflation and monetary growth. We explore this through... Read More about The relationship between monetary growth and inflation: an application of the infinite hidden Markov model to the United Kingdom.