Matthew C Li
Biographic Data
| ID | 9613685 |
|---|---|
| NAME | Matthew C Li |
| GIVEN NAMES | Matthew C |
| FAMILY NAME | Li |
| SIGNATURE | LI M C |
| AFFILIATIONS | Royal Holloway University of London |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2021 |
| LATEST PUBLICATION YEAR | 2021 |
| H-INDEX | 0 |
Credit default swap spreads
We employ a multi-factor analysis from both a firm-specific (microeconomic) and market-specific (macroeconomic) perspective to examine the determinants of credit default swap (CDS) spreads in the USA, the UK and Japan between 2005 and 2012. We investigate both aggregate (cross-country) and individual market data so that a comparative analysis can be performed. Our results reveal that (i) in general, Tobin’s Q, stock market returns, and the risk-f…
No prominent works on this page.
Credit default swap spreads
We employ a multi-factor analysis from both a firm-specific (microeconomic) and market-specific (macroeconomic) perspective to examine the determinants of credit default swap (CDS) spreads in the USA, the UK and Japan between 2005 and 2012. We investigate both aggregate (cross-country) and individual market data so that a comparative analysis can be performed. Our results reveal that (i) in general, Tobin’s Q, stock market returns, and the risk-f…
Banking stability, regulation, efficiency (1 work) · Business (1 work) · Credit default swap (1 work) · Credit risk (1 work) · Credit Risk and Financial Regulations (1 work) · Credit valuation adjustment (1 work) · Econometrics (1 work) · Economics (1 work) · Explanatory power (1 work) · Finance (1 work)