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Maximum entropy models for time-varying moments applied to daily financial returns

Herrmann, Klaus - 2011

Persistent link: https://www.econbiz.de/10009008742

Essays in Financial Economics

Sobott, Jonas Karl - 2017

Persistent link: https://www.econbiz.de/10012794977

Essays on corporate loans and credit risk

Mølgaard, Pia - 2018 - 1st edition

Classical asset pricing theory assumes \perfect markets" which means that nancial markets are frictionless. However, in the real world nancial frictions exists. Recently the nancial literature has focused more on these frictions and on how they a ect asset prices. This thesis contributes to the...

Persistent link: https://www.econbiz.de/10012132198

Essays on financial frictions in lending markets

Daetz, Stine Louise - 2018 - 1st edition

CDS contracts has in general been outlined to improve bank lending by reducing financial frictions on the supply side of … credit. Using unique and comprehensive CDS and credit registry data from Deutsche Bundesbank I explicitly study the CDS … firm and are often also net sellers of CDS contracts written on their own borrowers. The third essay investigates whether …