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@inproceedings{1309156,
author = {Kajurová, Veronika},
address = {Amsterdam},
booktitle = {Procedia Economics and Finance},
doi = {http://dx.doi.org/10.1016/S2212-5671(15)00938-7},
edition = {26},
keywords = {credit default swap; determinant; financial institution; panel regression; spread},
howpublished = {elektronická verze "online"},
language = {eng},
location = {Amsterdam},
pages = {1113-1118},
publisher = {Elsevier Ltd.},
title = {What determined CDS spreads of the UK financial institutions?},
year = {2015}
}
TY - JOUR
ID - 1309156
AU - Kajurová, Veronika
PY - 2015
TI - What determined CDS spreads of the UK financial institutions?
PB - Elsevier Ltd.
CY - Amsterdam
KW - credit default swap
KW - determinant
KW - financial institution
KW - panel regression
KW - spread
N2 - 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.
ER -
KAJUROVÁ, Veronika. What determined CDS spreads of the UK financial institutions? In \textit{Procedia Economics and Finance}. 26. vyd. Amsterdam: Elsevier Ltd., 2015. s.~1113-1118. ISSN~2212-5671. doi:10.1016/S2212-5671(15)00938-7.
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