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 ...
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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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Add this copy of Credit Default Swap Markets in the Global Economy: An to cart. $64.25, new condition, Sold by Booksplease rated 4.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 2020 by Routledge.
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Add this copy of Credit Default Swap Markets in the Global Economy to cart. $125.62, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2020 by Routledge.
Add this copy of Credit Default Swap Markets in the Global Economy: An to cart. $198.78, new condition, Sold by Booksplease rated 4.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 2018 by Routledge.
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Seller's Description:
New. Contains: Illustrations, black & white, Line drawings, black & white, Tables, black & white. Routledge Studies in the Modern World Economy . Includes: line drawings, black & white, illustrations, black & white, tables, black & white. Intended for college/higher education audience.
Add this copy of Credit Default Swap Markets in the Global Economy: an to cart. $220.10, new condition, Sold by Revaluation Books rated 4.0 out of 5 stars, ships from Exeter, DEVON, UNITED KINGDOM, published 2018 by Taylor & Francis.
