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http://umt-ir.umt.edu.my:8080/handle/123456789/8077| Title: | Anlyzing 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 Swaps (Finance)- United States Credit derivatives - United States |
| Issue Date: | 2016 |
| Publisher: | Terengganu: 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://hdl.handle.net/123456789/8077 |
| Appears in Collections: | Pusat Pengajian Perniagaan dan Pengurusan Maritim |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| HG 6024 .U6 S9 2016 Abstract.pdf | 110.16 kB | Adobe PDF | View/Open | |
| HG 6024 .U6 S9 2016 Full Text.pdf Restricted Access | 4.03 MB | Adobe PDF | View/Open Request a copy |
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