Analyzing The U.S Credit Default Swap (CDS) Markets: Efficiency, Interdependence, Contagion, Causal Flows And Asymmetric Determinants
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Date
2016-11
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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.
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HG 6024 .U6 S9 2016, Syed Jawad Hussain Shahzad