Credit default swap markets in the global economy: an empirical analysis
Auteur :
Tamakoshi, Go / Hamori, Shigeyuki
Éditeur :
Taylor & Francis Ltd
ISBN :
9781138244726
Date de publication :
25 janv. 2018
Dimensions :
23,4 x 15,6 cm
Poids :
420 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This book provides a comprehensive overview for various segments of the global credit default swap (CDS) markets, touching on how they had been 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.