Asymmetric Cost Behavior
Implications for the Credit and Financial Risk of a Firm
Seiten
2018
|
1st ed. 2019
Springer Fachmedien Wiesbaden GmbH (Verlag)
978-3-658-22821-7 (ISBN)
Springer Fachmedien Wiesbaden GmbH (Verlag)
978-3-658-22821-7 (ISBN)
Implications for the Credit and Financial Risk of a Firm
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.
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.
Dr. Kristina Reimer received her doctoral degree at the University of Cologne. Her supervisor was Prof. Dr. Carsten Homburg from the Department of Management Accounting.
The concept of cost stickiness.- Foundations of credit risk fundamentals and methods of determining credit risk.- Credit default swaps.- Does cost stickiness affect credit or financial risk?
| Erscheinungsdatum | 15.07.2018 |
|---|---|
| Reihe/Serie | Quantitatives Controlling |
| Zusatzinfo | XXIV, 156 p. 19 illus. |
| Verlagsort | Wiesbaden |
| Sprache | englisch |
| Maße | 148 x 210 mm |
| Gewicht | 242 g |
| Themenwelt | Wirtschaft ► Betriebswirtschaft / Management ► Allgemeines / Lexika |
| Wirtschaft ► Betriebswirtschaft / Management ► Rechnungswesen / Bilanzen | |
| Wirtschaft ► Betriebswirtschaft / Management ► Unternehmensführung / Management | |
| Schlagworte | 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 |
| ISBN-10 | 3-658-22821-0 / 3658228210 |
| ISBN-13 | 978-3-658-22821-7 / 9783658228217 |
| Zustand | Neuware |
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