PhD defence: Pia Mølgaard

In order to obtain the PhD degree, Pia Mølgaard has submitted her thesis entitled: Essays on Corporate Loans and Credit Risk

 
Thursday, September 20, 2018 - 13:00 to 15:00

The thesis consists of three self-contained essays. The first essay investigates the trading pattern of managers of collateralized loan obligations (CLO) and how it affects the performance of the CLO. The second essay investigates how post issuance ratings and prices of corporate loans depends on the relationship the firm has with its bank connection. The third essay investigates how microstructural noise components in asset prices affect test results of the lead-lag relationship between corporate bond and CDS spreads. 

Primary Supervisor:
Professor David Lando
Department of Finance
Copenhagen Business School

Secondary Supervisors:
Associate Professor Jens Dick-Nielsen
Department of Finance
Copenhagen Business School

Assessment Committee:
Associate Professor Ramona Westermann (Chair)
Department of Finance
Copenhagen Business School

Associate Professor Tobias Berg
Frankfurt School of Finance & Management

Associate Professor Paul Hanouna
Department of Finance
Villanova University

Thesis:
The thesis will be available here

Reception:
The Doctoral School of Economics and Management will host a reception, which will take place immediately after the defence in FUHU Faculty Club.

 

Organised by: The Doctoral School of Economics and Management
Date: 20 September 2018

Time: 13:00 - 15:00
Location: Copenhagen Business School, Solbjerg Plads 3 (SP208), 2000 Frederiksberg

The page was last edited by: Center for Financial Frictions // 09/13/2018