product description page

Credit Default Swap Markets in the Global Economy : An Empirical Analysis - by Go Tamakoshi & Shigeyuki

Credit Default Swap Markets in the Global Economy : An Empirical Analysis - by Go Tamakoshi & Shigeyuki - image 1 of 1

about this item

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.

Number of Pages: 169.0
Genre: Business + Money Management
Series Title: Routledge Studies in the Modern World Economy
Format: Hardcover
Publisher: Taylor & Francis
Author: Go Tamakoshi & Shigeyuki Hamori
Language: English
Street Date: January 31, 2018
TCIN: 53145841
UPC: 9781138244726
Item Number (DPCI): 248-55-4872

guest reviews

Prices, promotions, styles and availability may vary by store & online. See our price match guarantee. See how a store is chosen for you.