How does a Credit Default Swap Spread volatility impact the Z-Score Models? A case study approach on Eurostoxx50

Mestrado em Análise Financeira

Bibliographic Details
Main Author: Barreto, Francisco Soeiro da Cunha (author)
Format: masterThesis
Language:eng
Published: 2019
Subjects:
CDS Spread
Z-Score
Eurostoxx50
Probabilidade falência
Volatilidade CDS
Health Score
Rating
Default probability
CDS volatility
Online Access:http://hdl.handle.net/10400.21/10818
Country:Portugal
Oai:oai:repositorio.ipl.pt:10400.21/10818

Internet

http://hdl.handle.net/10400.21/10818

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