Analyzing The U.S Credit Default Swap (CDS) Markets: Efficiency, Interdependence, Contagion, Causal Flows And Asymmetric Determinants

Please use this identifier to cite or link to this item: http://umt-ir.umt.edu.my:8080/handle/123456789/13377

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DC Field	Value	Language
dc.contributor.author	Syed Jawad Hussain Shahzad	-
dc.date.accessioned	2019-10-07T03:59:10Z	-
dc.date.available	2019-10-07T03:59:10Z	-
dc.date.issued	2016-11	-
dc.identifier.uri	http://umt-ir.umt.edu.my:8080/xmlui/handle/123456789/13377	-
dc.description.abstract	The Credit Default Swap (CDS) with its unique characteristic to transfer credit risk has gained considerable attention especially after the financial crises of 2007-08. Extant literature has given less focus to CDS and the pivotal research areas such as efficiency, interdependence, contagion, causal-flows between credit and stock markets and determinants of credit markets are relatively untapped.	en_US
dc.language.iso	en	en_US
dc.publisher	Universiti Malaysia Terengganu	en_US
dc.subject	HG 6024 .U6 S9 2016	en_US
dc.subject	Syed Jawad Hussain Shahzad	en_US
dc.title	Analyzing The U.S Credit Default Swap (CDS) Markets: Efficiency, Interdependence, Contagion, Causal Flows And Asymmetric Determinants	en_US
dc.type	Thesis	en_US
Appears in Collections:	Pusat Pengajian Perniagaan dan Pengurusan Maritim

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