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Credit Default Swap Markets in the Global Economy
- An Empirical Analysis
Engelsk
Bogcover for Credit Default Swap Markets in the Global Economy af Shigeyuki Hamori, Go Tamakoshi, 9780367504212
Specifikationer
Sprog:
Engelsk
Sider:
170
ISBN-13:
9780367504212
Indbinding:
Paperback
ISBN-10:
0367504219
Udg. Dato:
18 dec 2020
Størrelse i cm:
15,4 x 23,2 x 1,5
Oplagsdato:
18 dec 2020

Credit Default Swap Markets in the Global Economy

- An Empirical Analysis
Engelsk
Paperback 2020
Format:

Bog beskrivelse

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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Specifikationer
Sprog:
Engelsk
Sider:
170
ISBN-13:
9780367504212
Indbinding:
Paperback
ISBN-10:
0367504219
Udg. Dato:
18 dec 2020
Størrelse i cm:
15,4 x 23,2 x 1,5
Oplagsdato:
18 dec 2020
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