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Please use this identifier to cite or link to this item: http://umt-ir.umt.edu.my:8080/handle/123456789/8077
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dc.contributor.authorSyed Jawad Hussain Shahzad-
dc.date.accessioned2018-01-19T13:38:20Z-
dc.date.available2018-01-19T13:38:20Z-
dc.date.issued2016-
dc.identifier.urihttp://hdl.handle.net/123456789/8077-
dc.description.abstractThe 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.isoenen_US
dc.publisherTerengganu: Universiti Malaysia Terengganuen_US
dc.subjectHG 6024 .U6 S9 2016en_US
dc.subjectSyed Jawad Hussain Shahzaden_US
dc.subjectSwaps (Finance)- United Statesen_US
dc.subjectCredit derivatives - United Statesen_US
dc.titleAnlyzing the U. S. credit default swap (CDS) markets : efficiency, interdependence, contagion, causal flows and asymmetric determinantsen_US
dc.typeThesisen_US
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