Credit Default Swap Markets in the Global Economy

An Empirical Analysis

Business & Finance
Cover of the book Credit Default Swap Markets in the Global Economy by Go Tamakoshi, Shigeyuki Hamori, Taylor and Francis
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Go Tamakoshi, Shigeyuki Hamori ISBN: 9781351997034
Publisher: Taylor and Francis Publication: January 19, 2018
Imprint: Routledge Language: English
Author: Go Tamakoshi, Shigeyuki Hamori
ISBN: 9781351997034
Publisher: Taylor and Francis
Publication: January 19, 2018
Imprint: Routledge
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Taylor and Francis

Cover of the book Insider Trading in Developing Jurisdictions by Go Tamakoshi, Shigeyuki Hamori
Cover of the book Racism in the Neoliberal Era by Go Tamakoshi, Shigeyuki Hamori
Cover of the book The Voyages and Colonising Enterprises of Sir Humphrey Gilbert by Go Tamakoshi, Shigeyuki Hamori
Cover of the book Aeschylus and War by Go Tamakoshi, Shigeyuki Hamori
Cover of the book Torture and Truth (Routledge Revivals) by Go Tamakoshi, Shigeyuki Hamori
Cover of the book How We Understand Others by Go Tamakoshi, Shigeyuki Hamori
Cover of the book Recipes for Science by Go Tamakoshi, Shigeyuki Hamori
Cover of the book Hegemony and Resistance around the Iranian Nuclear Programme by Go Tamakoshi, Shigeyuki Hamori
Cover of the book Testing Times by Go Tamakoshi, Shigeyuki Hamori
Cover of the book Environmental Impact Assessment by Go Tamakoshi, Shigeyuki Hamori
Cover of the book Islam and Sectarian Violence in Pakistan by Go Tamakoshi, Shigeyuki Hamori
Cover of the book Revival: The Europeanisation of Refugee Policies (2001) by Go Tamakoshi, Shigeyuki Hamori
Cover of the book The Medieval Cloister in England and Wales by Go Tamakoshi, Shigeyuki Hamori
Cover of the book Foreign Investment and Spillovers (Routledge Revivals) by Go Tamakoshi, Shigeyuki Hamori
Cover of the book God and Design by Go Tamakoshi, Shigeyuki Hamori
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy