Master Thesis

Universiteit van Amsterdam (UvA)

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Changes in the International Credit Spread explained by European Variables

Changes in the International Credit Spread explained by European Variables
Thesis • 41 pages • 2012

In this paper, I examine the influence of European variables to the international credit spread changes. To find an answer to this question I used international portfolios of Merrill Lynch with different credit ratings and maturities.

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Master Thesis

Universiteit van Amsterdam (UvA)

Changes in the International Credit Spread explained by European Variables

And that's how you make extra money