Anlyzing the U. S. credit default swap (CDS) markets : efficiency, interdependence, contagion, causal flows and asymmetric determinants

Simple item page
dc.contributor.authorSyed Jawad Hussain Shahzad
dc.date.accessioned2018-01-19T13:38:20Z
dc.date.available2018-01-19T13:38:20Z
dc.date.issued2016
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.identifier.urihttp://hdl.handle.net/123456789/8077
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
Files
Original bundle
Now showing 1 - 2 of 2
Thumbnail Image
Name:
HG 6024 .U6 S9 2016 Abstract.pdf
Size:
110.16 KB
Format:
Adobe Portable Document Format
Description:
Download
No Thumbnail Available
Name:
HG 6024 .U6 S9 2016 Full Text.pdf
Size:
3.93 MB
Format:
Adobe Portable Document Format
Description:
Download
License bundle
Now showing 1 - 1 of 1
No Thumbnail Available
Name:
license.txt
Size:
1.71 KB
Format:
Item-specific license agreed upon to submission
Description:
Download
Collections
Pusat Pengajian Perniagaan dan Pengurusan Maritim