What determined CDS spreads of the UK financial institutions?

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F15%3A00095789" target="_blank" >RIV/00216224:14560/15:00095789 - isvavai.cz</a>

Výsledek na webu

<a href="http://dx.doi.org/10.1016/S2212-5671(15)00938-7" target="_blank" >http://dx.doi.org/10.1016/S2212-5671(15)00938-7</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1016/S2212-5671(15)00938-7" target="_blank" >10.1016/S2212-5671(15)00938-7</a>

Jazyk výsledku

angličtina

Název v původním jazyce

What determined CDS spreads of the UK financial institutions?

Popis výsledku v původním jazyce

Credit default swap spreads are often understood as a leading indicator of development of creditworthiness, and therefore it can point out the potential situation in a company or economy. Since these spreads are such a useful indicator, market participants should pay attention to the factors which can have the impact on these spreads. The aim of this contribution is to analyze the influence of selected firm specific and market factors on credit default swap spreads of the UK financial institutions. To capture the changing role of the selected company specific and market factors, the panel data regression with fixed effects is employed in the pre-crisis, crisis and post crisis period. The participants in the financial market or policy makers can benefit from these findings and take them into consideration within their decision.

Název v anglickém jazyce

What determined CDS spreads of the UK financial institutions?

Popis výsledku anglicky

Credit default swap spreads are often understood as a leading indicator of development of creditworthiness, and therefore it can point out the potential situation in a company or economy. Since these spreads are such a useful indicator, market participants should pay attention to the factors which can have the impact on these spreads. The aim of this contribution is to analyze the influence of selected firm specific and market factors on credit default swap spreads of the UK financial institutions. To capture the changing role of the selected company specific and market factors, the panel data regression with fixed effects is employed in the pre-crisis, crisis and post crisis period. The participants in the financial market or policy makers can benefit from these findings and take them into consideration within their decision.

Druh

D - Stať ve sborníku

CEP obor

—

OECD FORD obor

50200 - Economics and Business

Projekt

—

Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2015

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

Procedia Economics and Finance

ISBN

—

ISSN

2212-5671

e-ISSN

—

Počet stran výsledku

6

Strana od-do

1113-1118

Název nakladatele

Elsevier Ltd.

Místo vydání

Amsterdam

Místo konání akce

Izmir

Datum konání akce

1. 1. 2015

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

000381990300159