Asymmetric Cost Behavior
Reimer, Kristina
Produktnummer:
18ce8da4d52b124c0795cfac22dbf523a2
Autor: | Reimer, Kristina |
---|---|
Themengebiete: | Asymmetric Cost Behavior Cost stickiness Credit and Financial Risk of a Firm Credit default swap market Credit default swaps Credit spreads Reduced-form models Structural models |
Veröffentlichungsdatum: | 14.07.2018 |
EAN: | 9783658228217 |
Sprache: | Englisch |
Seitenzahl: | 156 |
Produktart: | Kartoniert / Broschiert |
Verlag: | Springer Fachmedien Wiesbaden GmbH |
Untertitel: | Implications for the Credit and Financial Risk of a Firm |
Produktinformationen "Asymmetric Cost Behavior"
The thesis of Kristina Reimer provides a comprehensive analysis of asymmetric cost behavior (also known as cost stickiness) by discussing its origin and development in the theoretical and empirical research from the 1920s of the past century up until today. Further, using an empirical approach, she investigates the implications of asymmetric cost behavior for credit and financial risk of a firm. In addition, she provides an introduction into credit risk fundamentals by focusing on credit default swaps. Thereby she analyses the development of credit default swap market as well as the components of credit spreads. Finally, she provides several suggestions for future research.

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