Warburger Str. 100
Paderborn, 33098
Germany
Paderborn University
credit default swaps, risk perception of CDS investors, mergers and acquisitions, event study
European Banking, Non-performing Loans, Risk Allocation, Securitization
banking, outstanding CDS net notional, determinants of bank CDS trading
corporate credit default swap indices, mean-variance asset allocation, out-of-sample portfolio optimization, portfolio risk-diversification, portfolio performance evaluation