题目：The Dynamics of European Sovereign Credit Default Swaps and Bond Markets
报告人：彭皓（11级伯苓班）
时间：11月20日（星期四）16：10-17：10
（15：40-16：10下午茶）
地点：第四报告厅
摘要： In our recent research, we study the dynamics of sovereign credit default swaps (SCDS) and bond markets by some time series analysis models, such as Panel Regression Analysis, Vector Autoregressive Model and Vector Error Correction Model. In the future, we would like to focus on the influence of the European sovereign-debt crisis and European ban of naked sovereign credit default swaps, so as to provide some theoretical support for regulators, investors, and traders of sovereign securities. In this talk, I will begin with the European financial background and basic knowledge of financial derivatives. Then I will lay stress on the models and my intuitional understanding of them, instead of fussy mathematical derivation. Finally, I would like to introduce our preliminary scheme of further research.
All are welcome.
