Credit Default Swap Markets in the Global Economy An Empirical Analysis
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Sprache:Englisch
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eBook Format:ePUB 3
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Fr. 64.90
inkl. gesetzl. MwSt.Beschreibung
Produktdetails
Format
ePUB 3
Kopierschutz
Ja
Family Sharing
Nein
Text-to-Speech
Ja
Erscheinungsdatum
19.01.2018
Verlag
Taylor & Francis eBooksSeitenzahl
180 (Printausgabe)
Dateigröße
7570 KB
Sprache
Englisch
EAN
9781351997034
This book provides a comprehensive overview for various segments of the global credit default swap (CDS) markets, touching upon how they were affected by the recent financial turmoil. The book uses empirical analysis on credit default swap markets, applying advanced econometric methodologies to the time series data. It covers not only well-studied sovereign credit default swap markets but also sector credit default swap indices (i.e., CDS index for the banking sector) and corporate credit default swap indices (i.e., Markit iTraxx Japan CDS index), which have not been fully examined by the previous literature. The book also investigates causality and co-movement among several credit default swap markets, or between CDS and other financial markets.
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