Essays on Risk Premiums derived from Credit Default Swap Spreads

by Thomas Jopp

Introduction and Summary -- Kapitalmarktzins und Risikoprämie: gleich- oder gegenläufig? -- The Relationship between Risk Premium and Risk-Free Interest Rate: Evidence from Sovereign CDS Spreads -- Credit Risk Premiums of European Companies -- PEPP and NGEU: Short-Term Reactions to the Monetary and Fiscal Policy Paradigm Shift in Light of the Lagarde Gaffe -- Staatsanleiherenditen in der Eurozone: Anzeichen für eine fiskalische Dominanz? -- Bibliography.

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Year of publication:	2024
Authors:	Jopp, Thomas
Publisher:	2024.: Wiesbaden : Springer Fachmedien Wiesbaden 2024.: Wiesbaden : Imprint: Springer Gabler
Subject:	Risikoprämie \| Risk premium \| Kreditderivat \| Credit derivative \| Kreditrisiko \| Credit risk \| Derivat \| Derivative \| Zinsstruktur \| Yield curve \| Swap

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Extent:	1 Online-Ressource(XXV, 207 p. 10 illus., 5 illus. in color.)
Series:	Finanzwirtschaft und Kapitalmärkte
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Hochschulschrift ; Aufsatzsammlung
Language:	English
Thesis:	Dissertation, Julius-Maximilians-Universität Würzburg, 2023
ISBN:	978-3-658-46173-7 ; 978-3-658-46172-0 ; 978-3-658-46174-4
Other identifiers:	10.1007/978-3-658-46173-7 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10015072159