The research projects listed below are grouped according to type of funding - European projects, FCT projects and Government/ Private Organization Contracts.
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Title:Credit risk management
Type: FCT Project
Ref: PTDC/EGE-GES/111274/2010
Principal Investigator: João Pedro Pereira
Brief description: This project focuses on credit risk management. It is divided into five tasks, each leading to a separate paper. In the first task, we study the empirical determinants of CDS spreads. This task will expand and complete our preliminary work in Pires, Pereira, and Martins (2010). Our main contribution comes from using a robust econometric technique, Quantile Regressions (QR), which allows us to uncover empirical relations that the previous literature has missed.
Starting date: 2012-01-01 00:00:00
Expected ended date: 2014-12-31 00:00:00
Partnerships: Contracting institution: ISCTE-IUL
Funding entities: FCT
Amount: 120.000,00