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Do Rating Announcements convey new Information?

Name: Do Rating Announcements convey new Information?
Price: 27.95 EUR
Availability: InStock
Author: Jan Klobucnik
ISBN: 978-3-640-66244-9

An Event Study on Credit Default Swap Spreads

Diploma Thesis, 2010

54 Pages, Grade: 1,3

Jan Klobucnik (Author)

Excerpt

List of Tables

List of Figures

1 Introduction

2 Rating Agencies and the Market for Credit Risk

3 Previous Literature and Hypotheses

4 Data
4.1 Ratings
4.2 Credit Default Swap Spreads

5 Methodology
5.1 Framework
5.2 Hypothesis Testing

6 Empirical Results
6.1 Event Studies
6.2 Regressions
6.3 Discussion

7 Conclusion

8 References

9 Appendix: Robustness Test

Excerpt out of 54 pages

Details

Title: Do Rating Announcements convey new Information?
Subtitle: An Event Study on Credit Default Swap Spreads
College: University of Tubingen
Grade: 1,3
Author: Jan Klobucnik (Author)
Year: 2010
Pages: 54
Catalog Number: V153961
ISBN (eBook): 9783640662326
ISBN (Book): 9783640662449
File size: 639 KB
Language: English
Notes: empirische Arbeit
Keywords: Ratings, CDS, Event Study, Rating Agency, Credit Default Swap, Rating, Credit Rating, Kreditbewertung, Kreditrisiko, Creditrisk, credit risk, Ratingagentur, Event Studie, Kreditderivate

Quote paper: Jan Klobucnik (Author), 2010, Do Rating Announcements convey new Information?, Munich, GRIN Verlag, https://www.grin.com/document/153961

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