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- 7.000.000 titres dans notre catalogue
- Payer en toute sécurité
- Toujours un magasin près de chez vous
Credit Default Swap Markets in the Global Economy
An Empirical Analysis
Go Tamakoshi, Shigeyuki Hamori
52,95 €
+ 105 points
Description
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.
Spécifications
Parties prenantes
- Auteur(s) :
- Editeur:
Contenu
- Nombre de pages :
- 170
- Langue:
- Anglais
- Collection :
Caractéristiques
- EAN:
- 9780367504212
- Date de parution :
- 18-12-20
- Format:
- Livre broché
- Format numérique:
- Trade paperback (VS)
- Dimensions :
- 155 mm x 231 mm
- Poids :
- 294 g
