Analyzing The U.S Credit Default Swap (CDS) Markets: Efficiency, Interdependence, Contagion, Causal Flows And Asymmetric Determinants

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dc.contributor.authorSyed Jawad Hussain Shahzad
dc.date.accessioned2019-10-07T03:59:10Z
dc.date.available2019-10-07T03:59:10Z
dc.date.issued2016-11
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.urihttps://umt-ir.umt.edu.my/xmlui/handle/123456789/13377
dc.language.isoenen_US
dc.publisherUniversiti Malaysia Terengganuen_US
dc.subjectHG 6024 .U6 S9 2016en_US
dc.subjectSyed Jawad Hussain Shahzaden_US
dc.titleAnalyzing The U.S Credit Default Swap (CDS) Markets: Efficiency, Interdependence, Contagion, Causal Flows And Asymmetric Determinantsen_US
dc.typeThesisen_US
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