Credit Default Swap Markets in the Global Economy : An Empirical Analysis Paperback / softback
by Go (Kobe University, Japan) Tamakoshi, Shigeyuki (Kobe University, Japan) Hamori
Part of the Routledge Studies in the Modern World Economy series
Paperback / softback
Description
This book provides a comprehensive overview for various segments of the global credit default swap (CDS) markets, touching upon how they were affected by the recent financial turmoil.
The book uses empirical analysis on credit default swap markets, applying advanced econometric methodologies to the time series data.
It covers not only well-studied sovereign credit default swap markets but also sector credit default swap indices (i.e., CDS index for the banking sector) and corporate credit default swap indices (i.e., Markit iTraxx Japan CDS index), which have not been fully examined by the previous literature.
The book also investigates causality and co-movement among several credit default swap markets, or between CDS and other financial markets.
Information
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Out of stock
- Format:Paperback / softback
- Pages:170 pages, 48 Tables, black and white; 28 Line drawings, black and white; 28 Illustrations, black an
- Publisher:Taylor & Francis Ltd
- Publication Date:18/12/2020
- Category:
- ISBN:9780367504212
Information
-
Out of stock
- Format:Paperback / softback
- Pages:170 pages, 48 Tables, black and white; 28 Line drawings, black and white; 28 Illustrations, black an
- Publisher:Taylor & Francis Ltd
- Publication Date:18/12/2020
- Category:
- ISBN:9780367504212
