Browsing by Author "Syed Jawad Hussain Shahzad"
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Item Analyzing The U.S Credit Default Swap (CDS) Markets: Efficiency, Interdependence, Contagion, Causal Flows And Asymmetric Determinants(Universiti Malaysia Terengganu, 2016-11) Syed Jawad Hussain ShahzadThe 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.Item Anlyzing the U. S. credit default swap (CDS) markets : efficiency, interdependence, contagion, causal flows and asymmetric determinants(Terengganu: Universiti Malaysia Terengganu, 2016) Syed Jawad Hussain ShahzadThe 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.