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http://umt-ir.umt.edu.my:8080/handle/123456789/13377| Title: | Analyzing The U.S Credit Default Swap (CDS) Markets: Efficiency, Interdependence, Contagion, Causal Flows And Asymmetric Determinants |
| Authors: | Syed Jawad Hussain Shahzad |
| Keywords: | HG 6024 .U6 S9 2016 Syed Jawad Hussain Shahzad |
| Issue Date: | Nov-2016 |
| Publisher: | Universiti Malaysia Terengganu |
| 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. |
| URI: | http://umt-ir.umt.edu.my:8080/xmlui/handle/123456789/13377 |
| Appears in Collections: | Pusat Pengajian Perniagaan dan Pengurusan Maritim |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| HG 6024 .U6 S9 2016 Abstract.pdf | 99.91 kB | Adobe PDF | View/Open | |
| HG 6024 .U6 S9 2016 Full Text.pdf Restricted Access | 4.09 MB | Adobe PDF | View/Open Request a copy |
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