eBook - PDF

Credit Default Swap Markets in the Global Economy

Name: Credit Default Swap Markets in the Global Economy
ISBN: 9781351997041

Go Tamakoshi,

Shigeyuki Hamori,

170 pages
English
PDF
Available on iOS & Android

eBook - PDF

Credit Default Swap Markets in the Global Economy

Go Tamakoshi,

Shigeyuki Hamori,

About this book

This book provides a comprehensive overview for various segments of the global credit default swap (CDS) markets, touching upon how theywere 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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Yes, you can access Credit Default Swap Markets in the Global Economy by Go Tamakoshi, Shigeyuki Hamori in PDF and/or ePUB format, as well as other popular books in Economia & Teoria economica. We have over one million books available in our catalogue for you to explore.