Jan Vogelheim

Fernuniversität in Hagen - University of Hagen

58084 Hagen

Germany

  • Fernuniversität in Hagen - University of Hagen

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Determinants of European Bank Credit Default Swap Spreads

Number of pages: 34 Posted: 25 Jun 2020
Jan Vogelheim
Fernuniversität in Hagen - University of Hagen
Downloads 104 (437,815)

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Credit Default Swap Spread, Expected Default Frequency, CAMELS Indicators, Market Risk, European Banks

2.

Empirical Credit Spread Components of Banks and their Coverage in Structural Models – An Integrated Analysis

Number of pages: 103 Posted: 29 May 2020
Jan Vogelheim
Fernuniversität in Hagen - University of Hagen
Downloads 78 (529,088)

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Expected Default Frequency, credit default swap spread, structural model, market-wide risks, financial market crisis, European banks, empirical finance