Feats and Failures of Corporate Credit Risk, Stock Returns, and the Interdependencies of Sovereign Credit Risk

Feats and Failures of Corporate Credit Risk, Stock Returns, and the Interdependencies of Sovereign Credit Risk

This dissertation comprises two essays; the first of which investigates sovereign credit risk interdependencies, while the second examines the reaction of corporate credit risk to sovereign credit risk events. The first essay titled, Characterizing Sovereign Credit Risk Interdependencies: Evidence f...

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Bibliographic Details
Main Author: Isiugo, Uche C
Format: Others
Published: ScholarWorks@UNO 2016
Subjects:
VAR DCC GARCH
Credit Default Swaps
Corporate credit risk
Sovereign risk
Cross-listing
Commodity Prices
Terms of Trade
Corporate Finance
Finance
Portfolio and Security Analysis
Online Access:http://scholarworks.uno.edu/td/2221
http://scholarworks.uno.edu/cgi/viewcontent.cgi?article=3345&context=td

Internet

http://scholarworks.uno.edu/td/2221
http://scholarworks.uno.edu/cgi/viewcontent.cgi?article=3345&context=td

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